interactive brokers API question

Discussion in 'Retail Brokers' started by killATwill, May 12, 2005.

  1. what do you use to get the open price of a security or contract in the excel api spreadsheet?? they have hi, lo, close, but no open :(

    thanks
     
  2. Bob111

    Bob111

    you can try to pick up price of first trade after 9:30:00 for beginning.
     
  3. bob, thank you. do you know how to get price of first trade for the dde api? what sort of cell command should one use? thank you.
     
  4. sorry to bump, but if anyone else knows the answer, i would really appreciate it. thanks
     
  5. Bob111

    Bob111

    i don't know. i guess you have to write some sort of function and pick data from cell,where the last price is.
    if you using API it's pretty easy, but for dde-have no idea.
    there is couple groups on yahoo,related to trading thru ib api and excel. you may ask same question there-
    http://finance.groups.yahoo.com/group/TWSAPI/

    http://groups.yahoo.com/group/xltraders/

    also-take a look into IB bulletin board-
    http://www.interactivebrokers.com/en/general/education/discussionForum.php?ib_entity=llc

    from my own expirience-pick up open price not an easy task and in many cases,price that you pick, will be far away from "official" open price,which will be relased later. if you doing something like backtesting of the system,where entry @ open price is involved-i suggest you to think twise, before you start trade it. talking about nasdaq here.
     
  6. thank you, bob