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Sydney, Australia
Posts: 11 since Jan 2010
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Well the first step would be to check out the IB API documentation. They host webinars for API programming, so you may want to wait for them.
Basically, the price ladder would have to do the following:
1. For the selected security, display prices below and above the current price, separated by the correct tick interval.
2. Display the current High and Low
3. Display the current bid
4. Display the current ask
5. Display the price at which the previous transaction was filled.
Once you can do that, try and add some more information, like bid size, ask size and the size of the last order.
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