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General: Anyone know how to refrence a webpage and read it?
marinindextrader
Does anyone know how to refrence a webpage and read its content
programatically? A friend of mine was able to read the CME settlement page and get the settlement price for SPoos and Noodles using ensign charting scripts Here is the site: . html It apparently is in a delimited format and can be read. Any ideas on how to do that in VB or C++ Useful for including Net change in your spreadsheets, without relying on a secondary feed or manual entry. Scott |
Re: VB: tickPrice, tickSize...but what about idDetails?
marinindextrader
FollowUp:
I posted this on the IB board: Posted on Thursday, June 13, 2002 - 06:00 pm: ---------------------------------------------------------------------- ---------- Would be really great if IB TAC could expand the array on reqMktData to include most of all of the input. That way a third function could be written to extract back the input data on an id basis. Imagine a scenario whereby what symbol is selected in a certain control, changes the symbol displayed in a grid. In order to populate a cell with expiry for instance, one needs to create an array at reqMktCall that mirrors the calls arguements. In a situation where one uses various ranges of the id spectrum, it becomes cumbersome to sift through the array and extract back out the relevant information when "rolling" through symbols.... tickPrice and tickType should have another sister: tickSpecs(long id, string, symbol, string secType, string expiry, float strike, string right, string exchange, string currency) reqMktData returns a dynamic array whose dimension is defined by the number of unique instances to the call. It returns size and price in this order: bidsize, bidprice, asksize, asksize, lastprice, lastsize. reqMktData(6, # of id's called) appears to be how the array is demensioned I would like that first demension expanded to record the initial calls parameters... Then a code line like the following would populate the relevant cells automatically, substantially reducing application overhead... Tws1_tickSpec(.......) hFlexGrid(1).TextMatrix(id, 3 + tickType) = spec End Sub Thats my gripe... Other than that...Everything is perfect...LOL Scott |
VB: tickPrice, tickSize...but what about idDetails?
marinindextrader
Anyone figure if at all you can pull the ancillary details of a
ticker out reqMarket Data? In other words return the exchange, secType, expiry, strike, right, and currency for the ticker? Sure would make it easier than maintaining an internal array for each ticker id's spec's tickPrice and tickType should have another sister: tickSpecs(long id, string, symbol, string secType, string expiry, float strike, string right, string exchange, string currency) Thats my gripe... Scott |
Re: VB: What is the best structure for the following scenario
marinindextrader
I am an optomist...I agree
Got have a Pet around here....we can name him Proggie Proggie TWSAPI....sounds Italian Sit Proggie!....good boy LOL --- In twsapi@y..., Mohsen Atallah <optequity@y...> wrote: I think the idea is great. You need not take all the code. If it iscriteria rapidly creating a trading solution the infra-structure of which wasrather then reinventing the wheel.trading wrote:system using vb.net. Other are looking for a position-trading improved."That should be one of the great features of this board (i.e., InputOlder versions are retained...as a history to an evolution. acomes from traders and programmers...eventually the project is participate inviable tool, and the evolution continues. theits developement. It is freeware of the best sort. Shaped by Open.minds and experiences of many...freely diseminated. Source Code new part.shapes and directions....perhaps merges back in totality or all thoughthose who wish to contribute, and free in totality. cellunlikely in reality.... project...new updates added...broader examples depicted... |
Re: VB: What is the best structure for the following scenario
Mohsen Atallah
I think the idea is great. You need not take all the code. If it is
modular enough, each one of us can plug his / her own formula or criteria rapidly creating a trading solution the infra-structure of which was already tested by different people in varying scenarios. You can concentrate though on your own trading techniques and research, rather then reinventing the wheel. --- qnolte <q1@...> wrote: A problem with this single approach is that we may have different __________________________________________________ Do You Yahoo!? Yahoo! - Official partner of 2002 FIFA World Cup |
DDE Linking Excel Dircectly to Excel across network
goldensilvermana
I am trying to determine if this is possible, here are some questions
I have. Here what I would like to accomplish: Have TWS running with a spreadsheet monitoring data with conditional orders. I want to run a spreadsheet remotely on another machine that will allow me to monitor the excel instance connected to TWS. This will enable me to have alarms set remotely and have the ability to send changes from one excel instance to another. #2 less desired option have DDE server to link between them Would appreciate any help on this goal. Kent |
NetDDE/Win2000 /NT Issue Fixes
goldensilvermana
I will Post a word doc when I finish my limited research on DDE.
