Hello Gabriele,
we could help you, we offer customized trading extensions to our data aquisition platform (Trinprice) which use the Trader Workstation from Interactive Brokers as data provider and execution platform. You can write us in German.
Martin Thost
The application we talked about in this forum earlier is now available (called Trinprice) from our website. It allows you to build up your own database from the price data you get through the IB-TWS. If you are an IB-customer and want to test your trading ideas with your own programs or in...
In the light of the new API 9.2 just released by IB we have to correct our last post: IB now offers 5 sec realtime bars with High and Low and so the potential problem discussed so far of missing highs or lows while not getting all ticks could be eliminated. They also added timestamps.
SteveH is right, IB does not provide a stream of tickdata with timestamps. There are several threads on the IB-API-Forum on this subject e.g. http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?file=/2/37364.html
We use the system time of our computer as timestamp.
So far the...
Our application consists of 3 parts which all reside on the user's computer (or could be distributed over computers in his local network).
1. The IB-TWS workstation running, logged in to the user's IB-account (paying exchange fees)
2. a program which gets the tickprices via the IB-API and...
If we understand you right you want your own storage facility for tick-data.
As part of our ATS we have developed a module that stores tick-data from the IB-Trader Workstation in a relational database system. From there you could import the data into other applications (e.g. Excel as...