Automatic Order Entry API for IB

Discussion in 'Automated Trading' started by PeterCabus, Nov 15, 2001.

  1. rickty

    rickty

    lxo7,

    It appears that the macros have not been assigned to the toolbar
    buttons. Follow the procedure given in the IB documentation.
    Basically use the "Assign Macro" function.

    Also, your entered tickers (and everything else, like STK and BEST)need to be in upper case for TWS to accept it.

    I hope this helps. Let me know how you go.

    Richard
     
    #41     Dec 10, 2001
  2. def

    def Sponsor


    1) Will IB allow the same number of quotes in excel as in the current TWS (40 tickers times 24 or 25 pages).


    a system will be implemented to allow some users to get more than 40 tickers (I assume this will be based on volume and would be a compromise against overloading the network).

    2) will IB do something to allow more than one TWS per person to link to excel (people with multiple accounts)?


    Yes (wasn't given a a date but assume it will be very soon).

    3) currenlty IB allows us to view the bid/ask/last via DDE. Will they allow us to see the bid/ask size and the bid/ask Exchange at some point?


    In the future, yes - again no time frame given.

    as for other data, I really do not know as IB is not in the quote vending business.
     
    #42     Dec 10, 2001
  3. Def,

    Thanks for your time in getting answers to these questions. One follow-up: can you find out if OCA orders will be supported? This will be very important for me.

    Thanks.

    Damon
     
    #43     Dec 10, 2001
  4. With the API you can just do them (OCA) yourself. I'd prefer that IB simply provides the basics, and let us program whatever else we need ourselves
     
    #44     Dec 11, 2001
  5. I see what you mean. However I'd be more comfortable if the OCA were handled in the back-end IB system rather than rely on my DDE program being up and running.
     
    #45     Dec 11, 2001
  6. docarzt

    docarzt Guest

    OCA-Orders would be great. I would also like to see GTC-Orders.
    But IB is really doing a good job and improving the system a lot and they do this very fast!
     
    #46     Dec 11, 2001
  7. DT-waw

    DT-waw

    Can anybody tell me, is it possible ( if it is, how? ) to write trading conditions ( can I use similar to EL functions like: maxLoss, maxGain, OpenPosProfit, Max/Min price N bar ago, etc. ?) in Excel ( IF-THEN FUNCTIONS ), and if these certain conditions are met, can Excel automatically send orders via TWS?

    Maybe I'm wrong, submitting orders in Excel can be done only by macro's? But to run macro's I must click on Tools/macro/run macro... or hit a short-cut Ctrl+E.
    I want Excel to send orders automatically after specified conditions are met...

    Thanks!

    DT-waw
     
    #47     Dec 14, 2001
  8. docarzt

    docarzt Guest

    DT-waw, you can run macros also without hitting a short-cut. I'm using "Application.OnTime" with this you can run your macro every view seconds.
    There are other options to run macros without hitting short-cuts, for example you can monitor the worksheet and automatically run a macro when it's changed, the function is:
    Private Sub Worksheet_Change(ByVal Target As Range)

    --
    doc
     
    #48     Dec 14, 2001
  9. jwcrim

    jwcrim

    The new Excel DDE link is very welcome. As you have probably heard before there are some extensions and suggested improvements that many would find valuable.

    1. The Link itself:
    The DDE method while great when it's working properly, is not known for its stability or reliability when working with user applications written in languages such as vbasic, JAVA, C++. A more universal and reliable method would be the use of sockets (2 way UDP packet messages). All languages and platforms can easily interface to these messages and they are very simple to construct. For example in vbasic or VBA you use the Winsock Control.

    Using this method you can still offer an Excel spreadsheet similar to the one you now have but using UDP messages in the VBA macro code instead of DDE. Programmers can construct reliable applications on many different platforms and even on separate networked computers.

    2. Expansion of the data:
    We need be able to read the TWS order line at the application prior to Transmit.
    We need to be able to then issue a Transmit command.
    We need to be able to receive the TWS "Position" column for each ticker.
    We need to be able to include the three volume columns in the transmitted ticker.
    We need to be able to receive TWS Account information at the user application

    Thanks again for your constant efforts to improve the service.
     
    #49     Dec 14, 2001
  10. mskl

    mskl

    In regards to your second point. I have contacted IB with many of those suggestions.


    In terms of your first point, I have been attempting to find a programmer to help me write a program via this DDE link.

    One programmer in particular told me that:

    "We are doing a similar project using visual basic rtd server and excel2002 client. This is the recommended approach with excel2002 instead of dde for real time data updates".

    He claimed that DDE is unstable.

    Does his approach make sense?

    Also, If DDE is in fact unstable, why hasn't IB warned us of potential problems?


    any advice would certainly be appreciated as my programming knowledge is nil outside of formula work and recording macros in Excel.


    thanks in advance
     
    #50     Dec 14, 2001