Excel DDE and IB

P

prisma

Hi.

Im using the Excel DDE interface with the InteractiveBrokers TWS.

When a conditional order is triggered in my Excel sheet it normally takes about 10-15 seconds until the order is sent and displayed in the TWS page and works at the markets. During this time Excel is kind of blocked.

Does anyone have suggestions on how to accelerate this ?
I work with Win 2000 Prof., Excel 2000 and TWS 773.

Thanks.

Uwe
 
Don't upgrade to 778 as my spreadsheeet didn't work yesterday. I had to go back to an old version of tws I found on groups.yahoo.com/ibusers Anyone know if this bug is going to be fixed in tws?
 
today read latest release notes for TWS:

High/Low volume is supported through the API
High/Low vloume is now supported though the API for users who currently receive high/low volume in the TWS.

never heard about high/low volume yet. i make call and ask them about it. as i understand it-it means High and Low for day for stock been added and total volume.
i add volume column, then start look at it. very close to datek, but one thing i notice- volume move back and forth. 320000, then 360000, then back to 340000, how it possible?

then i ask them-how i can pick a total volume thru API-any events or methods-no answer. maybe somebody here know about it?

also on my standalone TWS build 778.0 -volume appears, on IB demo-build 778.1-no. also when you login to demo -it says your DDE out of date, please update it. but , i already have latest version? what i should update?

thank you!
 
Hi Bob,

Here are some answers to your questions.

Q/ I add volume column, then start look at it. very close to datek, but one thing i notice- volume move back and forth. 320000, then 360000, then back to 340000, how it possible?

A/ Report this to IB customer support


Q/ How i can pick a total volume thru API-any events or methods-no answer. maybe somebody here know about it?

A/ For DDE clients you use the following formula

=username|tik!idnumber?volume
E.g.
=edemo|tik!id0?volume

For socket based clients, 4 new ticktypes have been added HIGH, LOW, VOLUME, CLOSE (refer to the EWrapper.h file shipped with the API).

To get volume data call
tickSize(tickerID, tickType, sizeValue)
where tickType = 8 (i.e. VOLUME)

To get high, low, close call
tickPrice(tickerID, tickType, priceValue)
where tickType = 6 (i.e. HIGH)
where tickType = 7 (i.e. LOW)
where tickType = 8 (i.e. CLOSE)

Q/ Also on my standalone TWS build 778.0 -volume appears, on IB demo-build 778.1-no.

A/ The IB demo account does not have the quotelink option turned on. This means you cannot recieve high, low, or volume data when using the demo account.

Q/ Also when you login to demo -it says your DDE out of date, please update it. but , i already have latest version? what i should update?

A/ Install the latest TWS standalone version 778.1 and verify the version number once installed. If you choose to upgrate to version 778.1 rather than install, then you MUST also install the latest API.
 
Thank you Simon-IB!
one more question-why in twsactivex.xls -size was updated and price-not.
same problem if you use tws control in VB app-
you got error. is anything change in tickPrice event?


To get high, low, close call
tickPrice(tickerID, tickType, priceValue)
where tickType = 6 (i.e. HIGH)
where tickType = 7 (i.e. LOW)
where tickType = 8 (i.e. CLOSE)
More...

where is last? how can i get it?
tick type=4?


also-after i update from 778.0 to 778.1 and i think activeX control been updated? when i start my VB app, i got error-

--Procedure declaration does not match description of event or procedure having same name


on another computer -with 778.0 build-evething work fine.
i call IB, try to get some explanation-nothing.
so, maybe somebody else can clarify this?
also check twsapi group on yahoo-down.......
Thank you!
 
Q/ one more question-why in twsactivex.xls -size was updated and price-not.

A/ The twsactivex.xls spreadsheet is no longer supported as there are inherent problems with using activeX and excel.
It appears that excel functions take priority over activeX processing so the market data does not get updated correctly. Use the TwsDde.xls (DDE based) spreadsheet instead.

Q/ same problem if you use tws control in VB app-you got error. is anything change in tickPrice event?

A/ tickPrice() takes a price parameter of type double
E.g.
tickPrice(long id, long tickType, double price)

tickPrice(tickerID, tickType, priceValue)
where tickType = 1 (i.e. BID)
where tickType = 2 (i.e. ASK)
where tickType = 4 (i.e. LAST)
where tickType = 6 (i.e. HIGH)
where tickType = 7 (i.e. LOW)
where tickType = 9 (i.e. CLOSE)
 
thank you so much!
double? huh! i'm almost start breaking my PC))))))thinking replacing .ocx from older version and so on............thank you again!
 
All price parameters have be changed from type float to double.

The following ActiveX events have changed

void tickPrice(... double price)
void orderStatus(.. double price ..)
void openOrder1( .. double strike ..)
void openOrder2( .. double lmtPrice, double auxPrice ..)
updatePortFolio(... double marketPrice, double marketValue)

The following ActiveX methods have changed
void reqMktData(.. double strike .. )
void placeOrder(.. double strike .. double price, double auxPrice);
void placeOrder2(.. double lmtPrice, double auxPrice);

This TWS Users Guide is in the process of being updated to reflect these latest changes.
 
Hi Simon,

I've recently heard that it may not be possible to specify the exchange on orders submitted through something like Excel/ActiveX. Is this true? I am concerned as this would preclude submitting Opening Only Orders to the NYSE in an automated way.

Thanks for any info!
 
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