DDE speed with IB

Originally posted by BeenHere
[...] Pick a dramatically higher order ID numbers (something like 999995) and try again. Someone wrote in this forum that if the order ID number is lower than a previous ID, it won't work. I have no idea it this is true or not.
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Unfortunately, IB decided to make the checking for uniqueness of IDs persistent across sessions in on of the recent TWS releases. Transactions the reuse IDs are dropped and ignored by TWS (check the TWS log files to see if this is happening to you). TWS stores the last used ID in the entry DdeId in the Settings section of the user.ini file. The only safe way to manage IDs is to manage your own IDs in the registry (or a multiuser capable DBMS if you have multiple applications interfacing simulatenously), compare with the entry in user.ini on startup and adjust new IDs to whichever is higher.

Dave
 
Originally posted by Jaba122
that's a bit off-topic but I need to ask it anyway. Is it possible to create (write) a completely different program in C/C++ and link it to IB TWS through DDE? Or it has to be Excel and Visual Basic affair? I have some experience with C/C++ programming, created a few nice utilities, etc, so this language would be much better for me. Thanx in advance
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Sure. I've done that in order to integrate my QCharts with IB's TWS for order entry directly from QCharts. Now I don't miss those setups any longer that used to be long gone by the time I had a new market data line set up since I can transmit orders simply by doubleclicking on L2 quotes.

Dave
 
Hi, Dave

Will it be possible for you to explain/show me how to do this??
I'm currently using my own programs based on Qfeed to
scan setups, but after that, I have to manually type into TWS.
Any help will be greatly appreciated.

WJ


" Sure. I've done that in order to integrate my QCharts with IB's TWS for order entry directly from QCharts. Now I don't miss those setups any longer that used to be long gone by the time I had a new market data line set up since I can transmit orders simply by doubleclicking on L2 quotes. "
 
QCharts uses application specific window messages to communicate trade information. So the only thing you have to do is register those messages and set up a handler for them which performs translation and submits them on a DDE advise loop to TWS.

Dave
 
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