IB Suggestions & Improvements

[takacsj]

I'd lilke to have the following:

1) Ability to immediately attach a conditional order just like I can attach a stop order, and then transmit the original trade order + the attatched conditional order.

2) Ability to quickly add conditional orders to an order. In other words, have the original order, let's say a buy at 113 01 on US 30 year bond, and attach a protective sell stop of 112 28, and a profit sell stop at 113 10. A fill of either stop would immediately cancel the other.

3) A variation of #2 would be to somehow exit trade MOC, and cancel both protective stops MOC.

By the way, if anyone knows how to easily do the above, let me know.

 

[dcraig]

Quote from Choad:

Speaking of quotes, IB could save on a chunk of bandwidth (IMHO) if they had a "snapshot" quote feature.

After the open I rarely need streaming quotes for my autotrade API. I just need to grab quotes every few minutes, but I may need up to a thousand or so symbols. No way to do that cleanly with the streaming setup IB has, so I have to get them from another, and less reliable, source.

So IBSoft and other IB guys, think about adding a snapshot quote feature. It should be easy for you code wizards!

Regards.

Why not do a reqMarketData () wait for bid/ask/last or whatever you want, and then cancel the market data request. Keep a pool of market data 'resources' and just cycle through them. Very doable.

 

[alanm]

Quote from dcraig:

Why not do a reqMarketData () wait for bid/ask/last or whatever you want, and then cancel the market data request. Keep a pool of market data 'resources' and just cycle through them. Very doable.

There is a limit to the number of subscription requests per day to something like 50K because some people decided it would be a good idea to do this to get almost live quotes on many more symbols than the streaming limit.

 

[Neoxx]

Is there any way to colour-code the volume bars in IB's charts green and red?

 

[IBsoft]

Quote from Choad:

Speaking of quotes, IB could save on a chunk of bandwidth (IMHO) if they had a "snapshot" quote feature.

After the open I rarely need streaming quotes for my autotrade API. I just need to grab quotes every few minutes, but I may need up to a thousand or so symbols. No way to do that cleanly with the streaming setup IB has, so I have to get them from another, and less reliable, source.

So IBSoft and other IB guys, think about adding a snapshot quote feature. It should be easy for you code wizards!

Regards.

We are planning to do that.

 

[IBsoft]

Quote from alanm:

Provide (free) delayed quotes/charts for exchanges for which one doesn't (pay to) subscribe to real time quotes. It's sometimes nice to be able to pull this stuff together in one platform instead of having to hunt down those quotes/charts elsewhere. Particularly the foreign ones, which can be difficult to come by. I've got most of it available in myTrack, but figuring out their symbology can be a real pain

An interesting idea, but it in the worse case scenario it could significantly increase the computer resources we would need (internally) to make it available. (i.e. we would need to process and distribute each ticker stream twice: real-time and delayed. How would you feel about it if we charged for it? (obviously not the same amount as for the real-time quotes)

 

[Choad]

Quote from IBsoft:

We are planning to do that.

ALLLRRRIIIGHT!!!!!!

Thanks IB guys!

Regards.

 

[IBsoft]

Quote from vikana:

I would like the ability to color-code the background of the symbol column with e.g. green for a long position and red for a short position.

I often have 20-30 live positions, and I'd like a simple visual indication on how much I'm long/short. I realize that I can look at whether the number of shares is positive or negative, but that's not as easy to do across lots of positions.

good idea; will do

 

[IBsoft]

DAV will respond to the rest of the new suggestions either publicly or via PM.

 

[alanm]

Quote from IBsoft:

An interesting idea, but it in the worse case scenario it could significantly increase the computer resources we would need (internally) to make it available. (i.e. we would need to process and distribute each ticker stream twice: real-time and delayed. How would you feel about it if we charged for it? (obviously not the same amount as for the real-time quotes)

I can see it requiring a separate processing queue to delay the quotes, but I don't think it would increase distribution too terribly much, since I don't think it will get used much. That is, most people subscribe to real-time quotes for the stuff they actively trade. Delayed quotes are going to pretty much be used in a snapshot fashion to look at EOD quotes, charts, etc., and probably not stay subscribed for very long.

Also, the processing/distribution can take bottom priority to everything else, since the exact amount of delay is not all that important, as long as it's timestamped (I think). You can probably also up the aggregation window to a second or more.

Not too happy to pay for it, since I already do so in two other places, but I might

Thanks for listening.