- ago
Hello,
I have a question as to why the data is not displayed in Quotes Windows for some shares, even though trading is taking place in the TWS?
Is there an explanation for this and a solution?

Best regards Hans


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Cone8
 ( 6.07% )
- ago
#1
After you start Stream, data will be displayed after the first full-lot trade is received.

Also, if you want to see data in the Pre/Post market period, uncheck "Filter Pre/Post Market" at the bottom of the Quotes tool.
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- ago
#2
Trading was opened 20 minutes ago in this screenshot.
The shares not shown have already been fully traded.

I know how Quotes Windows works, so I am not quite sure why the data is not updated.

I have been working with Quotes Windows for some time now. Sometimes it has happened that one share out of 100 does not provide any data, but I have not had as many as this time.
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Cone8
 ( 6.07% )
- ago
#3
You cannot get pre-market data into the Quotes tool with Filter Pre/Post Market checked at the bottom of the Quotes tool (like it is in the image above).

Just uncheck it and wait for a Pre/Post trade.
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- ago
#4
For several months now there have been a few dead symbols in the Quotes Monitor even after several hours; I can see them trading in TWS.
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Cone8
 ( 6.07% )
- ago
#5
You just gave me another hint to the issue you guys are seeing -

IB subscriptions are limited to 100 symbol streams unless you pay for more. The streams include everything you're watching in TWS and subscribe to in WealthLab. When you exceed the limit, you'll see a message in the Log Viewer (and a lack up updates for the symbols that exceeded the limit).

fwiw, I like having TWS running as a backup, but it is a resource hog! The IB Gateway is a good alternative that doesn't eat up your subscriptions.
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- ago
#6
Here is some information in the Log Viewer:

Timestamp Source Message Exception
"14.05.2025 15:01:17:609" "Interactive Brokers" "Initializing first connect to IB..."
"14.05.2025 15:03:02:650" "Interactive Brokers" "Could not identify a contract for AXON"
"14.05.2025 15:03:02:902" "Interactive Brokers" "Could not identify a contract for GDDY"
"14.05.2025 15:03:03:462" "Interactive Brokers" "Could not identify a contract for KVUE"
"14.05.2025 15:03:03:576" "Interactive Brokers" "Could not identify a contract for PLTR"
"14.05.2025 15:03:03:593" "Interactive Brokers" "Could not identify a contract for PODD"
"14.05.2025 15:03:03:855" "Interactive Brokers" "Could not identify a contract for WM"
"14.05.2025 15:04:38:565" "Interactive Brokers" "Interactive Brokers Broker: 15:04:38.56 2108: Die Verbindung zum Marktdatenzentrum ist inaktiv, sollte jedoch auf Anfrage verfügbar sein.cashfarm: N/A"
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Cone8
 ( 6.07% )
- ago
#7
In the case that a ticker can refer to a contract on more than one exchange, you need to create records in IBContracts.txt. By default, records for Nasdaq 100, S&P 500, and miscellaneous indices already exist.
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- ago
#8
QUOTE:
IB subscriptions are limited to 100 symbol

- The issue of non-updating symbols is present even when the # of symbols being requested is, say, 25 or so. Granted there will be more when the # of symbols in QM is > 100 but even with 25 there are a couple. And these are regular symbols in standard format, nothing unusual in their symbology.

Another issue: If a strategy issues a signal to sell at Limit equal to previous Close and the stock gaps down and price never hits the previous Close, occasionally the QM will trigger as if it did (Pre-/Post-market streaming is disabled).
-------------------

I believe the last stable build for IB api was B56 (or thereabouts). After that its been some issue or another. (I'm using the latest build.)
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- ago
#9
I have the symbols from the S&P 500 WealthLab data.

That is why I am surprised that IB does not accept the symbols or cannot identify a contract for the symbol.
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Cone8
 ( 6.07% )
- ago
#10
QUOTE:
The issue of non-updating symbols is present even when the # of symbols being requested is, say, 25 or so.
I'm watching nearly 100 every day, so I've never seen that. Nonetheless, we have at least 4 reasons why that can occur:

1. Filter Pre/Post
2. Max number of tickers has been reached.
3. Could not identify a contract.
4. Full lot trade needs to occur (many minutes can pass before a 100 share lot is traded on stocks over $200).

Note: it's industry standard practice to build charts using only full-lot trades.

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- ago
#11
The only point that comes into question is point 3.

All other points would actually be fulfilled.

I can call up the symbol on TWS, I could even place an order.
They are all symbols from NYSE and Nasdaq.

I don't know how to get a contract now, because I don't use more than 100 symbols.
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Cone8
 ( 6.07% )
- ago
#12
"I can call up the symbol on TWS" - only because you identified the contract there.
To do that in WealthLab for stocks, you need a record in IBContracts.txt, generally speaking.

Follow the instructions in the User Guide > F1 > Extensions > Interactive Brokers.
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- ago
#13
Please give me brief instructions on how to proceed so that I can create a data record IBContracts.txt.
Because it probably won't work with New Dataset.

Thank you
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Cone8
 ( 6.07% )
- ago
#14
1. Hit F1.
2. Navigate to Extensions > Interactive Brokers.
3. See the sections:
a) Identifying Instruments/Contracts, followed by
b) IBContracts.txt Record Format
1
Best Answer
- ago
#15
Thanks for the instruction!
With the exception of “AXON”, they all work.
I have no idea why the one symbol doesn't want to.

Best regards
Hans
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Cone8
 ( 6.07% )
- ago
#16
First search to make sure that another conflicting record for AXON doesn't exist.
Then try this one, which for me was created automatically.

CODE:
AXON=AXON|USD|STK|SMART|ISLAND|AXON|||0|

1
- ago
#17
Good morning,
AXON is now also working.

If a similar problem occurs in the future, I now know what the problem will be.

Regards
Hans
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