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Quote from anarcho: I understand that sending orders from excel may be the least efficient way to go about it but getting the math done for certain strategies is a breeze in excel. Having to then code that math into some crazy language, that I am no way proficient in, drives me mental...

There's no mention of this example in the DDE guide under support documents, that looks like it came from the Excel Basket example. I'm looking at revision 3.3.10.1 dated October 2003 which I just downloaded from their website. Sure would be nice if they actually explained what they were doing...

Too funny! Looking at that basket example it looks like they use VBA to send orders through the API - from Excel. They sure don't document this anywhere (not that I'm surprised). So if you want to write some VBA code you could send orders in an automated manner from Excel. But it would be a...

Sterling supports RTD and DDE connections to Excel, but you only have access to quotes and position info. I use the DDE link a lot, it works well. And I just doublechecked, I don't see any way to send orders through it. Also, I don't see how you could use excel to translate the data into...

I agree, Sterling is the wrong way to go for recreating charts. If you absolutely have to recreate a chart I'd use another data vendor like DTN or Esignal that supports a real backfill.

I might be wrong, but I don't think you can send orders to Sterling with Excel. If you want to make this a "longer term" project and use it to leverage your way into learning to code and automate, you could start by automating simple aspects of your ideas. Like maybe you'd still be watching...

Sterling is a very difficult platform to automate on IMO. There are a lot of gotchas in there. There's very little in the way of support from Sterling, which is stunning considering what they charge. But I have to ask before you even get started, how are you going to recreate a chart for your...

If you are spending more than $1000 for a PC and single monitor for remote trading (I assume manual) you are wasting money. Heck you don't even get Excel in that bundle. Looks like a tremendous rip off to me. I see nothing in that spec list that will add value to your trading.

.04 positive slippage? That's more than our actual avg gain in real life. Lescor posted his stats some time ago. Not sure where they are but you should try to find them since they are real life from one of the better OPG traders. Dud expiration.

Interesting, but this doesn't explain why VB6 is so much faster than VB.net does it? Or am I missing something here?

So far this have been an awesome thread, thanks guys! And thanks to MNX for starting it.

IBj, How is this going to appear in our execution window if I modify an order and incur a new minimum ticket charge? Will this "new" execution start a new parent line or will it continue on as a new entry under the original parent order?

Thank you for the explanation. This all makes sense and I can see why you made the change. However, this change will cause a significant number of minimum ticket charges for those of us who aren't gaming your billing system. This wouldn't be that bad except for the fact that your minimum...

That might be the intent of the change, but it's a fee increase to a lot of us that aren't trying to game the system.

Your example isn't quite correct. Where you say cancel, change it to "modify". As soon as you cancel an order and send a new one, you incur a new minimum comission. Say you were buying 2500 shrs, got 200 filled at one price, increased your price (without cancelling), got 200 more filled...

If IB is really going to do this, the least they could do is eliminate/reduce their minimum share charge. I have to wonder why bother having commission breakpoints if the minimum share amount is going to keep overriding it? I got a feeling I will be moving volume elsewhere as a result of...

I'm pretty sure demo accounts expire after a few days.

I suspect Oil down $2 might have had something to do with it.

Any idea if a later version of .net might fix this?

Nice idea! Thanks for the explanation.