short stock buy-in
3
Hello: what happened today, a part my short stock position went missing, as if I bought it shortly before the open. There was no notification of any kind other than a bulletin later during the day. In this case the price is unknown before the close, when it's calculated based on VWAP. I was lucky today in that the VWA price moved in my direction, but otherwise I could be underwater. Never happened to me before, so I wonder if there's any API mechanism to be made aware of such close-out happening? Right now I have no idea how to account for this abrupt position change at an unknown price other than cease trading for the day.
Розпочато
bespalex
@
·
Останніх
@
|
Include request ID in every request
Some API calls, like "reqAllOpenOrders" don't have any parameters. .NET implementation. public void reqAllOpenOrders() { var VERSION = 1; if (!CheckConnection()) return; var paramsList = new BinaryWriter(new MemoryStream()); var lengthPos = prepareBuffer(paramsList); paramsList.AddParameter(OutgoingMessages.RequestAllOpenOrders); paramsList.AddParameter(VERSION); CloseAndSend(paramsList, lengthPos, EClientErrors.FAIL_SEND_OORDER); } Some API calls, e.g. "reqAccountSummary", have parameter "reqId". public void reqAccountSummary(int reqId, string group, string tags) { var VERSION = 1; if (!CheckConnection()) return; if (!CheckServerVersion(reqId, MinServerVer.ACCT_SUMMARY, " It does not support account summary requests.")) return; var paramsList = new BinaryWriter(new MemoryStream()); var lengthPos = prepareBuffer(paramsList); try { paramsList.AddParameter(OutgoingMessages.RequestAccountSummary); paramsList.AddParameter(VERSION); paramsList.AddParameter(reqId); paramsList.AddParameter(group); paramsList.AddParameter(tags); } catch (EClientException e) { wrapper.error(reqId, e.Err.Code, e.Err.Message + e.Text, ""); return; } CloseAndSend(reqId, paramsList, lengthPos, EClientErrors.FAIL_SEND_REQACCOUNTDATA); } This socket writer uses "paramList" to add parameters to the request. If I want to include parameter "reqId" in those requests that currently don't have it, will socket parse "extended" message correctly and will it include this request ID in the response?
Розпочато
Andy Sanders
@
|
TradingHours and LiquidHours empty for secType='BOND'
4
If I run the same code for a STK('AAPL') and a BOND('530715AD3') when I print the contract details I get the hours for both for the STK and both are empty for the BOND. Yet I check that bond in TWS and it shows 20:00 - 17:00 for the hours. Any suggestions? Mel
Розпочато
Mel
@
·
Останніх
@
|
How to get IV data for option chains?
6
I'm able to get the IV of every option by requesting market data and looking at the "Option Implied Volatility" tick from tickGeneric. The issue is that I can't request market data for the entire option chain (or can I?). So, how do I get the IV of the entire chain? This the value the I'm trying to get (the one on the right) Thank you!
Розпочато
uselessblack@...
@
·
Останніх
@
|
Receiving Point & Figure data?
Is it possible to receive Point & Figure historical data via the TWS API? I imagine that I could generate the Point & Figure Xs and Os from the regular historical data, but I would rather just receive the data ready-made. Thanks.
Розпочато
Ray Goudie
@
|
Login Failed after clicking "Re-login" on "Re-login is required" dialogue
15
I have been running TWS in paper mode, and I am getting encountered with "Re-login is required" dialogue daily (Screenshot attached below). I am guessing this happens around IB daily reset time as I saw a few people mentioning this in other topics in this same group. Anyway, once I click on "Re-login" on this dialogue, it throws me a "Login Failed" dialogue, mentioning passwords are case sensitive and some other details. I am attaching screenshot of that dialogue below too. Can someone please explain me these things that: Why in the first place is that re-login is required dialogue thrown? What's the point of enabling auto-restart functionality then when everyday at IB server reset time relogin is required due to connection losses. Why login is failing on clicking re-login? What password is it talking about as I am just clicking re-login, not providing any password at all as it isn't asking for. How does authentication work during re-login? Does it read a token or something from some file etc? Any help would be great. Thanks!
