I want to learn how to use IB's DDE spreadsheet so I can build my own customised bracket orders.
As a first step I am trying to use the order macro to send off a limit order for the ES futures in twsdemo. In the orders sheet I fill out the order description, run the macro, and the formula it places in the ctrl column is :
=edemo|ord!'id1829480289?place?BUY_1_ES_FUT_200606_GLOBEX_USD_LMT_1300_{}_DAY_{}_{}_O_0_{}_1_{}_0_0_0_0_0_0_{}_{}_{}_{}_{}_{}_{}_{}_EMPTY_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}'
Nothing happens in the TWS. My connection is valid because I have been able to get the ES quote data into the ticker sheet.
According to TWS help, the order description parameters are as follows:
orderDescription = side_quantity_symbol_secType_exp_strike_right_exchange_orderType_lmtPrice_auxPrice
_timeInForce_ocaGroup_account_open/close_origin_orderRef_transmit_parentId_blockOrder
_sweepToFill_displaySize_triggerMethod_ignoreRth_hidden_
The two don't match up, not sure if this is a problem.
Any suggestions to get this working greatly appreciated.
As a first step I am trying to use the order macro to send off a limit order for the ES futures in twsdemo. In the orders sheet I fill out the order description, run the macro, and the formula it places in the ctrl column is :
=edemo|ord!'id1829480289?place?BUY_1_ES_FUT_200606_GLOBEX_USD_LMT_1300_{}_DAY_{}_{}_O_0_{}_1_{}_0_0_0_0_0_0_{}_{}_{}_{}_{}_{}_{}_{}_EMPTY_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}_{}'
Nothing happens in the TWS. My connection is valid because I have been able to get the ES quote data into the ticker sheet.
According to TWS help, the order description parameters are as follows:
orderDescription = side_quantity_symbol_secType_exp_strike_right_exchange_orderType_lmtPrice_auxPrice
_timeInForce_ocaGroup_account_open/close_origin_orderRef_transmit_parentId_blockOrder
_sweepToFill_displaySize_triggerMethod_ignoreRth_hidden_
The two don't match up, not sure if this is a problem.
Any suggestions to get this working greatly appreciated.