Submit orders to IB from textfile

S

sheepsucker

Hi,

My strategies are written in R and they generate the desired positions to a textfile.

Does anyone know of a program or script that could take a textfile as input and send the orders to IB TWS? This script/program could be written in any language.

I will schedule the script to run every 5 minutes. I can easily modify the format of the textfile.

This seems such a common need that I decided to ask here before I proceed to write one myself.
 
People did something like that with Tradestation 2000. I don't recall the details. It was the inelegant solution that worked just fine.

I'm familiar with Sierracharts, a script can indeed read/write text files and interface them to IB's API.

Hyperorder was the thing a few years ago but I don't know if it's supported anymore http://www.hypertrader.it/hyperorder.shtml

Tradelink is open source, it might work for you somehow..
 
My application does that (although it's not much used for that purpose).

[
In the "Order enqueuer" (gear icon) you can specify to read a given file called "MyOrders.txt" placed in a given folder. At any change of the file (creation/change), any order not earlier enqueued would be scheduled for execution. It can be executed either at given price or current price. Order format is like:

0001 AAPL STK IBIS_EUR BUY 1 @ 504.15
0002 AAPL STK IBIS_EUR SELL 1 @ 504.95
0003 AAPL STK NASDAQ_USD BUY 1 @ 663.14
0004 AAPL STK NASDAQ_USD SELL 1 @ 663.21
0005 AGQ STK ARCA_USD BUY 1 @ 57.68
0006 AGQ STK ARCA_USD SELL 1 @ 57.71
]

You can <a href="http://www.datatime.eu/public/gbot/#copyrequest">request</a> it freely to experiment.
 
Thank you all for your suggestions! Will look into them to see if I can avoid re-inventing the wheel this time.

No suggestions for scripts using the R package IBrokers so far? The rest of my algorithms are in R, altough that doesnt actually matter in this case.
 
"""
NYSE,ibm,108.22,BUY,400
SMART,msft,38.36,BUY,300
"""
f=open('c:/tmp/orders.txt')
for x in f.readlines():
v=x.split(',')
order = Order(v)
twsclient.placeOrder(order)


PM me if you want the Order() and twsclient code
 
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