开云体育

Using version API_Version=10.33.01 from December 2024. 1. decoder.py uses " self.wrapper.error(reqId, errorTime, errorCode, errorString, advancedOrderRejectJson)" Instead, it does not use the argument ""advancedOrderRejectJson": 2. client.py in 238 lines ""self.wrapper.error(reqId, currentTimeMillis(), NOT_CONNECTED.code(), NOT_CONNECTED.msg())"" 3. connection.py in 2 lines does not use "" advancedOrderRejectJson""" This topic is confusing and several problems emerge in error scenarios.

for example i want create one client, and request two or more contract history data, this is wrong way? ``` app = Client() app.connect('127.0.0.1', 7497, 0) threading.Thread(target=app.run).start() time.sleep(1) for row in ['AAPL','GOOG']: app.reqHistoricalData(....) app.disconnect() ``` the app can not disconnect so i write like this: ``` for row in ['AAPL','GOOG']: app = Client() app.connect('127.0.0.1', 7497, 0) threading.Thread(target=app.run).start() app.reqHistoricalData(args) ``` then i disconnect on historicalDataEnd function, then it is work fine. so my question is, one client only can do one thing?

Trying to subscribe to live Bid / Ask prices for ES futures using "reqMktData". var contract = new Contract { Symbol = "ES", Exchange = "CME", ConId = 495512563, LastTradeDateOrContractMonth = "20251219" }; _client.TickPrice += o => Console.WriteLine(JsonSerializer.Serialize(o)); _client.ClientSocket.reqMktData(id, contract, string.Empty, false, false, null); As a result, I receive one round of messages below, and then notifications stop. {"Attribs":{"CanAutoExecute":true,"PastLimit":true,"PreOpen":false,"Unreported":false,"BidPastLow":false,"AskPastHigh":false},"Value":5801,"Data":5801,"RequestId":3,"Field":1} {"Attribs":null,"Value":1,"Data":1,"RequestId":3,"Field":0} {"Attribs":{"CanAutoExecute":true,"PastLimit":false,"PreOpen":false,"Unreported":false,"BidPastLow":false,"AskPastHigh":false},"Value":6300,"Data":6300,"RequestId":3,"Field":2} {"Attribs":null,"Value":1,"Data":1,"RequestId":3,"Field":3} {"Attribs":null,"Value":1,"Data":1,"RequestId":3,"Field":0} {"Attribs":null,"Value":1,"Data":1,"RequestId":3,"Field":3} {"Attribs":null,"Value":0,"Data":0,"RequestId":3,"Field":5} {"Attribs":{"CanAutoExecute":false,"PastLimit":false,"PreOpen":false,"Unreported":false,"BidPastLow":false,"AskPastHigh":false},"Value":6274,"Data":6274,"RequestId":3,"Field":9} {"Attribs":{"CanAutoExecute":false,"PastLimit":false,"PreOpen":false,"Unreported":false,"BidPastLow":false,"AskPastHigh":false},"Value":6050.5,"Data":6050.5,"RequestId":3,"Field":14} Are there any settings, like "Return only snapshots instead of continuous subscriptions"? Why notifications stop after receiving only one quote?

Hi All, one question on the orderId and the necessity of nextValidId function. From the documentation (https://www.interactivebrokers.com/campus/ibkr-api-page/twsapi-doc/#receive-news-articles) it is stated that “if there are multiple client applications connected to one account, it is necessary to use an order ID with new orders which is greater than all previous order IDs returned to the client application in openOrder or orderStatus callbacks ”. so I expect that the nextValidId function is needed in case of multiple clients for one account. However i have created a program in python that handles orderIds internally without relying on the nextvalidid function. By launching multiple instances of it (each with different client id) I see no problems in handling orders (each client autonomously updating its orderId). What am I missing? Is nextValidId really needed? thanks, Marco

I have a Java program using TWS API to get market data and place orders. After it made a trade, it gets "ExecDetails" and "CommissionReport" callbacks. But after I restarted the Java program and called "clientSocket.reqExecutions(reqId, new ExecutionFilter());", it only gets "ExecDetailsEnd" message without any executions that were done before the restart. I tried to set the "clientID" and "time" field to start of the today in the ExecutionFilter object but no use. Do I miss anything in the TWS setting? Could anyone shed some light?

