TWS and Excel

August 14th, 2012, 01:25 PM

Hello,

I am using Excel with XLQ plugin for extracting daily data from yahoo and intraday from IB.
I was wondering whether there is any magician who is able to program a way how to automatically send orders from Excel to TWS.

Thanks and successful trading.
Hana

August 14th, 2012, 01:39 PM

hadamkov

Hello,

I am using Excel with XLQ plugin for extracting daily data from yahoo and intraday from IB.
I was wondering whether there is any magician who is able to program a way how to automatically send orders from Excel to TWS.

Thanks and successful trading.
Hana

Check the recorded webinars: https://individuals.interactivebrokers.com/en/general/education/priorWebinars.php?ib_entity=llc

August 14th, 2012, 02:56 PM

Fadi

Check the recorded webinars: https://individuals.interactivebrokers.com/en/general/education/priorWebinars.php?ib_entity=llc

Thanks, I will check out the DDE and Excel API.
H

October 17th, 2012, 09:33 AM

hadamkov

Hello,

I am using Excel with XLQ plugin for extracting daily data from yahoo and intraday from IB.
I was wondering whether there is any magician who is able to program a way how to automatically send orders from Excel to TWS.

Thanks and successful trading.
Hana

Did you resolve your problem? I'm sending Excel to send orders to IB via TwsLink2 (api and function). I'm not an expert at all, but I did succeed to send orders

Now, I'm looking for a way to receive a confirmation that an order as been executed.

Good luck

Martin

This code send a long stop order with a time ( after and before) validation ( order cancel after a given time by IB).
Attached to hit, a stop order is send. It will be activated if the stop entry is activated. It will be cancelled at the same time if the initial order is not triggered within the proper allowed time

Code

 UidParentOrder = _
            TwsLink.PLACE_ORDER(UidContract, Uidorder, Action, OrderType, QT, _
            LimitEntry_Long, StopEntryPrice_1, Duration_Entry, NotTransmit, 0)
        ' Set a commentary string
        
        If GTD <> "" Then
            setOValue = TwsLink.SET_ORDER_VAL(UidParentOrder, 9, GTD, Transmit)
            setOValue = TwsLink.SET_ORDER_VAL(UidParentOrder, 8, GAD, Transmit)
        End If
        Setup = "L"
        setOValue = TwsLink.SET_ORDER_VAL(UidParentOrder, 49, WorksheetFunction.Clean("ETy Lg: " & Iscale & Str(QT / 1000) & "K@" & Str(StopEntryPrice_1) & GTD & " til " & GAD & Space(1) & Setup & Space(1)), Transmit)
       
            
        'MsgBox (UidParentOrder & ", " & 8 & ", " & GAD & ", " & -1)
        
        Uid_StopOrder = _
            TwsLink.PLACE_ORDER(UidContract, Uidorder, ReverseAction, "STP", QT, _
            ExitLimitPrice_2, StopIbEntryPrice_1, Duration_Exit, NotTransmit, UidParentOrder)

October 18th, 2012, 02:50 AM

Thanks Martin,

I gave up

. I am still entering orders manually but it is just a ten-minute procedure each day so I do not worry about it.

H

October 18th, 2012, 05:34 AM

hadamkov

Thanks Martin,

I gave up

. I am still entering orders manually but it is just a ten-minute procedure each day so I do not worry about it.

H

Is your bug is with Excel or with the API?
The best site that I know for Excel help is MrExcel.com... Forum. Can't get better for the price... free

You could try TWSLINK free for 1 month. The site as some example on how to set it. Never work with Ib API directly. A friend of has done it do.

1' First you have to Connect to IB using the proper port

Code

 connected = TwsLink.connect(Host, Port, 1, delayed)

2' You need to get your contract UID (here Eur.Usd)

Code

Sub GetEurUsdUIDConTract()
    If TwsLink Is Nothing Then
        Set TwsLink = CreateObject("twslink2.twslinkCom")
    End If
    UidContract = TwsLink.REGISTER_CONTRACT("EUR", "CASH", "USD", "IDEALPRO", "", "", "", 0#, "", 0, 0#)
   
End Sub

3' Then and only then you would be able to send an order

Code

Sub PlaceA_BuyLimitContract()
    If TwsLink Is Nothing Then
        Set TwsLink = CreateObject("twslink2.twslinkCom")
    End If
    Uid_Buy_Limit = TwsLink.PLACE_ORDER(UidContract, 0, "BUY", "LMT", 30000, 1.3, 0#, "GTC", 1, 0, "", "", -1)
    Uid_Buy_Limit = TwsLink.PLACE_ORDER(UidContract, Uid_Buy_Limit, "BUY", "LMT", 30000, 1.303, 0#, "GTC", 1, 0, "", "", -1)
        
End Sub

October 18th, 2012, 06:56 AM

arjfca

Is your bug is with Excel or with the API?
The best site that I know for Excel help is MrExcel.com... Forum. Can't get better for the price... free

You could try TWSLINK free for 1 month. The site as some example on how to set it. Never work with Ib API directly. A friend of has done it do.

1' First you have to Connect to IB using the proper port

Code

 connected = TwsLink.connect(Host, Port, 1, delayed)

2' You need to get your contract UID (here Eur.Usd)

Code

Sub GetEurUsdUIDConTract()
    If TwsLink Is Nothing Then
        Set TwsLink = CreateObject("twslink2.twslinkCom")
    End If
    UidContract = TwsLink.REGISTER_CONTRACT("EUR", "CASH", "USD", "IDEALPRO", "", "", "", 0#, "", 0, 0#)
   
End Sub

3' Then and only then you would be able to send an order

Code

Sub PlaceA_BuyLimitContract()
    If TwsLink Is Nothing Then
        Set TwsLink = CreateObject("twslink2.twslinkCom")
    End If
    Uid_Buy_Limit = TwsLink.PLACE_ORDER(UidContract, 0, "BUY", "LMT", 30000, 1.3, 0#, "GTC", 1, 0, "", "", -1)
    Uid_Buy_Limit = TwsLink.PLACE_ORDER(UidContract, Uid_Buy_Limit, "BUY", "LMT", 30000, 1.303, 0#, "GTC", 1, 0, "", "", -1)
        
End Sub

Thanks a lot! I think the bug is in my head (or hands

). I will try again as soon as the manual order entry frustrates me again...
Thanks for the link to the forum.
H.

October 20th, 2012, 01:05 AM

hadamkov

Thanks, I will check out the DDE and Excel API.
H

Note that there is now also an ActiveX API that should be faster and more reliable than the older DDE one.

November 12th, 2012, 07:52 PM

Hi,
The templates that come with IB API options are a great starting point. You can achieve all in your wishlist and more with them. As an advisor, i cannot use Ninja anymore as they dont support Multiple accounts. So i had to build my own and I used the ActiveX technology to do it.
All the best!

January 28th, 2016, 09:17 PM

Here is another interesting Excel spreadsheet, based on IB ActiveX API and serves as a template for implementing your trading rules for Interactive Brokers. Also lets you trade manually, I like their bracket orders feature.

Take a look, I've been using it recently and pretty happy with it:

Interactive Brokers Excel Trader - Trading Geeks

TWS and Excel

Discussion in Platforms and Indicators

TWS and Excel