Marketdata Options Python
Hello,
I simply want to get Marketdata for Options from the tws.
I tryed this code, but it always gives me the errorcode "200" and says:
200
The contract description specified for VIAC is
By
philippbechtel@...
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#47367
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Total Automation
Hi Everybody,
It¡¯s nice to see something emotionless.
Happy to report that the first fully automated money trade happened today (for entry at the open tomorrow as I do EOD analysis and market
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Stuart Cracraft <smcracraft@...>
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#47366
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Any C++ scanner code posted?
Hi,
Does anyone have their working scanner code posted somewhere (in C++)?
Thanks,
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Bruce B
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#47365
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Re: Option BID/ASK and GREEKS
Perfect, Thank you - that fixed it!
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Don (KN3N)
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#47364
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Re: Since Today, scanner not working
OK, so today I'm pretty sure IBA upgraded the stable version of TWS and along with it, introduced this bug that was in the 'LATEST' version since way back in Jan.? They were informed of this error
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TSgates
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#47363
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Re: Option BID/ASK and GREEKS
To receive the last available data from the markets after they have closed you need to switch to ¡®frozen¡¯ data.
https://interactivebrokers.github.io/tws-api/market_data_type.html
with
By
Josh
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#47362
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Option BID/ASK and GREEKS
The API is returning some sparce values - but they do not match TWS.
I am testing this over the weekend on live account - so I was expecting to receive values from Friday.
Below is my current test
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Don (KN3N)
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#47361
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Re: maintenance? outage?
this is the message that i see on login page ...
Weekend Maintenance: We will be performing system maintenance on Saturday, June
5th between 9:00 AM and 1:00 PM New York time. At some points during
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Pankaj Agarwal <pankaj@...>
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#47360
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Re: maintenance? outage?
Sorry, I meant 6pm eastern on Sunday.
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Nick <news1000@...>
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#47359
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Re: maintenance? outage?
IB sometimes does extended maintenance over the weekend, I don't think they announce it ahead of time. Sometimes you will be able to connect over the weekend and sometimes not.
Things are back to
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Nick <news1000@...>
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#47358
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Re: TWS Historical Options Data - Python API code
My eyes hurt, during inspection of this piece of spaghetti code.
How do you manage to find any unexpected behavior? Any tests?
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Hartmut Bischoff
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#47357
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Re: maintenance? outage?
Here it be:
https://www.interactivebrokers.com/en/index.php?f=2225
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Stuart Cracraft <smcracraft@...>
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#47356
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maintenance? outage?
Hi,
I tried to login to interactivebrokers.com at about 705am California time
but couldn¡¯t get in as a variety of accounts failed. Both regular and paper.
Are maintenance/outages listed somewhere?
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Stuart Cracraft <smcracraft@...>
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#47355
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Re: TWS Historical Options Data - Python API code
Thanks for sharing the link. Will it download the options historical data with different expiry along with delta/theta etc ?
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Nishant Verma <nishant.vermaa@...>
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#47354
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Re: TWS vs Gateway at reconnections
Hello everyone
I have been French and computer scientist for over 30 years. I am 72 years old and I have been using python for 6 months. I have developed an API to process the eurusd. When you are
By
GUY <guy.bonnardel@...>
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#47353
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Need help debugging an issue getting market data
Hi,
I am using reqMktData to retrieve real-time bid/ask data on SPX vertical spreads.? I am making one request at a time and I am using a timeout of 10 seconds.? Whether I get something back or
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taehee@...
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#47352
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how many minutes or seconds early, before Market Starts, to subscribe to reqRealTimeBars(). while subscribing for multiple instruments
Hi all,
To get live 5-second real time bars, from the beginning of market
how early to subscribe (considering number of instruments) just before market starts, for reqRealTimeBars()?
If
By
sevi
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#47351
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Re: Limit on how far back historical tick-by-tick
Speaking from my experience with trade ticks for stocks, it's typically
about 36 months or a bit more. However it can be much less in some issues.
§á§ä, 4 §Ú§ð§ß. 2021 §Ô., 03:47 ebtrader
By
ds-avatar
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#47350
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Limit on how far back historical tick-by-tick
Is there a limit to how far back you can go for historical tick-by-tick?
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ebtrader
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#47349
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Re: the fields commission, max/min Commission in openOrder state are broken
the max_int, min_int, max_float, min_float values mean ¡°no value¡± in the API, similar to NaN in numpy. If an exact commission is returned, you wouldn¡¯t expect to also receive a commission range,
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Josh
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#47348
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