Automated sorting

Discussion in 'Automated Trading' started by sectrader, Sep 28, 2006.

  1. 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".
  2. fader


    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.