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Saturday, July 21, 2012

Multiple Tickers on IB

I believe I've fixed the problem accessing multiple tickers under my Python IB historical data extractor. Instead of hoping IB will send me the data in the order I sent IB the data, I match the initial tickerId I send IB with the msg.reqId I receive back. All tickers get aligned correctly and if you happen to input an invalid ticker or IB decides not to send you a ticker, it doesn't get matched up to some other ticker's data (you just don't get it in the output file).

I'll post the code shortly...I'd like to get the MySQL part done too.

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