IB visualizing orders in depth of book view or book trader view?

Discussion in 'Automated Trading' started by clearinghouse, May 12, 2011.

  1. Is there some screen or utility within TWS or usable on TWS that will let me visualize where my orders are with respect to the markets and the depth of book? A 3rd party utility for this would be fine, just something that acts as a "master client" and gives me visibility on what the elves and hamsters sending orders are doing.

    Let's say I have some dumb strategy that just shadows the NBBO and is 3 cents below the bid and 3 cents above the offer. I want a screen that shows my orders, 3 cents below and 3 cents above. Kind of like booktrader, but something that shows me where my orders land.

  2. mucci



    if you mean the place of your order in the order book, you should ask the exchange not IB. How should IB know?
  3. rosy2


    u would have to write this yourself. TT shows it
  4. mucci


    Is it what I understood? Could you make a screenshot? :)
  5. That's not what I meant, but the answer to "How should IB know" is that they can match up exchange order ID with the exchange order ID in the book feeds like PITCH and ITCH.

    rosy2's answer is what I thought would be the case. Thanks rosy2.