Hello, For example I trade stocks between bid and ask. And I use IB. I can create a list of securities I sort - I don't think there is a software which will create me list of bank stocks for example or other subsets of securirities just by name of subset of asset class. So, I can create list of securities manually. I want somehow to sort my list of securities with highest bid/ask spread. Other parameters to sort - volume, change from yesterday. How can I produce that sorted list in IB? I once tried much simpler task to get quotes in IB Excel using their Excel example file with macros. Did not work. Customer Service told me -"or, well, I guess, it does not work".
it should be a simple macro in excel via ib's dde interface - i don't think there is a way to do it within tws - perhaps you can re-try in excel - post here if you have a question or problem with this. best of luck.