Interactive Brokers API - Market Scanners

[daveyjones 11]

I receive the following output when calling reqScannerSubscription:

Market data farm connection is OK:ibdemo
HMDS data farm connection is OK:demohmds
Historical Market Data Service query message:no items retrieved

 

It seems the connection is fine, but no items are retrieved. If I perform a scan for the same criteria in the TWS graphical interface, I do get results. Any ideas?

 

Here's my code:

EClientSocket client = new EClientSocket(this);
client.eConnect("", 7496, 0);
ScannerSubscription filter = new ScannerSubscription();
filter.numberOfRows(10);
filter.instrument("STK");
filter.locationCode("STK.US");
filter.scanCode("MOST_ACTIVE");
client.reqScannerSubscription(13, filter);

[TrueBalance 10]

Although many people that use IB and the API visit this forum, you might be better off using the Interactive Brokers API Forum for detailed questions like that.

 

Best wishes,

TB

[daveyjones 11]

Thanks for that link. I was aware that IB had a forum, but I assumed it's content would be included in my Google search. They must not allow caching of their forum. Anyways, I'm not actually an IB member yet (I don't have the $10,000 minimum balance), so I couldn't actually post my question, but I did search through the forum and I finally found the solution.

 

It's actually a bug (which hasn't been fixed for several years). For some reason, the value for averageOptionVolumeAbove automatically gets set to Integer.MAX_VALUE. This needs to be set to 0 (or some other reasonable value) in order for the scanner to work. I adjusted my code accordingly and it worked just fine. Here is the working code:

 

EClientSocket client = new EClientSocket(this);
client.eConnect("", 7496, 0);
ScannerSubscription filter = new ScannerSubscription();
filter.numberOfRows(10);
filter.instrument("STK");
filter.locationCode("STK.US");
filter.scanCode("MOST_ACTIVE");
filter.averageOptionVolumeAbove(0);
client.reqScannerSubscription(0, filter);