Subject: NetDDE/Win2000 There could be many things going on here to prevent NetDDE communications and it's impossible to cover them all in this venue. For the configuration you've described there is no need to configure a domain and/or winsserver. I'll start with the basics to begin, do the following on all PCs: 1. Ping each of the other respecitve nodes via its name and IP Address and make sure you get 'Reply' messages to each ping. If no 'Reply' messages are recieved then this would need to be addressed on your network so that you do get 'Reply' messsages. 2. Make sure, if possible, that only TCP/IP is the configured protocol. If any other protocols are configured then remove them for now, they can be readded later on if necessary. 3. Make sure the Network DDE, Network DDE DSDM and ClipBook Server services are set for 'Automatic' and have a status of 'started', this can be verified under Control Panel/Services. If any of these services are not 'started' then start them. 4. Make sure your PC names are not embedded with any spaces or longer than 15 characters in length, NetDDE has problems when encountering either of these anomolies. 5. Compare the PCs that are able to get a NetDDE connection to those that don't and make sure the ones that aren't connecting are configured exactly the same as those that do connect. 6. NT Service Pack 4 broke NetDDE, MicroSoft made 'hotfixes' available for Service Packs 4 and 5 to install to fix NetDDE. If possible, make sure any/all NT PC's have SP6a (incorporated NetDDE fix) installed or the respective NetDDE 'hotfix' for SP4 or SP5. 7. Make sure DDEShares (*|*) are defined on ALL PC's, 2000 or NT. I recently found that Win2000 defaults to 16 active NetDDE conversations. The limit is 254. The Microsoft Tech Web has information on how to change it. It involves going into the registry. Once this is fixed, most NetDDE problems seem to go away. NETDDE.EXE fom MS Patches For the Win2000 platform make sure SP2 is installed as there has been known problems with establishing NetDDE communications on Win2000 platforms (Reference MS Article Q272485). Using the Windows NT NetDDE Share Manager (Q114089) ;EN-US;q114089 MSFT DDE Search 3d1033%26CDID%3dEN-US-KB%26PRODLISTSRC% 3dON&Product=win2000&Query=netdde&Queryc=netdde&withinResults=false&sr chstep=0&KeywordType=ALL&Titles=false&numDays=&maxResults=25 These are not recommendations just links do your research before installing patches or what ever.... Kent |
Re: C++ vs. C#.NET vs. VB.NET
goldensilvermana
--- In twsapi@y..., "dtkamp" <dkamp@e...> wrote:
Hi Dion. This could be fun. Let's get all the .NET negatives out in.net does not support DDE, in some applications(perhaps all). I have limited research is there a expert that could enlighten us. |
Re: time stamps
Daniel Rosen
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AW: Re: ALL: raw socket interface
¿ªÔÆÌåÓýScott, ? I agree. In this regard I am a snob. So are the people from IB because they stick on their concept writing their client in Java which works pretty well in my opinion ;-) ? I was following the discussion on this thread about writing software to the IB API in an open source manner.? This will never take off if you are just extending some quickly hacked VB-scripts.? You rather would need a well designed basic model from which you go on by refinement (without disturbing the interfaces defined in the first place).? Java (and may be C# in the future ;-) is an excellent candidate for such a task. ?I don¡¯t know of any open available model written in Java (I know there is one in Eiffel, which is rather academic in my opinion). ? So I am just working on such a model and if there is anybody on the thread who is interested in cooperating I would be happy to communicate my ideas off-line. ? Best regards Gernot ? ? |
Re: ALL: raw socket interface
marinindextrader
Gernot wrote:
" I don't know about VB because I prefer to write in a really structured OO-Language," SNOB! muahahah Just Kidding heheheh Scott --- In twsapi@y..., gernot.ullrich@t... wrote: May be I misunderstood your question. Actually there is a socketany interest out there. |
Re: time stamps
marinindextrader
There aint squat for docs and if you email Qcharts they just say
unless your a QDP member they wont give you support. You can use the object browser on the OCX but it will appear greek unless you know what your dealing with...It will expose all the Objects, Properties and Methods...thats how I started with it... When I got close I was able to get a little help and put the pieces together... I can help you .... Scott --- In twsapi@y..., "Daniel Rosen" <drosen@g...> wrote: Scott, Thanks for the info. Looks like Qcharts is just what I need.sufficient for figuring it out, or is their some docs?QDP developers group...too expensive...but I am a paying member fortheir regular live data service.to QDP for deveolopers, and on top of that, you will still need a Liveand you will need another 80-150 for live data per month! Can youbelieve that?the QDP program....I understand quite a few folks just said screw itand either abandoned QCharts data for further developement, or bailedthough. grid. quickleyWhen I logged on to try it out, the size and price columns andgot out of sync.do thiscompare Last from two sources if desired... Servicecorrect?Or did I miss it? <<> . 05 632198:HM/A=1079284/R=0/*> M=226676.2052966.3526627.1992722/D=egrou pmail/S=1705632198:HM/A=1079284/rand=559238288> |
Re: ALL: raw socket interface
thestattrader
sorry - you are correct. I had only briefly looked at the Java side
(not much involved), and I thought it was sending a serialized Contract object over the socket, but I looked closer at the source and see it's just pulling attributes out from Contract.. this is a lot more basic then i thought, which is good :) i can't wait to until the weekend rolls around so i can mess with it. |
Re: time stamps
Daniel Rosen
¿ªÔÆÌåÓýScott,
Thanks for the info.? Looks like Qcharts is just what I need.? Can I
assume that just looking at the typelib of their OCX is sufficient for figuring
it out, or is their some docs?
