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Danny, can you forward this to IB tech support.... Dear IB API dev team, I am requesting some information about the TWS API that is above the technical support I can find in the manuals, example code, and online forum support. I will briefly explain my problem to you and I suspect that...

Do you guys get a lot of grief getting firms to turn on your APIs?

I have been using yahoo to hash data for errors. I use the datafeed toolbox in matlab. Does anyone know why the real_time_order_book always returns "n/a"? is there a solution to this? -ethan

Thanks for the Tips Winston. I will take this under advisement. I cant really 'piggyback' because I am working out of my house. Looks like I will need to find another source for the data. Yahoo seems to have some spreads available. I will likely look into this first. I hear good things...

Well I just got direct confirmation that STP does not have level 2 available in the API from sterling. If someone has a solution to this (other then buying the data from another source), then please post here with solution.

Interesting. Thanks for the heads up on this. I expect that there is always a bottle neck like this. Maybe some potential solutions could be either getting the level 2 from another source (any you would suggest?), or placing some kind of priority on the orders so they always get done first.

Yes, if someone knows the snippet of code that allows us to grab the level 2 quotes with visual basic from the STP api, please post. : )

Thanks for the links. Looks the way to go with visual basic or maybe python. I am not sure how much data needs to be pushed back and forth from matlab. I think I will try and build a script in VB to link up. Has anyone tried to do this? I assume you want to use matlab to run 'tested'...

do you know if there is a resource to create these functions (for matlab)? They dont seem to be available?

I am in the process of making these now. Surprised no one else has this posted yet. Are you willing to pay for these functions and maintenance?