Interactive Brokers A.P.I.

This is a discussion on Interactive Brokers A.P.I. within the Brokerages forums, part of the Commercial category; Dear Henry Thanks for your pm and I wpuld suggest that anybody interested in simulated trading should contact you. There ...

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Old May 29, 2003, 2:03pm   #17
 
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Dear Henry
Thanks for your pm and I wpuld suggest that anybody interested in simulated trading should contact you. There is no charge for any product. I hope this will not be any advertising.
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Old May 29, 2003, 2:06pm   #18
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mmillar,

Sorry to confuse you. My real-time datafeed is eSignal which I connect to TradeStation's GlobalServer. As you probably know, GlobalServer can be connected to a variety of datafeeds, including satellite links, internet feeds etc. It comes with built-in support for eSignal. It could also be connected to IB using a software add-on. The data is then displayed/back-tested using TradeStation 2000i. The signals from TradeStation are then automated into IB using TradeBolt <url>http://www.investlabs.com/tradebolt.htm</url>

Of course, eSignal also supplies its own software for displaying charts etc, and its own language (EFS) for trading, so I am spolit for choice really.

I also collect EOD for position trading futures, which I get cheaply from Genesis <url>http://www.gfds.com/</url>

You may be confusing TS2000i with the later versions (TS6 and TS7), which have their own integrated data-feed and trading platform supplied exclusively by the vendors of TradeStation.
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Old May 29, 2003, 2:58pm   #19
 
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Quote:
Originally posted by osho67
There is no charge for any product.
No, but he does have a 'donate' button, which I'd encourage regular users to press!
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Old May 29, 2003, 4:18pm   #20
 
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I will donate 50% of my winnings if i can manage that .!!!!!
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Old May 29, 2003, 5:10pm   #21
 
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Henry, JT,

I've just installed the API, as my current scheme is really only going to be tradeable with a degree of automation. I'm looking at the C++ sample code, which looks like a good start. However, what I can't find is any sort of overview which would help put things in context. For example, if I'm wanting to track tick data, or say 1 min bars, do I have to keep polling with a data request, or can it be set up to send a data record for each tick, minute etc?

I'm also strugglng a little as I can't find the definitions of some of the abbreviations needed. For example trying to pick up data for the DAX I need to set the type as Future, I presume, but is that FUT, future or what? Are these sorts of things laid out anywhere, or do you just have to guess, ask on the BB etc?
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Old May 29, 2003, 5:24pm   #22
 
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OK, Having delved into my TSim contracts file I've got the detail I need to get it going, and I can see that once a request is set up it gets refreshed on each change of the data, neat. All I need to do now is work out how to capture it!

However, any pointers to additional help and information sources on the API would still be appreciated.
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Old May 29, 2003, 5:32pm   #23
 
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Hi Peter,

Once you have connected to TWS, you chose the market data you want in the IB format (like Seirra with IB). All ticks are then automatically forwarded to your app as an event. You bascially modify all these handlers.

Yes you have to make your own bar data, again not difficult.

Compile the sample code and run it to get a feel. A man with your C++ skills will walk it.

Ifs there is any thing specific you want to know then please ask.

JonnyT
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Old May 29, 2003, 5:54pm   #24
 
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JT.

I've just been playing with it a bit, and I've now worked out where the handlers for the incoming tick data are, so hopefully I'll be able to do something useful tomorrow!

Thanks, I'll be in touch if I get stuck.
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