Розпочато
mubbashirali35@...
@
·
Останніх
@
|
anything to wait and confirm the order is done (python)?
2
i have been using ib_insync for long time and now switch to use the official ib api. can anyone tell the usual practice for waiting the order to fill and receive a "done" call back ? in ib_insync, there is something like below while not trade.isDone(): ib.waitOnUpdate() this loop can wait for the trade until it is finished. in ib api doc, there is "filled" parameter in orderstatus, what come up with my mind is to continuously update this parameter until a filled indication. but any good and efficient way to do so?
Розпочато
alan chau
@
·
Останніх
@
|
Possible race condition with tickByTickBidAsk(...) Callback
11
Hello all, i noticed some malfunction in my code that is simply not explainable regarding the tickByTickBidAsk(...)-Callback function. In my code i have a candle / bar that is constructed with the bid / ask price. It is ONE OBJECT that is changed by MAYBE ( ? ) two tickByTickBidAsk(...) executions at the same time. Could the following be the case: Is it possible that one execution is somewhere in the middle and the other one starts to execute the callback ? If this is possible, what would be an appropriate strategy using mutexes or something like that ? Do i have to lock all callbacks in that case ? regards, Simon
Розпочато
simon.meier1987@...
@
·
Останніх
@
|
Historical data on AVGO
3
Hello everybody, I'm looking for AVGO historical data from 2010. I'm able to recover from 2016. Before the ticket was BRCM but if I try to recover the historcal data for BRCM I obtain error "200 Nessuna descrizione di titoli trrovata per la richiesta" (translated "200 No stock descriptions found for the request"). Is there a a way to recover this data? I'm using IB4m library from matlab this way: ... contract = com.ib.client.Contract(); contract.exchange('SMART'); contract.primaryExch('ISLAND'); contract.currency('USD'); contract.secType('STK'); contract.symbol('BRCM'); id=1000000; ... session.eClientSocket.reqHistoricalData(id,contract,ibkrData.endDateTime, ibkrData.durationString,ibkrData.barSizeSetting,'TRADES',1,1,false,[]); ... Thank you in advace
Розпочато
paolo.menghi@...
@
·
Останніх
@
|
difference between reqPnLSingle and reqPnL (python API)
2
based on my understanding in the official doc, reqPnLSingle can only accept individual account number as below app.reqPnLSingle(12,"Uxxxxxxxx","",8314) however, i got no response from python API. anyone know why? for reqPnL, it accept both individual account number and "All" aggregating all accounts as below app.reqPnL(12, "All", "") i can successfully execute this and returned the pnl number to me.
Розпочато
alan chau
@
·
Останніх
@
|
C++ TWS API reqContractDetails() & reqSecDefOptParams()
2
Hi, Why are these two tasks so slow? I am trying to create an interactive application where a user can just give a ticker, and basic settings like maximum days to expiration, ITM/OTM, and set a minimum dollar value purchase to alert on when a large purchase is observed on any of the calls or puts for the ticker. (I intend to put this in a production algorithm, but just testing right now to see if I can do this fast) The problem seems to be that when I read in the option chain with reqSecDefOptParams() for the ticker, even when drilling down on current selected settings to reduce the number of contracts to stream at once, they come with contract.conId = 0. I have to then reqContractDetails() again to get conId and its painfully slow. Am I missing something with reqSecDefOptParams()? Should they come with conId's filled out? Has anyone else observed this? Thanks
Розпочато
Brendan Lydon
@
·
Останніх
@
|
How to use CompleteableFuture in Java for TWS Callbacks?
2
Hi All, Does anyone in the group have some insight as to how to use CompleteableFuture to account for instances where TWS does not send server callback? For example, if I use reqHistoricalData for a bar that does not exist--e.g. there were no trades on Black Friday for a thinly traded stock--TWS never returns a Bar object. How would one use Completeable Future (or other) for the program to recognize that TWS never sent a callback? Thank you,
Розпочато
craigsmist@...
@
·
Останніх
@
|
what is the usual practice for a new order id?
