Interactive Brokers and API

Discussion in 'Strategy Building' started by Reitberg, Sep 19, 2003.

  1. I have completely mastered using the IB DDE link in Excel spreadsheets. I have come to the realization that DDE links are crappy, and I want to step it up and use the API link through IB.

    Is there any way to implement the IB API feed into excel? What is the best way to get started on this? Thanks
     
  2. I used DDE link before and is using ActiveX to get real time datafeed in my Excel spreadsheet. It's more stable than DDE link. The downside is you don't get tech support from I.B. for ActiveX.
     
  3. How Do I get started in using Active X?

    I do not know anything about Active X. Do you have an example excel spread sheet that you might be willing to forward to me?

    Thanks
     
  4. def

    def Sponsor

    This group might be helpful... http://groups.yahoo.com/group/TWSAPI/
     
  5. jjordan

    jjordan

  6. I went to the group, and nobody helped me after I asked a question.

    So, where can I get started on learning Active X?
     
  7. futbee

    futbee

    Hi,

    I find, it's better to write a Visual Basic programm. You need to implement the ActiveX component from your tws-directory and then \activex. It's the tws.ocx file.
    See this link: http://www.interactivebrokers.com/html/webhelp/webhelp.htm
    and then API/ActiveX for detailed informations.
    These are the steps:
    1. connect (be shure to activate ActiveX in the TWS before connecting, the TWS must be restarted)
    after connecting you must call the "reqMktData"-Method to receive the price
    2. you must next hearing for the "nextValidID"-event to get the first ID you can use to create orders (all next orders are increment with 1)
    3. and now you only hearing for the "tickPrice"-Event to get the last price for displaying in your programm or using for orders.

    I hope it helps
     
  8. rognvald

    rognvald

    I tried recently to join the IB group with a view to learning and was turned down with no reason given - so be it.
     
  9. Bob111

    Bob111

    are you talking about this group?-

    http://groups.yahoo.com/group/TWSAPI/
     
  10. rognvald

    rognvald

    Yes:)
     
    #10     Sep 29, 2003