Interactive Brokers A.P.I.

This is a discussion on Interactive Brokers A.P.I. within the Brokerages forums, part of the Commercial category; Originally posted by theknifemac a bit sad by Henry's comment that the data will be unreliable. Mac, Henry's comment was ...

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Old Jun 2, 2003, 8:17pm   #31
 
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Quote:
Originally posted by theknifemac
a bit sad by Henry's comment that the data will be unreliable.
Mac,

Henry's comment was about the demo data, which is pure rubbish, but still useful for checking out that your buy and sell buttons work in the right order before you try for real

The real data you get if you have an account with IB is excellent. I find them a lot more reliable than MyTrack, though, of course, they don't have historical data.
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Old Jun 2, 2003, 9:18pm   #32
 
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Peter

Understood. I just wondered about the quality of the data, I was thinking that eSignal was also a data provider but I guess people are using them for TA and historic data.

Will give the API a go when I get some free time. Opening a full IB account could be troublesome for me right now as I work for a bank and they do not allow us to trade away ;-<

Mac
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Old Feb 7, 2009, 10:06am   #33
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hi

does anyone know how to place (manual) trades in TStation that can be sent to IB? Is there a custom API out there? I could use Ninja but its more monthly software fees and another data (IB) feed slowing my connection.

cheers
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Old Oct 13, 2009, 9:28pm   #34
 
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24/5 automated trading with IB

How to achieve automated trading with Interactive Brokers since:
- it is needed to have TWS client be opened when using TWS API
- TWS client has Auto logoff function which cannot be disabled! - this is curious since my automated strategy must run 24/5

Are there more professional solutions for automated trading with IB?
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Old Mar 28, 2010, 3:07pm   #35
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Re: Interactive Brokers A.P.I.

I am really intrested in using IB's API. Even i have already tried to use this on Excel but really did'nt understand all the functioallities. If somebody have a knowledge of that plz share with me i will be very thank full to him.
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Old Apr 23, 2011, 6:51am   #36
 
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Re: Interactive Brokers A.P.I.

We built an algo/automated trading system in VC C++ utilizing the API. The hardest thing to implement is an OMS and the actual strategies.We've implemented the well known indicators(RSi etc), a few of our own, chart pattern recongition, weighting, time intervals etc. IB is reliable, and the mkt data is good. You have access to many exchanges and asset classes. Thumbs up to IB. You can also trade via FIX with them.

Last edited by AlphaBetaNYC; Apr 23, 2011 at 7:00am. Reason: typos
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Old Apr 23, 2011, 6:58am   #37
 
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Re: 24/5 automated trading with IB

Just reset the logoff time or trade via FIX(more coding though)
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Old Sep 7, 2011, 6:06pm   #38
 
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Re: Interactive Brokers A.P.I.

hi jonny
i am also trying to use this api
but i am having my tws on a remote location (remote ip)...
if i am giving that remote ip to connecting through IB,this is showing an error
that connection is not established because of host is not repoding

please help me out

thanks
Quote:
Originally Posted by JonnyT View Post
It is true my leige, I have automated trading through IBs API.

Its very simple if I can do it.

Step 1 is to download the API from IB
Step 2 is to install the API
Step 3 is to look at the sample code installed in c:\Jts
Step 4 is to decide whether to use Excel, C++ or Java (I chose Java for the challenge)
Step 5 is to obtain a compiler oe MS Excel (I use Suns free Forte Java development tool)
Step 6 is to hack the sample code into what you want
Step 7 is to use IBs API forum for any required advice on the API
Step 8 is to be aware that updates to TWS or the API can do many strange things with your application
Step 9 is play golf whilst your system autotrades profitably for you
Step 10 is to retire to the sun.

I'm currently on step -1, Bankrupt quicker than I imagined possible.

JonnyT
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Old Sep 15, 2011, 12:35am   #39
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Re: Interactive Brokers A.P.I.

I use the TD Ameritrade API to trade. I have developed my own tools in C#, but you can easily interface to Excel. Their site is:

TD AMERITRADE API Support.

Good luck,
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Old Feb 27, 2012, 4:39pm   #40
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Re: 24/5 automated trading with IB

Quote:
Originally Posted by AlphaBetaNYC View Post
Just reset the logoff time or trade via FIX(more coding though)
what is FIX and how to used it, interested in finding ways to avoid the auto logoff.
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Old Feb 27, 2012, 6:23pm   #41
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Re: 24/5 automated trading with IB

Quote:
Originally Posted by uhomeuhome View Post
what is FIX and how to used it, interested in finding ways to avoid the auto logoff.
There's lots of stuff on the net about FIX but many brokers will restrict it' s use to larger clients, e.g. with extra fees or a requirement for your software to be certified as OK to connect to their systems. It is, however, definitely the way to go if you want to be broker independent.

The FIX Protocol Organization > Technical Resources / Specifications
QuickFix: Open Source FIX Engine
ValidFIX - FIX Analyzer
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Old Feb 28, 2012, 4:17pm   #42
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Re: Interactive Brokers A.P.I.

Thx, Surely will look at that.
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Old Mar 5, 2012, 8:07am   #43
 
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Re: Interactive Brokers A.P.I.

you can also try our free dashboard RAPA dashboard - an Interactive Brokers Excel Dashboard for Profit and Risk Analytics that connects to IB TWS
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Old Jan 3, 2013, 11:04am   #44
 
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Re: Interactive Brokers A.P.I.

Hi Team,

I have experience with IB, with place the order by following my own conditions. I was developed my own application.











Quote:
Originally Posted by RedE View Post
Has anybody with an Interactive Brokers account any experience of using their API in an automated trading system.

For those not so technically minded API stands for Application Programming Interface - it is a little box of tricks that allows programmers to integrate IB's trading platform into their own applications.

For example one could use Excel, with some programming, as your trading platform, placing two big buttons on a spreadsheet BUY and SELL!!

In my case, I need to "knock up" a small and private website which will allow me to trade thru IB from behind a firewall at a clients office. Don't worry I will not be trading actively but I do need to be able to enter orders and check executions etc. and have realtime access to data and my strategies.

In time I will consider creating a fully fledged automatic trading system: give it the rules, set the position sizing algorithm, insert the risk management rules and .... off we go.

Anyone's experience of the technicalities or other useful advice on automated trading would be greatly appreciated.

Also, the Lime Brokerage in the US offer similar functionality.
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Old Jan 6, 2013, 12:28pm   #45
 
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Re: 24/5 automated trading with IB

Quote:
Originally Posted by gc1 View Post
There's lots of stuff on the net about FIX but many brokers will restrict it' s use to larger clients, e.g. with extra fees or a requirement for your software to be certified as OK to connect to their systems. It is, however, definitely the way to go if you want to be broker independent.

The FIX Protocol Organization > Technical Resources / Specifications
QuickFix: Open Source FIX Engine
ValidFIX - FIX Analyzer
I believe that IB can offer FIX connectivity with a minimum funding level of $25k (to satisfy the SEC day trading rules) and $100 per month minimum fee. There is an initial setup fee of $500. OP: message me if you are interested in connecting via FIX.
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