The tag has no wiki summary.

learn more… | top users | synonyms (1)

0
votes
2answers
55 views

Aggregate interactive brokers data in matlab

I am using matlab and interactive brokers API. I am getting real time data using tickerID = ib.realtime({ct},'233',@(varargin)ibEventRealTimeData(varargin{:})); where ib is the interface to ...
0
votes
0answers
25 views

Broker or source of intraday futures data for a python API?

I am looking for a broker that offers a python API for downloading historical intraday data on futures. So far I have only seen Interactive Brokers and Tradestation. Are there some other brokers ...
5
votes
5answers
5k views

Utility to download historical Implied Volatility data from Interactive Brokers?

Does anyone know of a utility that can download historical Implied Volatility (IV) data from Interactive Brokers' Trader Workstation?
1
vote
1answer
305 views

Downloading Data from Interactive Brokers using IbPy

I am trying to download data from Interactive Broker using the code below and I am able to create the connection with the Trader Work Station (I get a "True" after ...
1
vote
1answer
207 views

Market data for options

Looking for recommendations on places to get market data for options. I'm looking at NYSE and NASDAQ only. My current solution is my broker, Tradeking. I can request realtime data for 700 option ...
0
votes
1answer
173 views

IbPy download historical price data

How can i download historical price data from interactive brokers using IbPy and python?
0
votes
1answer
208 views

How to get positions of your portfolio from Interactive Brokers with python ibPy?

I am using ibpy to get the positions of my portfolio. I understand that I can do: ...
0
votes
1answer
332 views

IB with R which package?

I want to implement my models in R and trade according to them with my IB account. Now I am wondering, how I should solve this problem? Do I need to program with C an access ...
1
vote
1answer
175 views

InteractiveBrokers server outage every Saturday

I am fetching some historical data from Interactive Brokers with their API. But I got a bit of annoying their HongKong history data server ('hkhdm' in the connection status window) get disconnected ...
2
votes
3answers
4k views

What is the difference between the Interactive Brokers demo account and a personal paper trader account?

I'm interested in testing my trading strategy using the Interactive Brokers API for Trader Workstation. A demo account is provided to play with TWS for free, but if I fund a real account I will be ...
1
vote
0answers
95 views

run time error 424 in IB TWS Excel DDE API; failed to add combo orders

I'm using an Excel DDE to connect to Interactive Brokers TWS via their API 9.72 sample, excel 2013. When I tried to create a combo order, the rum error code 424 said "object required". It seems that ...
2
votes
2answers
380 views

IP API Active X for Excel refresh rate

I have been working on the EXCEL DDE sample worksheet and works fine and now I would to upgrade to ActiveX instead of DDE as I heard it is more robust but I found the refresh rate of ActiveX is even ...
2
votes
1answer
627 views

IB API quotes and speed

The title says it all. I trade futures options exclusively and wanted to see if anyone had insight into the quote speedsrobustness coming into the API. I'm using the Excel DDE right now just building ...
3
votes
4answers
1k views

IB TWS & API, without IB account?

I'll be starting a MFE grad program in Fall, and some of the classes have a lab that use the IB TWS & API. I'd like to play around with it for fun this summer. Unfortunately, I don't have an IB ...
21
votes
8answers
16k views

How should I store tick data?

How should I store tick data? For example, if I have an IB trading account, how should I download and store the tick data directly to my computer? Which software should I use?
2
votes
1answer
443 views

Does DOM trading using broker data make any sense?

Can I use DOM information from Interactive Brokers? Does it make sense? I assume that it makes sense to apply some volume based algorithms only then when you know this order book, that you can get ...
15
votes
7answers
16k views

Is the Interactive Brokers API suitable for hft?

By hft here I mean anything with holding period less than 5-10mins... Any empirical/anecdotal evidence of using it successfully on even higher frequencies?
2
votes
2answers
975 views

Does Interactive Brokers (IB) have a Web friendly API?

The requirement I am given is to implement a web ppplication which utilizes Interactive Brokers's API to fetch data. I went through the IB API web page and came across two viable methods: TWS and IB ...