When I try to place an order on NQ futures, I have defined the contract the following way, but i get the following error: Error: 32 200 No security definition has been found for the request contract = Contract() contract.symbol = 'NQ' contract.secType = 'FUT' contract.exchange = 'CME' contract.currency = 'USD' contract.lastTradeDateOrContractMonth = "202412"

Would anyone have a template for the following order: Entry that triggers OCO for Take Profit and Stop Loss? Regards, Javed

I see the same. It looks like you only get VOLUME or BARCOUNT if you ask for TRADES. That doesn’t seem unreasonable to me. Richard

Hello, all, I am available for API dev work if anyone needs an extra hand

Hi everyone, I’m working on a project that requires pulling historical data on hundreds of stocks using the Interactive Brokers TWS API. The data includes daily OHLC (Open, High, Low, Close) values and trading volume. My current method involves sequential API calls in a loop, which is slow and not efficient for a large dataset. Here’s my current setup: Sending requests for individual stocks sequentially using the TWS API. Saving the returned data locally after each request for further analysis. I’d like to optimize this process to handle large batches of stocks more efficiently.I’m interested in advice on: Batch Requests: Does the TWS API support batch requests, and if so, how can I implement them? API Limitations: Are there known rate limits or best practices with the TWS API to avoid throttling or data loss? Caching Strategies: Are there effective ways to cache or save data to avoid redundant requests during retries or updates? If anyone has experience optimizing the Interactive Brokers API or similar APIs for high-volume data retrieval, I’d appreciate your insights. Also, if this topic has been covered before, I’d be grateful if you could point me to the relevant discussions in the archives. Thanks in advance!

Not sure if this is the right place to ask the question, but since I can't find anywhere else looking for help for those kinds of questions, I suppose I might just post it here or someone could probably redirect me to the right place. So I'm basically running the IB Gateway(the linux stable version) on a linux virtual machine, and sometimes the application just freezes, and when I try to click anything, it doesn't respond, and the api client connected to the gateway receiving data feeds also can't receive any data. when I try to connect new client, it also fails, I have to manually kill the process and restart the application. So looks like an issue related to the IB Gateway itself? Checking the api log doesn't give any useful information, just some normal messages. I'm wondering if anyone experience the same issue before or any bug report related to this kind of scenario? Any suggestions what I can do?

Hi, there are several Market Data column types available in TWS for which I don't see corresponding generic tick types. Are the tick types supported by the API only a subset of the TWS types? The data points I am trying to request are Market Cap and 1 Wk Change. Thanks.

I am trying to subscribe to the following last trade information from the API. - last price - last size - last timestamp - last quotation side I have only managed to receive the first 3 information from the callbacks as shown in logs: Tick Price. Ticker Id: 1013, Field: 68, Price: 42.35, CanAutoExecute: 0, PastLimit: 0, PreOpen: 0 // Delayed last Tick Size. Ticker Id: 1013, Field: 71, Size: 500 // Delayed last size Tick String. Ticker Id: 1013, Type: 88, Value: 1734076776 // Delayed last timestamp Is there any way of subscribing to the quotation side of last trade from the API?

Attached are the logs from my subscription to real-time and historical bar data yesterday. As you can see, there are discrepancies between the 'high' and 'Wap' values in the two datasets. I'm wondering if anyone can explain why this might be occurring. Any insights would be helpful. RealTimeBars: JD,Time:1733404940,Open:36.28,High:36.28,Low:36.28,Close:36.28,Volume:500000000000,Wap:36280000000,Count:1 HistoricalBars: JD,BarData(date=datetime.datetime(2024, 12, 5, 8, 22, 20, tzinfo=backports.zoneinfo.ZoneInfo(key='US/Eastern')), open=36.28, high=36.29, low=36.28, close=36.28, volume=500.0, average=36.282, barCount=1) Thanks xb

Hi all In the groups experience what is the earliest time , eastern standard time, when it's reasonable to say that IB have printed ( immutable) the close for all symbols that will be the number of record in perpetuity. So market close at 16:00 but there's going to be a period where the numbers are still being populated. I'm certain that someone has figured out what that "indeterminate" period is to a margin of safety. I asked IB sometime back but the support desk has never responded, I asked 3 time. thank you for any help OR thoughts. cp

Hello, I need to run several strategies in one account. How do I best keep them apart, unknowing of each other? I can tag orders using the orderRef field, but as of now, all I can think of is to keep a local database with all information (and maybe reconcile it with IB now and then). How else can I know which position belongs to which strategy? Do you have any best practices, or tips, to share? Thanks, Peter

isn't this exactly what useRTH=False supposed to mean?