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Old 03-02-2007, 06:37 PM   #1

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Interactive Brokers API

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 !
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Old 03-03-2007, 01:38 AM   #2

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Re: Interactive Brokers API

Seriously suggest you use this Trade-Ideas.com - Real-Time Streaming Stock Alerts Scanner

Heres their help file for what they can do-
Alerts Help

Let me know how things turn out.

Regards, Knyyt
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Old 03-03-2007, 10:26 AM   #3

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Re: Interactive Brokers API

Thanks much. I sent them a note asking if they have an API available so I can integrate the scanner into Excel.
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Old 03-03-2007, 02:16 PM   #4

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Re: Interactive Brokers API

Syswizard-

Think this is what your looking for.


Stock Alerts for Developers and Webmasters
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Old 03-06-2007, 09:33 AM   #5

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Re: Interactive Brokers API

Thanks for that.....very interesting ActiveX implementation. Strangely, I was able to cobb together a pretty nifty quote tracker in Excel using the Yahoo Finance quote database. I'll post some pix of it when I clean it up.
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Old 09-22-2007, 12:42 AM   #6

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Re: Interactive Brokers API

Could someone advise me how I might create a feature that will close all open orders when a net profit target is hit. I would like to open a small basket of FX cross pairs with Interactive Broker' TSW platform and close all orders when the basket hits a net $ profit. thx
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Old 09-22-2007, 09:50 AM   #7

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Re: Interactive Brokers API

Quote:
Originally Posted by fxadisory »
Could someone advise me how I might create a feature that will close all open orders when a net profit target is hit. I would like to open a small basket of FX cross pairs with Interactive Broker' TSW platform and close all orders when the basket hits a net $ profit. thx
Very difficult to do with the present version 9.3 because commissions are not available. So best you could do is the basis of GROSS profit. API Version 9.4 will support commissions....but no target date has been set.
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Old 09-22-2007, 10:08 AM   #8

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Re: Interactive Brokers API

Quote:
Originally Posted by syswizard »
Very difficult to do with the present version 9.3 because commissions are not available. So best you could do is the basis of GROSS profit. API Version 9.4 will support commissions....but no target date has been set.
Gross profit target sounds fine with me considering I can estimate the commissions up front. I am currently using the MT4 dealer platform for FX and have been able to find programmers to write scripts in C+ for helpful modifications like 'close all' on target profit. But the MT4 'dealer platform' world is getting more unappealing to me and I would like to enter the true interbank setting. I would really like to implement this 'close all on profit' script in a demo Interbank account. (gross profit target, ok) Unfortunately, I do not have any programming contacts for such a modification. thanks
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