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Re: Historical hourly bars, why is 17:15 EST timestamped bar always included?
Thank Nick, I look at cash fx markets. I might need to ask the IB API team directly.
By Dojo321 · #47475 ·
Re: getting this when going to interactivebrokers.com at 922pm Pacific 06/16/2021
IB is down, even the server status website is down.
By Dojo321 · #47474 ·
getting this when going to interactivebrokers.com at 922pm Pacific 06/16/2021
An error occurred while processing your request. Reference #102.9466d117.1623903697.2eb3c0e
By Stuart Cracraft <smcracraft@...> · #47473 ·
Re: Historical hourly bars, why is 17:15 EST timestamped bar always included?
I don't know if you are interested in futures or cash market. The link below shows the CME schedule for futures and there is a pre-open for EUR/USD as an
By Nick <news1000@...> · #47472 ·
Re: twsapi exiting overnight...
you need to be more specific. Which one do you interact through? TWS or The IB Gateway? When you say "exited" do you mean TWS or the Gateway shut down? Or that they are up and running but that
By Dojo321 · #47471 ·
Re: Historical hourly bars, why is 17:15 EST timestamped bar always included?
Nick, But that does not apply to currencies. 5-515pm is the time IB does it daily resets and I am pretty sure this is related to the daily rest but what I do not understand is why it factors into
By Dojo321 · #47470 ·
Re: twsapi exiting overnight...
Mine just autorestart weekdays, I shutdown on Friday night and start up again on Sunday afternoon. The setting is somewhere on the config menu. I'm not by my machine right now but it's pretty easy.
By dent · #47469 ·
Re: twsapi exiting overnight...
I use IBC and the task scheduler du start the TWS every day.
By Despair · #47468 ·
twsapi exiting overnight...
Hi, Often in the morning when I check my TWS workstation, it is no longer running the TWS API. What setting should I disable to keep this up as much as possible. Thanks ahead. Stuart
By Stuart Cracraft <smcracraft@...> · #47467 ·
Re: Historical hourly bars, why is 17:15 EST timestamped bar always included?
There appears to be a pre-open session now, so 17:15 might be how it is differentiated from the normal session.
By Nick <news1000@...> · #47466 ·
Re: Historical hourly bars, why is 17:15 EST timestamped bar always included?
Whenever I request intraday historical data for currencies, there is always a 17:15 EST bar included, regardless of whether I request 1 hour, 4 hour or other compressions. Do I need to manually filter
By Dojo321 · #47465 ·
Re: reqHistoricalData() "formatDate" set to 2 does not return Unix Epochs
Thanks Josh
By Dojo321 · #47462 ·
Re: reqHistoricalData() "formatDate" set to 2 does not return Unix Epochs
Unix (epoch) time is only available with the smaller bar sizes.
By Josh · #47461 ·
reqHistoricalData() "formatDate" set to 2 does not return Unix Epochs
I am requesting historical data in python and for some reason setting "formatDate" to 2 does not return Unix epochs, setting it to either 1 or 2 returns the same string date, "YYYYMMDD" when
By Dojo321 · #47460 ·
Re: Black-Scholes-Merton - Risk Free Interest Rate and which Volatility value do I use?
Inflation rate is irrelevant, all you want (ideally) for European options like SPX, RUT, NDX are the actual interest rates being used by the market makers and the actual PVDivs
By dts · #47459 ·
Re: Black-Scholes-Merton - Risk Free Interest Rate and which Volatility value do I use?
Might be off-topic, but G-Money seems to be someone that might be able to ansert, so I'll ask... :D :P Where does the inflation rate come into this game, or is just irgnored? I mean.. for a risk free
By Matthias Frener <matthias.frener@...> · #47458 ·
Re: Requesting Historical Data
To clarify, you don't need to save the ticks. You just need to keep the one incomplete bar and adjust high/low/close with each tick. After that you don't need the ticks anymore.
By Nick <news1000@...> · #47457 ·
Re: Requesting Historical Data
The IB API has grown over the years and while they would not design it exactly the way if they'd start over, it is no different than so many other modern asynchronous APIs. That's the way distributed
By J¨¹rgen Reinold · #47456 ·
Re: Requesting Historical Data
Historical keep up to date will certainly work but it's rather chatty as you saw.. Try using one of the other realtime data streams instead. It's not that hard to accumulate data into 30sec bar and
By Nick <news1000@...> · #47455 ·
Re: Black-Scholes-Merton - Risk Free Interest Rate and which Volatility value do I use?
Treasuries are too low. The best easy, cheap thing is Libor, but that also tends to be too low when the Fed is near zero. Probably most people just use Libor ... download for free, translate the
By dts · #47454 ·