Interactive Brokers Excel Real Time

Hi martin,

Good job (but I new that already). Any chance you might add a depth of market / L2 sheet one day? I had a crack but it all got too much for my feeble abilities.

Cheers,
Nick.

 

Hi jd conner, you can type in an individual date of expiry to each instrument, see screenshot attached.
Individual data should overwrite default value which is programmed to take automatically the next 03/06/09/12 month.
Regards Martin

 

Hi Nick, one day perhaps I'll give it a try. But it seems to be a lot of work and I doubt if it's worthwhile.

Speaking of Futures, until now not even simple bid/ask information is fully used.

So my dream just now would be to work out bid/ask information to a kind of real time MarketDelta screen.

Any suggestion how to show MarketDelta information within a realtime graph (not beeing a slow bar but a fast line graph)?

Regards
Martin

 

Here a screenshot of a possible real time screen with additional MarketDelta information color coded.

 

Here's thd jpg again

 

Hi Jonny, attached the test version 2,041 with 'your' lines commented out. Probably the error will occur somewhere else now. Feel free to report new jpg's. Regards, Martin

 

Hi Jonny, attached a screenshot of DebuggingVersion 2,041. If you got problems first hit 'Connect' and 'StopConnection' several times, after clicking away the error message.

If the error doesn't disappear, please post a screenshot with the debugging message. Regards Martin

 

Do you mean how best to display it? I personaly like either a simple line of the absolute delta and/or a normalised sample of the same period as the price sample (bar). Check out some of the charts 5pillars post.

Possibly you are talking about how to achieve it technically?

Cheers,
Nick

Cheers
Nick

 

I think about adding historical backfill to my ticker. Downloading historical data from IB is possible for example via ActiveX-VBA-requestHistoricalData-Method - see screenshot attached. But using this method, quickly you get a huge amount of data, possibly too much for Excel. Maybe storing these data in a separate databank is necessary.

So my question: Any suggestions how best storing these data. And perhaps any sample code to program the storing process?

Regards, Martin

 

Hi Nick, I saw some of 5pilliars screenshots, with bars showing MarketDeltaColorLevels.

The problem with MarketDelta to my opinion is that MarketDelta never is going one way only. It's always both some buying at the ask and some selling at the bid. Which direction is stronger, that's important and that even fluctuates in time.

So the MarketDelta Company invented their ColorBlockBars, a nice solution for timeframes of hours and below.

But how to present these information realtime in sub-minute timeframes?

You mention a 'simple line'. Could you upload a sample screenshot showing how your line could look like?

Cheers Martin