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CFD BID ASK access over API
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CFD BID ASK access over API

  #1 (permalink)
Elite Member
Munich Germany
 
Futures Experience: Beginner
Platform: MultiCharts .NET,MultiCharts,Amibroker
Broker/Data: Interactive Brokers IQFeed
Favorite Futures: Stocks,Index CFDs
 
Posts: 149 since Aug 2012
Thanks: 81 given, 77 received

CFD BID ASK access over API

I discussed an issue with CFD BID ASK prices not shown in the trade bar
of Multicharts. I was told to discuss it with IB support.
They told me that the version TWS 4.0 Build 9369 is the latest wich supports the
retrieving of CFD data. All newer versions only support it for the underlying.
A request for a CFD price is not transformed to the underlying price within the newest version
of TWS.

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  #2 (permalink)
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cologne, europe
 
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CFuture's Avatar
 
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Why do you want to trade CFDs with some brokerīs data?
I would want to use the data the CFD is priced on.

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  #3 (permalink)
Elite Member
Munich Germany
 
Futures Experience: Beginner
Platform: MultiCharts .NET,MultiCharts,Amibroker
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CFuture View Post
Why do you want to trade CFDs with some brokerīs data?
I would want to use the data the CFD is priced on.

Sorry it is very related to using Multicharts with IB. If I try to trade IB CFDs with MC.
I have to set a symbol mapping, this is used to retrieve the bid.
But with newer version MC is not able to retrieve bids. Indeed you are right internal
the TWS maps this request to the underlying data and gives it back as cfd bid ask.

I hope I was able to clarify my problem and the related solution to it.

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  #4 (permalink)
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Maybe this is a "wanted" technical issue so you canīt latency arbitrage the CFD feed with some faster datafeed.

I made very bad experiences with CFDs and itīs pricings with a very big and well internationally regulated CFD-broker (not IB), when doing some very fine trading days in a row in fast scalping (manipulated pricefeed and executions/platform freezes after that). I am not into TWS and MC but still would be careful with products your broker is counterparty to, even if it is well honoured IB.


Last edited by CFuture; August 11th, 2013 at 03:57 PM.
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  #5 (permalink)
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Futures Experience: Beginner
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CFuture View Post
Maybe this is a "wanted" technical issue so you canīt latency arbitrage the CFD feed with some faster datafeed.

I made very bad experiences with CFDs and itīs pricings with a very big and well internationally regulated CFD-broker (not IB), when doing some very fine trading days in a row in fast scalping (manipulated pricefeed and executions/platform freezes after that). I am not into TWS and MC but still would be careful with products your broker is counterparty to, even if it is well honoured IB.

Hello CFuture,

I totally agree with your statement. Therefore I am testing it right now only with small money. And right now I do not scalp. Until now I have not encountered any differences to trading the real stock, yet. Maybe with bigger position size it can get harder.
I was told by IB that only the old version can be used to export the bid ask of a stock cfd over the api. Because this version maps the bid and ask of the stock to the cfd. Therefore it should theoretically be the same as the stock bid and ask.

Again you are right everybody should be very careful with cfd pricing.
If I encounter a problem with pricing I will just switch to real stocks again.

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  #6 (permalink)
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FB2012 View Post
...
If I encounter a problem with pricing I will just switch to real stocks again.

So you still trading CFDs ?

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  #7 (permalink)
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Yes I still trade CFDs

@Scalpguy

Yes I still trade CFDs and until know I cannot find any reasons why I should not do that.
Ok, when one wants to trade small moves like targets of 3 or 5 ticks i think it is better
use futures.
However, I have to trade stocks and I think for me it is the best way to trade stocks by CFDs.
I think the decission wether to use CFDs or not is a very subjective descission.
Some say they get bad fills using CFDs, however that can happen with real stocks, too.
Until now I still have the feeling (not a fact I do not know how I should prove it) that CFDs on stocks
can be a fair way.

Best regards

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  #8 (permalink)
Elite Member
Helsinki, Finland
 
Futures Experience: Advanced
Platform: SC/CQG, API/Rithmic, TWS
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Posts: 154 since Jul 2010
Thanks: 7 given, 95 received


FB2012 View Post
@Scalpguy

Yes I still trade CFDs and until know I cannot find any reasons why I should not do that...

I occasionally trade stocks too. Tomorrow I will try stock CFDs how they are filling on Interactive Brokers.

Thanks
SG

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