Excel DDE + IB

T

travis

I need help with implementing an automated system with Excel + Interactive Brokers. It sends out just a simple instruction, but I have no idea on how to configure Excel to do it. There's no help on their web site.
 
Here's what my system should do. Monitor the bid/ask, and when there's a big difference between the two quantities, go long or short, depending. That's all.
 
How many securities do you want to monitor at the same time?

Do you want the system to execute automatically when your criteria is met, or are you going to monitor it yourself and send the order when it triggers?
 
I want to monitor just one security, the minidow. Yes, I want the system to execute the trades all by itself, without me.
 
What's the symbol for the minidow in IB?
You say you just want to monitor the bid/ask, so in your spreadsheet,

cell A1 will show the symbol
cell B1 will show the bid price
cell C1 will show the ask price

When the difference between the bid price and ask price is a certain number, then execute trade. Is that it?

Any other order details that will change for each order (e.g., quantity), or will they always be the same?

Please give an example of exactly how you want your spreadsheet to be set up.
 
Have a look into RTD that was made available from Excel 2002 as it is over 1000 times more efficient than the traditional DDE and a lot simpler to use.


Thanks
 
In a simple way, Kid, could you tell me if and how I can configure RTD to work interfaced with IB's TWS platform?

I managed to get the DDE to work, and it took me a while. What do I do now to convert everything into RTD?

Thanks.
 
Kid,
Are you talking about creating a new workbook with RTD, or modifying the IB sample worksheet? Can you provide more details on this RTD, and why is it better?

Here's a Microsoft article I found on it, but I would be interested to hear why RTD is better in this application:
http://support.microsoft.com/?kbid=289150
 
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