Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Historical Time & Sales #142

Open
dalefin opened this issue Nov 19, 2021 · 3 comments
Open

Historical Time & Sales #142

dalefin opened this issue Nov 19, 2021 · 3 comments

Comments

@dalefin
Copy link

dalefin commented Nov 19, 2021

Hi all!

Unfortunately I have problems requesting historical ticks (historical bar data is okay).
buf is always empty.

javaaddpath(fullfile(pwd,'Jar','TWS973.jar'))
session = TWS.Session.getInstance();
[buf,lh] = TWS.initBufferForEvent(TWS.Events.HISTORICALDATA);
session.eClientSocket.eConnect('127.0.0.1',7496,0);
contract = com.tws.ContractFactory.GenericStockContract('LGVN');
contract.secType("STK");

session.eClientSocket.reqHistoricalTicks(1000001,contract,'20211118 15:31:00',[],100,'MIDPOINT',1,true,[]); pause(1);
buf

What am I doing wrong? Please help :(

Thanks for all you're doing!
Daniel

@dalefin
Copy link
Author

dalefin commented Mar 22, 2022

Hi,

Any update please? I would really appreciate any help.

Daniel

@Despair2000
Copy link

I think reqHistoricalTicks is not yet implemented in IB4m.

To quote @softwarespartan :
"Note that nonzero numberOfTicks is not currently supported in IB4m. That is, historicalTicksLast, historicalTicksBidAsk, or historicalTicks callbacks have not been implemented."

You'd have to ask @softwarespartan to expose these events.

@dalefin
Copy link
Author

dalefin commented Mar 22, 2022

Thanks for your response!

I see. I'm using IB4m in my daily routine so that would be truly amazing!
tbh I would even pay for it :D @softwarespartan

Daniel

Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

No branches or pull requests

2 participants