Pinged all the TWS servers. Worst case was only 0.5 secs, well short of the lag I'm seeing.
If you're using live streaming I take it you are not seeing this kind of lag?
Noticed that it's not uncommon for the streaming last price to lie outside the corresponding low/high prices of the bar chart. However it lies within the low/high of the next bar.
Have been running some tests using TWS API to get price bars. Tried a few variations including the 5 second realtime bar:
http://interactivebrokers.github.io/tws-api/realtime_bars.html
In all cases there is a 5-6 second lag before the latest bar is available.
Does this have anything to do...
Sorry I meant to write tick type 4, which is the last price. Anyway it came up with the same error with tick type 4.
I got the list of tick types from here:
http://interactivebrokers.github.io/tws-api/tick_types.html
Used the API to request streaming last price market data as follows.
session.eClientSocket.reqMktData(200,contract,'5',false,false,[ ])
Contract is for currency pair:
conid 14433401
symbol AUD
secType CASH
strike 0.0
exchange IDEALPRO
Got the error that the last price is not a...
Want to check whether I understand this correctly.
It appears that as a retail trader residing in Australia, I can't trade on margin:
https://www.interactivebrokers.com.au/de/index.php?f=6438&p=forex
Bottom of page says:
Due to regulatory restrictions, Interactive Brokers does not currently...
Below is the message from IB. I can trade currency futures with no problem. Enquiring further about getting permission.
"IB Australia only supports currency balances in AUD, USD, EUR and GBP, and clients are able convert between these currencies. If you hold cash balances in currencies other...
Have just opened an account with IB and quite disappointingly have come across some limitations. The latest is that IB told me as an Australian resident I cannot trade in any JPY pairs; which is a major currency. According to IB:
"The only currencies you can trade are: AUD, USD, EUR and GBP."...
Hi,
I can't seem to view the bar/line chart on TWS today. Tried various chart settings. Instrument is FB stock. Was able to do it the other day. Is this because it's a weekend and not a trading day? Any other tips?
Thanks.
I use the minimum technology required to do the job. If it can be done on a napkin, use a napkin. Only use technology if gives added value. In saying that I do find programming useful to scale up analysis to bigger chunks of data. Used matlab since I picked up ernie chan's book a few years ago...