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I don't have the documentation on hand anymore, but when I was examining it I don't recall being able to do the equivalent of what the OP asked through the Lightspeed API either. However, I cannot find any public documentation for the Lightspeed Trader API so I cannot verify this.

I hate to tell you this but it's just another way TWS is halfway great, halfway awful. All the information is there, but it's not exposed in any fashion that would be useful. I've been at this song and dance with TWS countless times now and I hope some day soon there's a viable competitor.

I can get the risk navigator to give me a tabular spreadsheet for an options position and what happens to it if volatility at a certain date goes up/down 15%/30%. Is there any way I can make it put it on the profit/loss graph that appears on the bottom of the risk navigator? For that matter, any...

Okay, holy crap. So I went to work on my project as an external plugin and finally got to the stage where I'm actually integrating with TWS. And this...this is actually the worst API I've ever worked with in any capacity. And I've worked with binutils. I mean, I know that financial software is...

Decompiling a jar is not illegal, lol.

Yes, the choices I knew about beforehand and mentioned in the original post, while trying to discover if there was a better option out there (the answer to which was "no"). As for what else I can do, I can decompile the TWS jar. Already done, but there's a bit too much there for me to filter...

I don't get your post at all... Yes I know all about the API. You'll note in the start of this thread that I mentioned one of the interesting things that one could do with it. In fact, I even linked to the documentation. Furthermore, a daemon is still a separate application. And at some point...

Just to follow up if anyone else is interested in this in the future, I asked Interactive Brokers about it and they said there was no support for creating a plug-in like that. Very disappointing.

I looked into this myself with the interest of making a stock screener someone might actually want to use (essentially just importing second-sampled data into Google BigQuery). I called a few different data vendors for quotes and the price was absolutely prohibitive unless I had buyers or...

I couldn't find within TWS a reasonable way to display changes in price and volatility on options strategies, and while Livevol X was nice it's also an insane amount of money per month, so I'm writing one myself. TWS lets me integrate directly into the colored display groups via...

OTC permissions are a separate entity under IB, make sure you have them checked.

I trialed RealTick when I was starting out. Its API docs are absolute garbage. They had come out with a new version but only had docs for the old version, which was a completely different offering. For a program that's so damn expensive on a per-month basis you'd expect actual working...

Yeah, also my bad. I neglected to remember the bias unit, which could cause the activation to always fire at 1 :-) also if the input is always >> 1, the activation could always fire full.

Well there's your problem. You'd need a linear activation function like the identity to learn, well, the identity function, with a single neuron. Matrix multiplication is a linear transformation. What linear transformation do you think you could apply to the output of the sigmoid function to...

How much data? What's the activation function for the output? What sort of regularization? For that matter, what type of neuron is it in the hidden layer?

What's the size of the hidden layer? What's the size of the input? It's implied as 1 but it's not entirely clear from your post. If hidden layer < input, you can't expect the output to be the same (this is also what's known as an autoencoder). How did you implement the network? Maybe you have a...

You are so naive it is almost painful to read. Have you ever in your life actually written a web scraper before? I have. It's some of the most fragile software you can imagine. Here's an exercise: go write a scraper to pull pricing data off of Amazon.com. This is probably the simplest practical...

ROFL. Traders can be a riot sometimes. The best thing for you to do is get some perspective. You are a futures trader. A pretty successful one, more so than 90% of the people here, but you are still a futures trader. You are not a nurse, teacher, firefighter, engineer, janitor, road crew, waste...

Throw it out. Don't run any trades that would go through the bar.

Wrapper library that is heavily used by third-party programs: https://github.com/krs43/ib-csharp