IB equity order submission automation project - IBosa

Discussion in 'Automated Trading' started by chs245, Sep 15, 2009.

  1. chs245


    Hi everyone

    For those that have an interest in the TWS API from Interactive Brokers:
    I want to make public the following application that I have been using for the
    last 2 years. The application was developed for me by a rentacoder.com
    programmer, who unfortunately has no time to further support the application.
    I will try to continue the development of the application on the sourceforge.net
    website ( http://sourceforge.net/projects/ibosa/ )


    It was written because the Excel ActiveX interface to the TWS API has the big
    problem of dropping events from the TWS when dealing with many orders
    The simple idea was that Excel would write the stock order details into XML
    files for execution that will be read by a .net application ("IBosa") that can
    handle the TWS API much better.
    Main features:
    -screens folder for XML files ready for execution
    -submits order to IB TWS
    -email alerting depending on keywords in the error messages
    -crash safe
    -GUI for browsing/filtering order execution msgs, error msgs and connectivity
    -creates position table file that can be imported back into Excel

    Please feel free to join/contribute to the project !

  2. chs245



    I have added 2 new features to IBosa (released today):

    1) support for submitting IB Algos via the API. All current IB Algos are supported.
    2) XML orders can now also be accepted via MS MSQ 3.0 (Microsoft Message Queues). The advantage is higher speed by bypassing the filesystem.


  3. chs245


    New version out:


    What's new in Version 3.3 22 November 2010
    1) shows message speed statistics (It takes an average of the number of messages sent over the last second and lists that as the live stat, then it also displays the highest message/sec sent within the last 60 seconds. These durations are adjustable in the MAXDURATION, and AVGDURATION constants on lines 92, and 93 of frmMain.cs)
    2) added an order simulation spreadsheet (OrderSim.xls) to test IBosa under stress conditions

    What's new in 3.2 11 November 2010
    1) massive speed improvement: submitting 50 orders per second is now achievable (equal to the maximum that IB allows on their non-FIX API)

    What's new in 3.0 29 October 2010
    1) Replaced the J# Interactive Brokers library with the native .Net C# library from www.dinosaurtech.com. For the IBosa end user nothing much changed, but the installation is simpler and IBosa now runs on 64bit systems
    2) Spelling change: Order Status "Cancelled" changed to "Canceled"
    3) 64bit compatible

    What's new in 2.1 - October 2010
    1) adds xml field "account" in order to specify the IB account. (Relevant for master account holders that have access to multiple sub-accounts)
  4. Hallo

    I have download zip file but I dont know how to istall it.Could you provide litle description about it.Thanks in advance
  5. chs245


    Unzip the file with a WinZIP. In the extracted folder bin/debug/ you'll find a compiled application Ibosa.exe that you can run (or alternative you can compile it from the source code in the extracted main folder)
    Hope that helps,
  6. hey,
    Ibosa does not connect to the TWS. The Logfile says:
    "DEBUG> [Ib Adapter Thread] Ibosa.IBAdapter.Connect:170 Error Connecting to TWS !"
    Do I have to consider anything special?
  7. chs245



    what's new in 3.6 4/4/12
    1) Added Cancel/Replace order types to handle price update in certain markets where a straight update is not supported by IB (example SGX and SEHK).
    2) Added a configuration variable key="Exch.CancelReplace" value="SGX,SEHK"
    3) Fixed bug related to reconnection handling at start up and when TWS goes down
    4) Improved generic error messages from TWS to include related order symbol

    what's new in 3.5 8/17/11
    1) Added LMTCLO and MKTCLO order types

    what's new in 3.4 12/2/10
    1) Further improved performance