I would like market depth for more than 3 tickers simultaneously. At least 5 if not 10. A comm/volume threshold or charge in the same way US bundle is charged for is not unreasonable for (say) more than 10 (but don't want to open the door to being nickled and dimed here- current absence of which is appreciated ) Some of use IB as we use a strategy of looking for setups across markets rather than focussing on 1 or 2 and not having instantly available depth is a handicap - takes several seconds to load.
I'd like to be able to pull the greeks & IV through the API -- realtime and historical. Being able to pull option chains through the API would be nice as well.
Yes, good point! I was looking for that feature myself. I am glad to see that IB added a feature whereby you can reopen a closed trouble ticket for up to a week after it is closed. Sometimes the customer service people give you an answer they think solves your problem and then close your trouble ticket, but you end up needing additional help. Aaron Schindler Schindler Trading
We've always had this. When you are on the Trouble Ticket page, click on Preferences in the top right corner. You can have a notification sent to you via e-mail, TWS or SMS.
Access to Times&Sales via the API would be great as well. Anyone second this ? Because IB's T&S data is one of the best I've seen.
Access to Times&Sales via the API would be great as well. That would be great! Currently, I'm using myTrack for this and it's pretty bad, having to get multiple days of data just to see a few trades at a particular time, and they only support 5 _calendar_ days of data, which really sucks when trying to research something on Monday. I'd also like to suggest adding the indicators that come off the CQS tape, like @ closing NYSE trade O opening quote B basket trade Z late report If I specify a ticker for a specific exchange, I'm guessing that it shows just the quotes and trades for that exchange, which is fine. If I specify a SMART ticker, I'd like to see the exchange identifier which, if you are using CQS/CTA as the source of this data, would have the added benefit of including the regionals (C, M, X, B). I'd also like to be able to bring up T&S from a market data line in TWS, without having to bring up a chart first, and to be able to get more than one minute of data at a time, or at least be able to enter the specific date and time I'm looking for. (BTW, thanks, Steve, for pointing out the email notification for tickets. I missed that
This thread seems to have recently been takenover by the API crowd. There is an ongoing discussion on our own bulletin boards in the TWS API forum, where one of our developers has actually invited clients to suggest API improvements. The thread title is "What new API features do you want?". You may wish to post your API suggestions here.