Hello, I've been leaving IB Gateway running overnight on my laptop to backfill some historical data. Every morning I discover that the process has stalled at some point with a message along the lines

Hi, sorry to hijack this group but I haven’t heard back from IB support ☹. I recently moved my trading system to a cloud based Windows server. Each time there is a new run of the gateway (from IBC or

I need to convert an asset price from EUR to USD. My strategy is: 1. Get EUR/USD pair quote from IDEALPRO 2. Multiple the asset price in USD by acquired EUR/USD quote (1.16) The current solution: // G

I bought a conversion spread: 100 stock, 1 put, and shorted 1 call. Let's say that I bought the position for $65. After 1 week I want to close this position, and get back the money I payed for it. How

My application is now able to parse historical and streaming data, and I'm in the process of understanding how to use metadata (e.g. exchange, special conditions, mask, ...) to filter out 'bad' data p

Using Node IB API I have some difficulties getting the multiple option contracts in a single request. When Strike and Right are missing in reqContractDetails, it should return the whole options chain

Well, another day, another headache: I'm building up a local database of option contracts that I am fetching historical tick-level data for. This relies on getting the earliest timestamp from which IB

1. Trying to get Bid / Ask price for multiple options 2. As far as this is not possible, decided to get latest Bid / Ask at least for a single option contract 3. Open TestBed project and modify option

Hi all!  Glad to have come across this group. I am building a platform to ingest messages from the IB API [python], produce them to an Apache Kafka topic, consume and store in a database for charting

Anyone know if there's a way to get the historical stock bar data for all exchanges Except FINRA? Short of doing a separate request for each individual exchange I want and excluding FINRA, which would

Folks, I've been running TWS 943.1b (30 Dec 2013) with C++ API 9.68 for the past 1.5 years, without trouble. My app hasn't changed either. This morning, I get repeated disconnects due to error 509 - e

My apologies if these question have been answered elsewhere, if so maybe someone could point me to a document or web page. I would like information about the application threading model when using th

Guess what. Time for a new question :) The first way to implement an option scanner. 1. get option chain for a single stock using reqContractDetails 2. for each contract request market data snapshot u

I have completed testing of my C# based trading systems running on my local box. I was wondering what server-based solutions people are using? I’ve done a small amount of research on Docker and think

Hi, I'm trying to figure out the cheapest (fastest) way to determine what days a particular option had trade volume on so that I can request tick data for that day. I noticed that options don't have e

Hello all I am trying to get historic options pricing data via the API (in Python but guess thats not critical) and I came across a comment on stackoverflow that stated its not possible to get data fo

I have a managed account that contains about 5 sub-accounts. Previously I created a secondary user for each sub-account and used the user to login to IB gateway so that I can subscribe to account and

I am trying to figure out how I can obtain a comprehensive set of ticks for a weekly ES option. Based on the documentation I can see that the reqHistoricalTicks() method can return a maximum of 1000 t

Hello, I'm using the R IBrokers package to try to pull out some historical options info on a not-yet-expired contract (on SPX). I have been able to successfully pull data for stocks and futures and so

When I look at this page (https://interactivebrokers.github.io/tws-api/tick_data.html) it says that tick level data on options is not available in real time but is available historically. I don't quit