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I am using Excel to download historical bars for a number of stocks (over 100). It has worked for all but TCEHY and MNST. I had some issues with a few other ones and added a primary exchange of NASDAQ

Yes, that's what is said in the docs: https://interactivebrokers.github.io/tws-api/market_depth.html#limitations

Seems like the max number of request for?tick-by-tick is 60? is it a hard cap? I tried to buy booster to increase it but doesn't work...

Hello to all. Guys I am writing this my first message to ask for information. With the new version of TWS released today. I noticed that the Match Symbol button (function? reqMatchingSymbols) to be

Thanks for the indication, I will check if that is the problem.

I wonder if you are sending cancel requests for all three orders. I believe if they are in one OCA group you can cancel one of them. <shahraeeni@...> wrote:

I have a group of three orders (two Stop limit and one limit order). In some cases, when I send a signal to cancel all three orders, one of the stop limit orders is not canceled and I get this error

It's a rather complicated eeries of events from the time a tick arrives at IB to the time it arrives in your program. You don't have control of anything on IB's end. You have some control of how

Can IB deliver ticks individually instead of bundling multiple into a single "packet"/"package"? Like once a tick is realized, send it to a user subscribed to the tickbytick stream. I'm getting a

Hi Guys, I have an algo written in IB API PYTHON, and I place limit orders with a expiry time at candle close. The algo itself is following the rules perfectly. However, when the order is not filled

Perhaps https://ib-ruby.github.io/ib-doc/connect_to_tws.html is worth reading. This ruby code handles the reconnection feature ``` # Handy method to ensure that a connection is established and

If :RequestMarketData is fired with the :Snapshot-Flag? set (regultarory snapshot: false), I expect a set of market prices in return. If I understood correctly, setting the :MarkettDataType to

I am trying to filter daily ticks for options so that when I add the size I get exactly the native volume displayed in TWS. In the following link are all transactions type which can be captured in

As you can see on the CME website there is a 50% credit on ZC-ZW spread,https://www.cmegroup.com/clearing/margins/inters.html#exchange=CBT&sector=AGRICULTURE&pageNumber=1 IB takes this into account

Hey David -- this thread is from 2006 so you might not get a useful response.

I was getting that error a lot and also came up empty searching for what it meant. I did eventually realize that it was happening when I was requesting historical data from before the IPO date of a

Hi,Gregory Smith, Sounds great.Can you explain more about how to do it? I am confused about this in python,Many thanks. -- ------ Forex trader David Liao

Hi,?tripack44, Can you explain how to do it more details? I am confused in this in python,Many thanks. -- ------ Forex trader David Liao

Hi,mark collins, Can you explain more about killing and restarting program?I am confused in how to code it in python. Many thanks. -- ------ Forex trader David Liao

I’ve only encountered this particular error with a single stock contract (AAL@NASDAQ) out of several hundred so far, when trying to do *EClient.* *reqHeadTimestamp()* to get the earliest available