Recent content by ibapilessons

  1. ibapilessons

    Fully automated futures trading

    Thank you!
  2. ibapilessons

    Data Scraping Barchart.com

    EOD data you can download it from a demo interactive brokers account I think. reqhistoricaldata()
  3. ibapilessons

    Fully automated futures trading

    Hi globalarbtrader, I saw that you trade FEEDCOW (these are the futures). Could you please tell me any other stock instrument to get exposure to the Cattle on Feed?. There is an ETF called COW, but it does not have the adequate liquidity, the bid-ask is huge. Thanks!
  4. ibapilessons

    Where to find American calculations for Black-Scholes

    Hi, Interactive Brokers has a function to receive greeks, volatility... calculateOptionPrice() https://www.interactivebrokers.com/en/software/api/api.htm
  5. ibapilessons

    Data Scraping Barchart.com

    The best for this is Nadaq... I think. But, yes I think is better if you pay for it. Interactive Brokers data is not so expensive. You can use this method: Reqmktdata method: https://www.interactivebrokers.com/en/software/api/apiguide/java/reqmktdata.htm
  6. ibapilessons

    WTH is with these End of Day Spikes

    The bid-ask spread is large so any new order after the close may move a lot the price...
  7. ibapilessons

    Where can I get options data delayed on spx djia?

    Check this thing, reqhistoricaldata: https://www.interactivebrokers.com/en/software/api/apiguide/java/reqhistoricaldata.htm IAL
  8. ibapilessons

    Where can I get options data delayed on spx djia?

    Interactive Brokers API. I think you can receive delayed data with a demo account. You may save it in a text file or in a database. IAL
  9. ibapilessons

    IB Backtesting for newbie.

    I agree with GAT. It is faster.
  10. ibapilessons

    Fully automated futures trading

    Hi GAT, You have such a great product. I have a question: do you use in your software something else apart from python and C++? I mean, for example HTML, XML...?
  11. ibapilessons

    IB Backtesting for newbie.

    From my understanding I cannot upload my own data into TWS and run my code right? If so can someone direct me to links to do so? - Ib does not give you back testing software. You may use R, Python, quantopian, metatrader or any other software. Interactive brokers traders use two connections to...
  12. ibapilessons

    How to Short with a LIMIT Order in IB

    Sorry I thought you wanted to use some automated strategy. If you are a client of IB you should be able to call them... they will give you all the information you need.
  13. ibapilessons

    How to Short with a LIMIT Order in IB

    "short a stock with IB?" Yes you may be able to do that! That is an if and a limit order. You should create a contract and place the order. You need to specify: - "SELL" and 100 shares in the new order parameters. I have a video that may help you: You just change "BUY"...
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