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Yes, you can submit orders at once or in batches. For tracking you need to periodically check again which orders are filled. If api supports web sockets then you well be informed of the fill automatically.

Seems IB supports MOO/ MOC. If TWS is running should be easy to automate with python.

Pandas is the library for holding tabular data in “dataframes” and can do all sorts of manipulation and analysis with that data. For e.g date, time, open, close, high, low will be a data frame object.

"I ended up spawning a separate thread to submit reqMktData() requests to the cycling message loop." The correct way to do it is to spawn a separate thread to run app.run(). This thread will KEEP LISTENING( send and receive TWS messages through the port). So asking main thread to do it will...

My opinion is to use Python, with the libraries Pandas(panel data), SciPY(scientific python), talib(technical analysis library). Pandas is confusing to learn at first. But once you get to know its quirks the above combination gives ultimate flexibility in what you expect. I also have used...

Thanks HobbyTrading. Yes, the Yahoo data and NSE exchange website data matches( I checked) but IB data is totally different. I was checking for other stocks and found something interesting. There is a period of time where IB data and yahoo data matches (from 2011 Sep 26 to 2012 Oct 31). And it...

Thanks danielc1. But the two curves are an order different (x axis 1x10^8) and doesn't show any correlation between the peeks, troughs and looks like as if it is two different data sets with no relations to each other. Below adding a magnified view. (orange = Yahoo, blue = IB)

Hi all, Noob question here. I am doing some data validation with IB data. While the 'Close' data is matching with Yahoo data (first picture, overlaps, orange=yahoo, blue = IB) ,the volume data is totally different ( orange = yahoo, blue = IB). They are both the same time period and same stock...