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Using: ActiveX with vb app. IB's applet TWS Windows 2000 Live orders: QQQ BUY LMT 100 30.03 BEST (error) QQQ BUY LMT 100 30.02 BEST (OK) INTC SELL LMT 1 30.03 BEST (error) INTC SELL LMT 1 30.02 BEST (OK) MSFT BUY LMT 1 30.03 BEST (error) MSFT BUY LMT 1 30.02...

IB has been remarkable recently in its vigorous drive to provide tools and access that high activity traders need. I don't believe the company is about to reverse course.

I assume you are using BEST EXECUTION when entering the orders. I'm using ActiveX from a vb app. I tried running your numbers using the DEMO applet TWS and get the same results as you do regardless of what symbol I use. I'll try my account TWS tomorrow.

Symbol? Exchange? Demo TWS or real account TWS? Applet TWS or standalone TWS? Time of Day?

Can anyone explain this? As far as I know the DDE method allowed multiple routing options. Is this still the case? This is a quote from the IB manual "About TWS Interoperability". "NOTE: When you connect to TWS using any of the interoperability components, you must route all U.S. stock and...

def You quoted the IB Release Notes accurately but, testing the P/L's with edemo, I'm getting P/L's that equal the sum of both realized and unrealized gains (or losses). It occurs for both the "Daily" and "New Position" P/L's. I like it that way but it differs from the Release Notes formulas...

Some of our attempts to simultaneously run more than than one application (having "advise" ticker conversations with the tws's dde server) have resulted in one application's conversations eventually being halted - usually in the first application. The second one seems to continue successfully...

Thanks for the comment. Your experience shows that the tws JAVA applet will accept any ascending id integer up to seven digits and is not concerned about format or correlation with approximate time. To get order time on record, I assume you time-stamp the records in your database.

The tws.xls and ddedll.dll are current as of 12/29/01. Using the edemo to test the dde operation: The IBJts\darykq\user.ini file holds "DdeId=idxxxxxxx" from the last activity where idxxxxxxx is the highest id number last used. When you start up the next time, the JAVA tws applet reads...

The id's are generated within tws.xls by multiplying the Time number by 10^7 and adding a sequential order count that starts at zero each time you restart the tws.xls program. The formulas in the cells seem to reflect that number correctly. The log error message... "JTS-Dde Monitor...

I have been having a problem with the DDE link as follows: After having operated successfully with edemo and the tws.xls during the first day, I have problems with it the following day. The problem seems to be due to the tws JAVA applet ignoring all orders because it thinks they are...

Whether DDE or sockets are used, I think you have to assume you will eventually lose or mangle a message. So writing the application so that key data and status is verified before actions are triggered is going to be necessary. I think the advantage of sockets (UDP and TCP) is that they can...

The new Excel DDE link is very welcome. As you have probably heard before there are some extensions and suggested improvements that many would find valuable. 1. The Link itself: The DDE method while great when it's working properly, is not known for its stability or reliability when...

I guess using "Private Sub Worksheet_Change(ByVal Target As Range)" you can react to a cell being changed by DDE.

Thanks for the reply. The existence of synchronized auto-updating cells is good news. It would be useful to get events in vbasic or VBA when these cells change. I don't know if that is possible with conventional DDE in vbasic or with the Windows DDE API (useable from vbasic). PeterCabus...

Does anyone know if the data appearing on the IB DDE Excel sheets (such as quote data, status data) will automatically update when the corresponding data changes on the TWS? Can it be made to do so?

Yes I noticed that too late. Sorry.

What happens if you get a partial (odd lot) execution on Island? Does the odd lot prohibition mean you cannot get the rest of your order filled or exit your partial position?

Perhaps Def could clear this up: As you know the Island ECN can accept orders and fill orders in minimum increments to the third decimal place. IB displays and accepts orders for ISLD at minimum increments to only the second decimal place. The Execution reports also show resolution to only...

For the IB savvy, some Best_ECN questions: When using IB's Best_ECN and using the IB option of rapidly modifying the order after transmission (by incrementing price and hitting Transmit again) what exactly happens? Will the existing order be cancelled and the new one introduced to the...