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Non-Tech : Interactive Brokers / Timberhill -- Ignore unavailable to you. Want to Upgrade?


To: J. P. who wrote (2653)3/18/2002 9:09:09 AM
From: CynicalTruth  Read Replies (2) | Respond to of 9012
 
"To anyone using the API for sending orders....Are you using the provided Excel interface? Does it do everything you want? I don't want to reinvent the wheel here..."

I'm not using it to send orders but in regards to using Excel... I don't. If you look in the JTS dir (of the downloaded version) you will find an OCX that can be used in a VB project...works real nice. There are also dirs for CPP and Java code too...



To: J. P. who wrote (2653)3/19/2002 12:08:25 AM
From: eriksonc  Read Replies (2) | Respond to of 9012
 
[To anyone using the API for sending orders....Are you using the provided Excel interface? Does it do everything you want? I don't want to reinvent the wheel here...
How are the executions and fills? Any problems? Any other comments about the API?

Have you tried modifying the code yourself?

I'm thinking of writing some Visual Basic code myself (I've done VB consulting) in order to create trailing stops and add some other algorithms. This actually has a lot of possibilities, it's like having your own "programmed trading" system. I'll share my experiences with it on this thread when I get going with it....]

I used to use the Excel interface but I found it to be unreliable after about 30 minutes. Maybe IB has fixed this problem, but quotes stopped coming after about 30 minutes after I started my program (it was repeatable). When I stopped using DDE communication and instead used ActiveX or Sockets, this problem went away. If you do make an Excel based program, I suggest you run it for an entire trading day to see if it stops communicating with the TWS at some point.

The executions and fills are just the same as if you entered the order manually using the BEST execution route.

It should be fairly straightforward for you to implement trailing stops.

As for connecting with the demo, you can do so. However, I sometimes have problems with it in terms of cancelling orders (I will submit a cancel request and the order will never cancel).

Good luck,
Carl