Excel DDE and IB (2nd)

Discussion in 'Order Execution' started by prisma, Oct 11, 2002.

  1. prisma



    Unfortunately my first threat with the above topic did not address my question. Si I just try it again.

    And here is what I am looking for especially for people who use the Excel sheet (not shit ) with IB:

    I'm using the Excel DDE interface with the InteractiveBrokers TWS.

    When a conditional order is triggered in my Excel sheet it normally takes about 10-15 seconds until the order is sent and displayed in the TWS page and works at the markets. During this time Excel is kind of blocked.

    Does anyone have suggestions on how to accelerate this ?
    I work with Win 2000 Prof., Excel 2000 and TWS 773.

    Again: I am not interested in problems with the IB client.

    Thanks 4 your help !

  2. def

    def Interactive Brokers

    I don't know if Simon ifrom IB is actively monitoring these boards. If you don't get an answere here, you may want to post your question on the IB discussion board on the web site under API's or try the yaho IB API user group.
  3. prisma



    thanks for your suggestions !

    I've already posted my question on the IB discussion board but nobody answered :(

    Does anyone know if the IB helpdesk (in US) knows about these things ?

  4. def

    def Interactive Brokers

    It's the weekend. Someone should get back to you by Monday. Also try the yahoo IB API users group. They are quite helpful. If you don't have the address, PM me and I'll dig it up.
  5. Prisma,

    Sorry i don't have the answer to your question, but i'm a fairly new self-taught VBA programmer and have set up some stuff to do with Excel and TWS.

    My next step in the learning curve is automating orders, would you mind pointing me in the right direction to start learning about this part of the process?

  6. DaveN


    Some great automated code examples can be found in the files area of the TWS API group http://groups.yahoo.com/group/TWSAPI You'll also find some very helpful users on the mail list if you join that forum.
  7. JWS11



    That reference was pretty useful, thanks. :)
  8. SWJ12


    Thanks for the TWSAPI Yahoo Group reference.
  9. nusrat


    have you tried asking the help-desk about this? what did they say?

    If you haven't tried, is there some reason for that?
  10. alanm


    I don't believe there is official support for the APIs from IB, though they have been fairly responsive in the discussion boards on their site, thanks to the efforts of some individuals at IB (thanks!).

    To the original poster: There is nothing inherent in the DDE/Excel interface that should cause orders to take 15 seconds to go live. In my app, from the time I tell it to send the order, it takes about 1-2 seconds to show up in TWS.

    If you've modified the spreadsheet, try rolling back to the original version from IB. Someone in the Yahoo group can probably supply this if you don't have it.

    Keep in mind that this was meant to be a very crude example, and is not at all suitable for production use. In particular, the approach of recalculating the spreadsheet for every change in any cell is not going to work for more than a few lightly-traded symbols. The proper solutions are far more complex. Fortunately, I think you'll find sample code out there in the groups to help you along, but there really is no quick-n-dirty solution other than to dig in and learn it, or to get (i.e. pay) someone else to do what you want.
    #10     Oct 27, 2002