Regarding Quant2IB - Trading IB from Matlab

Discussion in 'Automated Trading' started by pbanerjee, Dec 26, 2010.

  1. I have a two questions about trading IB using Matlab and if there is anyone on these forums who uses Quant2IB that would be really helpful. So far, I haven't used Quant2IB, but thinking to use it

    1. On their product overview page http://www.exchangeapi.com/ProductOverview.htm it states that Quant2IB is updated till API 9.41 (released in Feb 2008), however the current IB API is version: API 9.64 (released in Sep 2010). Further on the FAQ page, Quant2IB write: "In case IB changes its API in a way that requires QUANT2IB software changes, these upgrades will be provided at no charge. " Given, that two years have past between the two versions, does anyone have any idea if the software offered by Quant2Ib is too out of date?


    2. Also, on the order types available by Quant2IB as per their documentation
    http://www.exchangeapi.com/Documentation.htm#14, they only support a handful of the order types while the IB currently offers many more order type: http://www.interactivebrokers.com/en/p.php?f=orderTypes#category

    Is anyone aware if any order type which is not listed in the Quant2IB documentation page can actually be given?

    Thanks.
     
  2. Another question: does Quant2IB run on Windows 64-bit?

    Thanks.
     
  3. sma202

    sma202

    I would suggest packaging your matlab analytics into a java, c++, or .net module and then write your own code to submit an order via one of the languages mentioned. Quant2IB won't offer much flexibility.
     
  4. i wish i could. sadly, when i first learnt coding, it was in an era of fortran, pascal, c and cobol . since, then i have moved on to other things in life and wasn't able to keep pace with newer stuff like java or .net. on weekends, kids occupy my time and on weekdays, management level work requires me to have meetings all throughout the day. i doubt i will ever get the free time to learn these newer stuff. so, these days, i am restricted to really High Level languages, luckily i learnt Matlab during college.