Recent content by Kernel007

Queue gets filled by the listener thread and the data can be pulled in the while loop. Let me know if any confusion. Be sure to disconnect before clearing the variables, as the listener thread will still be running.

#%% from ibapi.client import EClient from ibapi.wrapper import EWrapper from ibapi.contract import Contract from threading import Thread from ibapi.common import BarData from queue import Queue import pandas as pd import matplotlib.pyplot as plt class MyIB(EWrapper, EClient): def...

Just figured how to use IB API from spyder. With threads and queues. Let me know if anyone interested to know.

True. But tws API seems robust and the features it supports seems difficult with other technologies. Please correct if I am wrong

Can you please explain what do you mean by this? Are you speaking about tws API or something else?

I think Matlab has prebuilt library for IB. If you have access to matlab then it’s better than python hands down. Most people use python because it’s free.

What’s the idea of cancelling and placing such small increment orders within a minute? Is your algo benefiting from that small change in the fill price within that minute? Just curious

Not sure, but seems main logic would be the maintenance of the “book” for each instrument. That is the bid and the offers. Now we then match bid offers that match

You want to create your own exchange?

True. There is a digital feudalism coming. Big software is consolidating power. Truly scary times ahead for the digital world.

Doesn’t this mean that you can sell and buy from yourself and in the process pay brokerage? How will that help?

Just download anaconda, install and launch spyder. You will have everything you need pre packaged. Will also come in handy when you want to finally automate.

No need to jump ship just because this might be the future. We can jump when it becomes main stream. Also they are easy to switch to.

I have written an historical data downloader for myself in python for IB. It is designed with pacing violations in mind and uses IB API. (keystrokes are for 1980s) It has an UI also. (I don’t like to read my own code:D:D:D).