Pulling Data into Excel from IB

FuturesTrader71

FuturesTrader71

Hi folks,

I was wondering if anyone can do me the favor of uploading a sample Excel spreadsheet that would bring in the following data in real time from IB's TWS:

TICK-NYSE
TRIN-NYSE

Advancing Issues
Declining Issues
Up Volume
Down Volume

I have messed with this for a while and am finding out that I'm pretty bad at accessing the data thru Excel. I read some of the stuff they have on their website, but can't seem to pull these Market Statistics up.

Your help is appreciated.
 
Quote from riskarb:

Haven't used it, but well-reviewed:

http://www.cyberxpert.com/downloads.html

You may have to run a "market statistics" page on tws. ->page ->create market scanner ->parameter ->market statistics
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Wow... that is a great app. Works really well with stock symbols, etc. Nice tool to tinker with. I figured out the symbol for the tick to be $TICK-NYSE.NYSE since they consider the market stats to be an index.

I appreciate your help. I will post a spreadsheet with the data for those who might be interested once I get it figured out.
 
Quote from FuturesTrader71:

Wow... that is a great app. Works really well with stock symbols, etc. Nice tool to tinker with. I figured out the symbol for the tick to be $TICK-NYSE.NYSE since they consider the market stats to be an index.

I appreciate your help. I will post a spreadsheet with the data for those who might be interested once I get it figured out.
More...

Cool, glad it worked out.
 
Quote from FuturesTrader71:

Hi folks,

I was wondering if anyone can do me the favor of uploading a sample Excel spreadsheet that would bring in the following data in real time from IB's TWS:

TICK-NYSE
TRIN-NYSE

Advancing Issues
Declining Issues
Up Volume
Down Volume

I have messed with this for a while and am finding out that I'm pretty bad at accessing the data thru Excel. I read some of the stuff they have on their website, but can't seem to pull these Market Statistics up.

Your help is appreciated.
More...

Yo 71'

Since you are a reality tape reader trader and do DDE why not build a SP500: TRIN, ADD/DECL yourself and use NeoTicker to build your own SP500 Tick index

then you getting the direct changes in the SP500 (for reading the ES futures) verus detecting them out of the NYSE indicators which hold 4 times as many stocks and have a great many lags and stale readings aplenty...

you can take the DDE TRIN and ADD formulas created in your DDE and throw them into Sierra Chart to Chart them in real time ($15 a month)... and have them update every 1 second... so they are very real time and ahead of NYSE indicators and more accurate...

cj...

:)
__________________
HAVE STOP - WILL TRADE

If You Have The Vision We Have The Code
 
You are absolutely right. This is something I have considered for the FDAX, YM and ES contracts. I have the fast cash for those products, so pulling the tick, AD/Dec and TRIN for those should be a piece of cake. It is an awful lot of data and processing to do in Excel or to bog down my CQG machine with, but I will give that a shot. The CQG Tick/Trin/breadth are far too slow. The tick is updated every 15 seconds, Trin is 40 seconds and breadth every minute. I noticed IB bringing that data in sooner (every 2 seconds?). The reality of the matter is, I can gain a lot by having them in realtime.

Thanks for planting that thought back into my head. :D
 
Quote from FuturesTrader71:

You are absolutely right. This is something I have considered for the FDAX, YM and ES contracts. I have the fast cash for those products, so pulling the tick, AD/Dec and TRIN for those should be a piece of cake. It is an awful lot of data and processing to do in Excel or to bog down my CQG machine with, but I will give that a shot. The CQG Tick/Trin/breadth are far too slow. The tick is updated every 15 seconds, Trin is 40 seconds and breadth every minute. I noticed IB bringing that data in sooner (every 2 seconds?). The reality of the matter is, I can gain a lot by having them in realtime.

Thanks for planting that thought back into my head. :D
More...

Well, you could use eSig DDE with 500 or more symbols on <b>a separate PC</b> and do the DDE on that to save CPU and freezes from occuring on Important screens on your main PC...

then throw the DDE update data across a short patch cable/network to your charting app and off you go with no CPU embarrassment...

OR also chart it on the same alternate PC that is doing the DDE and just do a Terminal services window tap into it on an extra monitor on your MAIN PC...

i do it with 600 stocks on my DDE with eSig and it takes 30% of CPU only every few seconds....

i am moving to a dual core chip soon and assigning the excel dde exe to one core and my main trading app to the other core..

I do the Fast Cash for the SP500 for its ADD, TRIN, VOLD, NET Change, LAST, etc... gives a better read...

i even chart the 15 second price against the Fast Cash price to see when they jump against each other... interesting...

cj...

ps. creating the tick is a bit tricky...

:)
____________
HAVE STOP - WILL TRADE

If You Have The Vision We Have The Code
 
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