[syswizard]

Is anyone familiar enough with some of the features of the TWS API from Interactive Brokers ?
Here's what I'm trying to do:
1) From a list of 1100 stocks, at the OPEN at 9:30am EDT, determine which from this group have GAPPED (open > previous high).

It doesn't sound difficult, but it's tough to do with a DDE quote link....too many symbols....it would hang at the open !

2) What I need is a customized SCANNER that runs at 9:30 am and then merges the GAP list in the universe of stocks to those in the group of 1100.
IBI's current scanner does not permit custom scans...only their presets are supported.

I looked at Yahoo's scanner, but it's Java-based. I need the raw API so I can do this within Excel.

I know Tradestation's Radarscreen can do this, but we can't run that platform.

Sheesh....this sounds so SIMPLE....am I missing something ?
Any ideas greatly appreciated !