As promised in my previous posting here the ZeroVersion 2,01 of my ExcelTicker.
Tick by tick data on TWS
- Thread starter e-miNY
- Start date
Thanks Martin,
Finding my way round slowly....ironicaly I used to be a software engineer many years ago. The whole environment takes getting used too for us old timers. Of course nowadays its just a case of learning 5000 odd API calls and passing the correct parameters. I prefer the old way ;-)
Looking at things I am guessing it might be as easy to do it in something like visual studio. I guess it has controls for grids of figures graphs etc.
Cheers,
Nick
Finding my way round slowly....ironicaly I used to be a software engineer many years ago. The whole environment takes getting used too for us old timers. Of course nowadays its just a case of learning 5000 odd API calls and passing the correct parameters. I prefer the old way ;-)
Looking at things I am guessing it might be as easy to do it in something like visual studio. I guess it has controls for grids of figures graphs etc.
Cheers,
Nick
Hi Nick,
with latest VisualStudio2005 you really can do great things. And instead of costing hundrets of Dollars for earlier versions it's even free (ExpressVersion).
Nevertheless I think it's not advisable to learn that new stuff for a trader. Versions too often change so you keep learning and learning loosing valuable trading time.
Better keep it simple. As long as possible do it with Excel using the knowledge you already have.
That's my opinion.
Regards, Martin
with latest VisualStudio2005 you really can do great things. And instead of costing hundrets of Dollars for earlier versions it's even free (ExpressVersion).
Nevertheless I think it's not advisable to learn that new stuff for a trader. Versions too often change so you keep learning and learning loosing valuable trading time.
Better keep it simple. As long as possible do it with Excel using the knowledge you already have.
That's my opinion.
Regards, Martin
Forget to say.
They are not really 0.2-0.3 bar chart.
It should be 0.2-0.3 line chart due to the fact IB returns only close (Highs and lows are missing).
You are right, Henry, until now IB delivers data bars without low and high. They call it 'snapshot' taken every 0.2 to 0.3 seconds.
But IB accepted improvement proposal number 1035 of kiwi_trader, so there might be hope that we'll get additional high and low soon.
With real high and low bars charting these data individually in Excel, as discussed above, would lead to even better results.
But IB accepted improvement proposal number 1035 of kiwi_trader, so there might be hope that we'll get additional high and low soon.
With real high and low bars charting these data individually in Excel, as discussed above, would lead to even better results.
OK,
I am seeing a couple of things on DAX with IB that concern me. DAX is pretty thin so should have no problem keeping up. Every now and then I get a tick with 100's if not 1000+ contracts. This is like getting 1000 on ER are YM it hapens a few times a day. I guess it must be due to aggreagating (Does Eurex aggregate ? I believe so).
The wierd thing is that this often leaves the bid and ask unchanged. It's like a block trade.
Strange.
I am seeing a couple of things on DAX with IB that concern me. DAX is pretty thin so should have no problem keeping up. Every now and then I get a tick with 100's if not 1000+ contracts. This is like getting 1000 on ER are YM it hapens a few times a day. I guess it must be due to aggreagating (Does Eurex aggregate ? I believe so).
The wierd thing is that this often leaves the bid and ask unchanged. It's like a block trade.
Strange.
I'm not seeing any problems with IB DAX data. In fact I can't rememebr the last time I saw any problems with IB DAX feed. Are you using cumulative VOLUME events to calculate bar volume ? Using LAST_SIZE events is not reliable.
As the rollover date for DAX approaches you will often get big blocks. It's a real nuisance and you should consider filtering above a certain size.
can we add / change symbols (idealpro)?