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Any broker use C# as the programming interface?
- Thread starter thomsonfx
- Start date
IB has their TWS functions available through .NET components. I'm currently using it with VB.NET with no problems. They are nice to even give you a stub application that calls most of the APIs and handles the events.
You can go to interactivebrokers.com and download the api set to take a look.
The only thing is if you need accurate real time data forget about IB, they only send ticks like every 15 millisecs which means sometimes the highs and lows of a period are lost. My 3 minute bar data is usually off by about 1 cents. So periodically I have to request historical data to get my data to be accurate.
You can go to interactivebrokers.com and download the api set to take a look.
The only thing is if you need accurate real time data forget about IB, they only send ticks like every 15 millisecs which means sometimes the highs and lows of a period are lost. My 3 minute bar data is usually off by about 1 cents. So periodically I have to request historical data to get my data to be accurate.
"IB has their TWS functions available through .NET components. I'm currently using it with VB.NET with no problems. They are nice to even give you a stub application that calls most of the APIs and handles the events."
They have VB.NET, VC++.NET but seems havent mention C#..
"The only thing is if you need accurate real time data forget about IB, they only send ticks like every 15 millisecs which means sometimes the highs and lows of a period are lost. My 3 minute bar data is usually off by about 1 cents. So periodically I have to request historical data to get my data to be accurate."
Is that the "backfilled function" people talking about in other threads? If the bars lack some of the information, does it affect your trading decision a lot ? I suppose it does for day-trading timeframes.
They have VB.NET, VC++.NET but seems havent mention C#..
"The only thing is if you need accurate real time data forget about IB, they only send ticks like every 15 millisecs which means sometimes the highs and lows of a period are lost. My 3 minute bar data is usually off by about 1 cents. So periodically I have to request historical data to get my data to be accurate."
Is that the "backfilled function" people talking about in other threads? If the bars lack some of the information, does it affect your trading decision a lot ? I suppose it does for day-trading timeframes.
It was my understanding each and every price comes through -- but multiple trades at the same price will not necessarily come through, meaning it's not a true tick feed.
Quote from thomsonfx:
"IB has their TWS functions available through .NET components. I'm currently using it with VB.NET with no problems. They are nice to even give you a stub application that calls most of the APIs and handles the events."
They have VB.NET, VC++.NET but seems havent mention C#..
"The only thing is if you need accurate real time data forget about IB, they only send ticks like every 15 millisecs which means sometimes the highs and lows of a period are lost. My 3 minute bar data is usually off by about 1 cents. So periodically I have to request historical data to get my data to be accurate."
Is that the "backfilled function" people talking about in other threads? If the bars lack some of the information, does it affect your trading decision a lot ? I suppose it does for day-trading timeframes.
Oh, you're right they don't offer the sample stub application in VC#. But you can use the ActiveX component which all those sample apps use anyway. Maybe Visual Studio has a conversion utility to convert from VB.NET to C#?
Yes the historical data is the backfill function, during peak times the response for backfill data is very slow.
Well I trade off of exact prices so even 1 cent can mean the difference between a trade being flagged and not. So I'd be happier if they just provided at least the high and low of their 15 millisec aggregate data, which would solve my problem.
All in all IB is pretty decent, at least they try by providing the stub apps and the API is free.
RightEdge uses C# and VB.NET. It's pre-release software that is shaping up nicely. The next beta is supposed to have broker support.
http://www.rightedgesystems.com
http://www.rightedgesystems.com
Quote from SideShowBob:
It was my understanding each and every price comes through -- but multiple trades at the same price will not necessarily come through, meaning it's not a true tick feed.
No, I wish that was the case. I think they are working on it. I think what happens is they just send the current price every 15 millisecs (or whatever time interval they use), sort of like a snap shot, and if there happens to be a few ticks that happened to hit a high or low inbetween the "snap shot" interval they are not included. So if there is a new high that happens between the interval and it does not hit again during the day you'll never know the true high.
I have already programmed in VB 6.0 using IB api.
This week I am planning on using MB Trading API for C#.
MB Trading has mush better api support then IB
I have accounts with both of them and I am not biased but when it comes to API documentation and support along with data accuray i think MB Trading is better.
This week I am planning on using MB Trading API for C#.
MB Trading has mush better api support then IB
I have accounts with both of them and I am not biased but when it comes to API documentation and support along with data accuray i think MB Trading is better.
Quote from NoEmotions:
I have already programmed in VB 6.0 using IB api.
This week I am planning on using MB Trading API for C#.
MB Trading has mush better api support then IB
I have accounts with both of them and I am not biased but when it comes to API documentation and support along with data accuray i think MB Trading is better.
Hi, I've been wondering about MB's API and data feed. Can you get historical data using their API set? It's been awhile since I checked but you couldn't before. That was one of the reasons I did not go with them.
Thanks.