Discussion in 'Automated Trading' started by danjuma, Oct 16, 2011.

  1. danjuma


    Hello all.

    I am currently trying to use IB's TwsActiveX spreadsheet. Two issues I have noticed so far.

    1. The 'Tickers' worksheet seems not to update if one selects another worksheet (i.e. if the 'Tickers' worksheet is not the active sheet). I noticed this because I was referencing the data cells in the 'Tickers' worksheet from another worksheet which I was monitoring, and the data - prices etc was just static in the sheet I was monitoring.

    2. There is no data feed at all in the 'Close' price column in the 'Real Time Bars' worksheet. This I have already mentioned to IB, but it's nearly 2 weeks now and I am still waiting for an answer/resolution from them!

    Anybody else using this spreadsheet experiencing the above issues?

    Many thanks
  2. 1) that's likely because they have embedded the activex control in that worksheet. A better approach is to instantiate the ActiveX object using VBA. Even then you've got to be very careful because a nasty bug in Office VBA causes ActiveX object references to "dereference" from time-to-time. You got to add code to remember the original handle to the object so you can restore it when it goes "null". Otherwise, you've got to instantiate a new TWS activex object, log back in and start all over again. Quite a pain.

    2) that's likely a very minor coding problem whereby they did not map or reference the callback structure correctly for the reqRealTimeBars calls.

    2 weeks, eh ?
    Let us know when you get a response !
  3. danjuma


    Thanks for your reply syswizard. Though, haven't got a clue what you are saying. :) My VBA/Excel skills are still pretty basic.

    With regards to my email to IB, now more than 2 weeks, and have sent 3 follow-up emails so far, still no reply. Unbelievable!
  4. Well, I'm not the VBA work done by IB for both the DDE and ActiveX workbooks was very poor. As a result, they probably cannot support what was already coded......

    I am actually considering creating one to resale to traders who want a low-cost and reliable alternative.

    Are you using Excel 2003, 2007 or 2010 ?
  5. Bob111


  6. danjuma


    I am using 2007. Thanks
  7. danjuma


    Thanks Bob111. I already know about this group and have already posted same issue on the group, but have not got any useful response. My experience with the above group, at least from the few questions I have posted so far, is that of not much response or assistance from anybody, unfortunately. Cheers
  8. Ahh good. I have finally seen a mate on the same boat.

    1) Yes Dan I have face the same problem. I am on Excel VBA a separate spreadsheet, and needed real time ticks, so instead of activeX I use twsdde.xls

    If like someone suggested is truu that if I stayed on this workbook and data flows nicely, I might consider porting my worksheet, over to twsactivex.xls.

    2) Forget it I would say. Assuming you run algo stuff, its kinda of hard to get help from them. In my algo, I am assuming opening price = closing price , so hmm I leave it to you to figure out.
  9. Guys - when I complete my current project, I'll rewrite the ActiveX implementation so that it is technically sound. Definitely the check for sound realtime data would be current open = prior close. That SHOULD be the case for reqRealTimeBars....BUT as with everything with this API, no guarantees !
  10. danjuma


    savagemp5 wrote

    ...I am assuming opening price = closing price ,...

    syswizard wrote

    ...would be current open = prior close...

    Somehow, this does not sound right to me. What of when prices gap. Or, when trying to aggregate this into say 5-min bars like I am trying to do? If I am mistaken, please excuse my ignorance.

    #10     Oct 20, 2011