2
from IB official doc https://interactivebrokers.github.io/tws-api/order_submission.html 1 def nextValidId(self, orderId: int): 2 super().nextValidId(orderId) 3 4 logging.debug("setting nextValidOrderId: %d", orderId) 5 self.nextValidOrderId = orderId 6 print("NextValidId:", orderId) it said that when we call app.reqIds(-1), the next order id will be given to app.nextValidOrderId so we can use app.nextValidOrderId to place the next order. but i found that i need to wait a second like time.sleep(1) after running app.reqIds(-1) i guess it needs 1s to wait for the update for app.nextValidOrderId? any good practice to place consecutive order without waiting?
Розпочато
alan chau
@
·
Останніх
@
|
is it possible to find all raw fills in open position?
4
i know that i can get the open position's average filled price in updatePortfolio() function. is it possible to further break down the average price like finding all of the fill records so that i can verify the average price calculated by the system? i know i can get this information in execution detail if i save the price records every time after executing the trade. but it would be convenient if i know this information using one request instead of saving it each time. and as i know, IB use FIFO, so IB will close my earlier position first within a ticker? thanks!
Розпочато
alan chau
@
·
Останніх
@
|
Fetch options greeks for specific contracts
3
Hey! I would just like to create a script using Java that would fetch options greeks for specific hard-coded contracts, and then notify me (probably through a Discord bot) when they reach certain values since they don't provide alerts based on greeks. I started working things out with the TWS API, but I'm trying to figure out a way to have the same functionnality by using a small cloud instance and not having to RDP, login TWS, fire up my code over and over every day. So I stumbled upon the Client Portal API which seems to be exacly what I want : - Web-based gateway - No need to run TWS However, it seems like the only way to get options greeks is with the Market Data snapshot (https://ibkrcampus.com/ibkr-api-page/cpapi-v1/#md-snapshot), and I do recall reading in a couple of places that there is a per-request price for live snapshot data which I would like not to pay. Is there another way around? I feel kind of stuck into between for a high ram VM and using RDP over and over, and paying for snapshot data. I feel like there probably is a pretty good working solution, but I can't seem to find it. P.S. I don't care if my data is 15 minutes delayed, as I don't actually do automated trades based on it! Thanks!
Розпочато
GeekyMechanic
@
·
Останніх
@
|
How to change the logging level
2
I am trying to get more detailed logging to the console. I have done it before and seen details like ``` 4948305328 connState: None -> 0 Connecting to 127.0.0.1:4001 w/ id:1 4948305328 connState: 0 -> 1 ``` I can't seem to get it working now. I have even tried changing the client.py source file like this: ``` logger = logging.getLogger(__name__) logger.setLevel(logging.DEBUG) # << new line ``` and I still can't get it to log more details.
Розпочато
hooded.scruple_0u@...
@
·
Останніх
@
|
Why do I have periods of live TickByTick market data showing no updates? When I check the historical ticks for the same period I find there were updates that I should have received.
6
Hi Team, I have been experiencing an issue with live TickByTick market data from the TWS API in Python. My trading software uses the reqTickByTickData function to request level I BidAsk (book) and AllLast (trades) data for a set of 3 front-month futures contracts, and receives ticks for these requests by implementing the tickByTickBidAsk and tickByTickAllLast methods. While this initially works perfectly, throughout the day I have tracked hundreds of instances of one or more of these requests missing live ticks for a prolonged period of time (10s of seconds or sometimes even minutes). However, when I fetch historical ticks for the same contracts in the same time window as one of these outages (using the reqHistoricalTicks function) and I am provided with plenty of ticks/updates. So why do the live ticks sometimes work and sometimes go missing? During these outages, I can see the top of book prices changing and trades occurring for these instruments live with my TWS GUI. I have checked TWS logs thoroughly and confirmed that no ticks are being logged for the request ID in question during these outages, so I don't believe the problem lies in how my software handles received ticks. I have purchased quote boosters for my account to ensure that the number of Level I TickByTick requests I am making falls below the number of "market depth lines" available to my account, and I cannot see any TWS log lines indicating that I have breached my limit of these requests. The frequency of these outages also seems to depend on the time of day - I detect significantly more of these outages in the afternoons of my trading sessions than the mornings. Has anyone else experienced an issue like this and can point me towards a solution? I have seen the frequency of these live TickByTick outages reduce marginally by changing my "Global Configuration -> General -> Current Region" setting to a closer region, but the issue still persists. Thanks, J
Розпочато
lynchqjack@...
