Does the following software exist?

Discussion in 'Trading Software' started by nitro, Sep 22, 2007.

  1. nitro



    I am looking for a software tool that would do the following:

    1) Download Interactive Broker statements and give PnL per asset class, and within each asset class, what is the PnL for that symbol. To be clear, I want seperate total PnL for options, equities, futures, etc, and within equities, I want to know what my PnL is for GE, or IBM, etc. Within futures, I want to know what my PnL is for NQ ES YM YG etc...

    2) I want to know what the intraday PnL is if the position is closed intraday as per the brokerage statement, and if it is not closed intraday what the PnL is if it were closed at the COD. I also want to know what the overnight PnL is had I held it, compared to closing out the position EOD, and opening it again the next day at the open.

    3) I want to know what the MFE and MAE are for each symbol intraday.

    4) I want to know what the PnL is for each symbol per day, i.e., On Mondays IBM made $10000, Tuesdays IBM lost $5000, etc.

    Notice that for some of this analysis, the tool would get the entry from the broker statement, download historical intraday data for that day and keep track of the PnL as the market moves, etc.

    Does such a software tool exist that I can buy?

    The best tool would read the statement and download historical intraday data from IB into SQL Server or MySQL, etc, and then give you SQL scripts to run this sort of analysis.


  2. nitro


    I guess not. Ok I am going to write it myself.

    How about a parser of IB web generated statements. Does that exist as an API or library, and can I buy it? Or is it open source? I really don't want to write that code.

    I wish IB gave an API for the statements too.

  3. Google "chip counter".