IB TWA Api question

Discussion in 'Automated Trading' started by moskvich, Oct 23, 2021.

  1. moskvich


    Hey guys,

    is there a way to call TWS api for a snap value of today's session total volume,
    or i need to collect bar data and add them up myself?

  2. You can specify the duration of a bar, e.g. 1 minute, 1 hour, 1 day. If you specify 1 day and ask for today's bar you'll receive the data from market open until the moment you request. This gives you the total value.
    moskvich and sandy_s like this.