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sir dinkus edited this page Jan 11, 2023 · 5 revisions

TWS Tips and Tricks

faster options chart loading (works sometimes but seems to depend on the weather...):

under chart parameters -> chart parameters:

  • set Time Period to 1min (doesn't always seem to have a noticeable improvement)
  • set What to show to Midpoint under Additional Data and Features
  • uncheck Bid/Ask
  • check Trades

TWS or Gateway Scanner filters/columns (through API access):

price movement real time:

  • trades/min
  • STvol 3 (short term volume 3min), STvol 5 (short term volume 5min)
  • volume/min

liquidity:

  • $volume
  • volume
  • trades
  • option volume

size:

  • market cap
  • shares outstanding

Additional Tools/Libraries for Interacting with IBKR:

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