Search results

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...

So, the 'tick' you get from IB is a 250ms snap shot, that has its open, high, low, close, or a mini bar. If it is not high frequency trading, I guess it is enough for most traders. And the ticker I got through a python API, looks like this: Ticker(contract=ContFuture(conId=497954518...

Well, I guess it is because many traders here are from a programming background. At this moment, I am working on bokeh server to get the IB real time streaming data plotted on a candlestick chart. And I am quiet pragmatic: as long as the code can realize what I need, I do not care how this is...

Anyone Well, I am up to a similar endeavor. While for someone like me who does not have a programming background, it is not that straightforward. And there are a lot to do. It is not only Python, also packages like: numpy, pandas, bokeh, backtesting.py, ib_insync.... Now, I am working on a...

finplot seems to be a great package. pity that it does not work in Jupyter Lab. As this far, all my work are done in jupyter lab. For charting, I copied some code from backtesting.py for auto-scale(JavaScript which I do not know) and use bokeh together to plot a candlestick chart.

That's a lot of information in it. Thank you Steve !

Step 1: I chat with a technical assistant with IB. It is impossible to integrate python code in the back ground of TWS. So, it can only be done on the python side. Let's go for it !

Cool, I am using a Ubuntu version of Linux

yes, you are right. at this moment. I am using the bokeh package for charting purpose. I can plot candle sticks, and indicators on it, or in a separate grid. But, if I need some more functionality, like plotting a trend line on it. I have to dig into JavaScript. I am not from a programming...

The reason I am done with those 'concealed' platform, is that, you are playing with a black box. While for the open source software, like it said, with enough eye balls, the bugs in the code is easier to spot.