@
·
Останніх
@
|
C# - TWS API - Connection Closed Handling
11
Hey, I'm new to TWS API, but I'm losing my mind, so need some help regarding how to handle, if IB Gateway is closed/restarted while connected to it. I'm using 10.19 TWS API and IB Gateway - but also tried with 10.30 So far I managed to connect successfully: - connect to IB Gateway - get Historical Bars from any ticker from US and using historicalDataEnd I know when its finished(have subscription for it) - scan the market and get data about the contracts - get real time 5 sec bars and build it into any interval bar I want with an aggregator So I think I got the basics down with these, and I get the responses I'd expect. And the errors are coming through as well, like (-1 2104 Market data farm connection is OK:eufarm) for now just writing it out to console. But here starts the confusion of mine about connection lost (I test with manually closing IBGateway or by setting the auto restart), and my application gets no notification about this event at all. I checked the documentation on Old Docs and New Docs both write the same thing: In C# it is caught and sent to IBApi::EWrapper::error with errorCode -1. The client application needs to handle this error message and use it to indicate that an exception has been thrown in the socket connection. Associated functions such as IBApi::EWrapper::connectionClosed and IBApi::EClient::IsConnected functions are not called automatically by the API code but need to be handled at the API client-level According to this, an error should arrive telling me the connection did indeed close, but I do not. And I'm lost. I have an IBClient class that implements EWrapper. And I know its setup correctly since all reqHistoricalData, reqContractDetails, reqScannerSubscription, reqRealTimeBars are working nicely, and other errors are arriving. This is the simple setup for now to start the connection, and how the errors are simply written out to console, I put breakpoints everywhere, and nothing when IBGateway closes. public void error(Exception e) => Console.WriteLine(e); public void error(string str) => Console.WriteLine(str); public void error(int id, int errorCode, string errorMsg, string advancedOrderRejectJson) => Console.WriteLine($"{id} {errorCode} {errorMsg} {advancedOrderRejectJson}"); public IBClient() { ClientSocket = new EClientSocket(this, _signal); ClientSocket.eConnect(host, port, clientId); _reader = new EReader(ClientSocket, _signal); _reader.Start(); new Thread(() => { while (ClientSocket.IsConnected()) { _signal.waitForSignal(); _reader.processMsgs(); } }) { IsBackground = true }.Start(); } Also checked ClientSocket.IsConnected(), and it remains true after closing IBG. And checked connectionClosed it's not called. So my question is, does this error arrive at all? Or there is no real msg to tell me that IBG is closed and therefore the connection is lost. Of so do I need to implement a heartbeat background process to handle this? Thanks, Saph
Розпочато
saphriel94@...
@
·
Останніх
@
|
reqCompletedOrders timeframe
3
Hi, Is there a limit to the orders that can retrieved from reqCompletedOrders? I have previously placed an order in a simulated account. It was a small USD JPY purchase. I can confirm this a couple ways. First, it shows up in the ledger with a call from: reqAccountSummary(9003, "All", "$LEDGER:JPY") Second, reqIds triggers nextValidId with a value of 2. Today, when I call reqCompletedOrders(apiOnly=False) I only get completedOrdersEnd being triggered. Shouldn't I be able to see completedOrder being triggered with data from last week?
Розпочато
hooded.scruple_0u@...
@
·
Останніх
@
|
Sometimes no data delivered by callback
8
Dear Community, i have noticed that some historical Data requests seem to go "unanswered" somehow. I compared the tws log and the api log which are set to full detail. In the tws log there are the requested bars that were requested, but in the api logs they are missing. Does someone have any information about this ? regards Simon
Розпочато
simon.meier1987@...
@
·
Останніх
@
|
1 - 20 з 12815