Data Feed for Excel

tntneo,

first, I'm a HUGE IB fan. I trade with them every day and I will be able to buy a Boxter with the commissions they have saved me this year alone. My comments were not an indictment of IB, they were a recognition of what IB isn't -- a data provider.

>for futures it is not too bad. Sometimes it
>lags, true. For stocks, I would agree.

That's interesting...I have never traded futures with them so I can't say, but it has seemed to me that especially lately, the lagging comments have come from the futures side. I don't rely on IB's equity data for trade decision, but by necessity I do rely on it for order entry and it rarely causes me a problem.

>Of course, the real reason several were asking
>this DDE is for Order Entry. that's the thread
>topic anyway.

Yes, I was a bit surprised when someone assumed that the upcoming DDE implementation would allow for data export. Since the purpose of the DDE will be order entry, I'm not even convinced that export will be possible. I'd be really surprised if IB spent any development monies implementing export capabilities

>IB is doing a great job by me with
>orders (futures and nyse).

Same here in spades.


>Yes, I know you pointed out in other threads
>some confirmation or freeze problems with IB
>(well I think it is you..).

Likely not me, as I have had less problems with IB than with any of my other brokers. I have confirmed others problems a couple times, but I just don't have enough problems to complain about.

JB
 
OK turok. my bad. I was not sure it was you though.
Indeed I have a very experience with IB. Recently there has been some problems with futures since one CME major disconnection I remember. It seems since then there are more problems than before.
But I have to assume this is temporary.
 
By my first experience with brower version build 742.2, I'm impressed on the TWS/Excel integration, and I'm sure IB's DDE implementation DOES allow for data export updated in realtime, just as most datafeeds such as eSignal or Reuters IDNDDE do.

I do know MS's dde protocol comes with certain limitations such as # of instruments/links, and is not very efficient, prone to stability issue. BUT IT DOES WORK. With a high-performance PC, limited to not more than hundred instruments, a "good" dde implementation will do excellent work. I monitor/track only the actively traded index futures worldwide, bond/currency futures, most liquid equity/index options contracts, a handful of most heavily-traded US stocks, and a few "market focus" such as ENE these days. To my interest a standard dde link works excellently.

And since it can be enabled/disabled, the addition of dde excel integration won't hurt anybody. Will it?
 
>By my first experience with brower version
>build 742.2, I'm impressed on the TWS/Excel
>integration, and I'm sure IB's DDE implementation
>DOES allow for data export updated in realtime

Well now we know. Thanks for the report. I can't wait to play with it.

JB
 
Did anyone know of a vendor who allow you access to historical data directly from the Excel DDE ?

Thanks in advance...
 
Until I did :)

I use RealTick and Excel together as well. Remember that thread on "Cheap" Realtick? It was www.ird.com. Well I was thinking that if it is powered by TAL data, it may have the same excel interface built in. Sure enough it does. So it appears you can do the same stuff with Excel using this feed as you can with Realtick itself....for $50 a month. Guess I will be switching since I no longer use RT for execution.

PS try to log on to the IRD platform from the IRD site. You will get a log on box that looks very familiar.....if you are a Realtick customer that is.
 
>Can't believe no one thought of this.....

>Remember that thread on "Cheap" Realtick?
>It was www.ird.com. Well I was thinking that
>if it is powered by TAL data, it may have the
>same excel interface built in. Sure enough it does.

Interesting news. I did think of it, but I specifically remember being told on that thread that it wasn't driven by TAL data so I dismissed it. Course they could be correct and it still isn't TAL data, but it don't matter as long as it is the same data format.

Good on ya.

JB
 
Turok,

It definitely is TAL data, and more specifically, there is an FAQ on using the Excel interface right on the IRD site. I am signed up for the free trial and will compare it to my current RT feed and let you know how it goes.
 
Super, cause with my system trading, I'm using the actual RT app less and less and the data feed more and more.

Thanks

JB
 
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