Recent content by Warren

Yes, there are many economic calendar you can check. But there seems to be many events off the calendar. Like revision of job market data, which can catch you off guard. How to deal with those ?

Attached is what is happening at 2024.09.04. I checked the top economic events in the US, nothing important whether data release or what is coming at sep 04. So I was thrown out by this large minute bar. And my questions is how to get the news for major events, so that I can avoid those...

You are right ! another spike

So, this morning(2024-05-14 07:30:00). There is a big spike on MES. Almost 30 points in range. I checked the news, without finding any big events happening. Any clue, why is this?

Yes, I know this trick as it appears in the example codes. The problem now is, your_function() defined this way, can not take extra variables such as historic data.

Hi, As I am using ibapi in Python to retrieve minute data, I need some mechanism to trigger the data processing function when a new minute bar matured. While ib_insync offers this function by the eventkit( onBarUpdate += some_function), it does not seem to incorporate extra variables, for...

Well, as for your need, I guess you may try the backtrader library, which has a more comprehensive functionality than backtesting.py.

Some recent experience to share(1): Tossing around with IB's native package ibapi and the third party package ib_insync these days. Like people said, IB's native api has a very steep learning curve. While I am still determined to use ibapi from the beginning. The consideration is mainly about...

And at this moment, this is becoming even more ridiculous: Ticker(contract=ContFuture(conId=497954518, symbol='MES', lastTradeDateOrContractMonth='20220916', multiplier='5', exchange='GLOBEX', currency='USD', localSymbol='MESU2', tradingClass='MES'), time=datetime.datetime(2022, 8, 24, 15, 37...

So, when the bar updates, for example 1 minute, IB cleansed ticks that look ridiculous? And if I use a third party data source, could there be a problem that the order price I send to IB does not match with IB's current price? I am not sure, whether IB will send all orders to the exchange, or...

As I am trying to retrieve tick data from IB through python API. I encountered a 'definition' problem. As far as I know, IB does not offer real tick by tick data, but a 250ms snap-shot(for US stock and futures etc.). So, the 'tick' price is a mini bar having its own open, high, low, close...