?
...
Dan
?
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Re: ALL: raw socket interface
bee_jay_61
That?s what I think too.
My Delphi VCL is also based on sockets but has some more events like OnOrderPlaced, OnOrderFilled, OnOrderCancelled etc. I can?t program in VB but there is a way to use sockets in VB and the use of sockets is much better then the ActiveX. Look at "Winsock API and VB - step by step tutorial for the Visual Basic developers" --- In twsapi@y..., gernot.ullrich@t... wrote: May be I misunderstood your question. Actually there is a socketany interest out there. |
Re: ALL: raw socket interface
hawkfan
There already is a socket interface. I believe thats actually how all but
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the DDE interface are implemented. There is a python interface based on the initial TWS release that included the socket interface at . As far as I know it hasn't gotten much testing. There is also source for the dde library that used to be needed to activate the socket interface there. I'm not sure if its still required. John.. On Wed, 12 Jun 2002, marinindextrader wrote:
Date: Wed, 12 Jun 2002 17:32:16 -0000 |
AW: Re: ALL: raw socket interface
¿ªÔÆÌåÓýMay be I misunderstood your question. ?Actually there is a socket interface (see jts/SocketClient) and the Java Interface uses the Socket Interface too.? I don¡¯t know about VB because I prefer to write in a really structured OO-Language, but I think everything is based on this layer. ? Gernot --- In twsapi@y..., "thestattrader"
<TheStatTrader@y...> wrote:
> I was thining about writing a raw socket interface to TWS, then folks > could hit it with perl, c, etc... thought I'd see if there was any > interest out there. > StatTrader ? |
Re: ALL: raw socket interface
marinindextrader
That would be awsome...and when your done I will write the VB class
that connects to it We can add it to the pet rock --- In twsapi@y..., "thestattrader" <TheStatTrader@y...> wrote: I was thining about writing a raw socket interface to TWS, thenfolks could hit it with perl, c, etc... thought I'd see if there was any |
Re: time stamps
marinindextrader
I am using the Qcharts OCX and Qcharts feed. I am not part of the QDP
developers group...too expensive...but I am a paying member for their regular live data service. I have their OCX and have code that calls for the data. There OCX registers as a result of Qcharts installation, and the object, property and method syntax can be had. There has been change in the wind at Q with the switch from Qfeed to QDP for deveolopers, and on top of that, you will still need a Live Data subscription. QDP is delayed, but also includes 24 hour simulators allowing for testing outside of normal market hours.... QDP has an initiation fee of 300 bucks, costs 160 bucks a month, and you will need another 80-150 for live data per month! Can you believe that? Qcharts and Lycos Pissed alot of people off when they instituted the QDP program....I understand quite a few folks just said screw it and either abandoned QCharts data for further developement, or bailed altogether.... You can also grab DDE data from Q if you want under the normal subscription....thier DDE feed and thier XLS plug-in do not use VBA from what I can tell...it looks like all XLS type scripts... Of course you will need Qcharts membership...starts at 80 bucks + exchange fees. Emini is available for 10 bucks. TAL has an excellent developers program, and a very reliable feed from what I understand...more than I can say for Q. Bit pricey though. Scott --- In twsapi@y..., "Daniel Rosen" <drosen@g...> wrote: Which data provider do you use that has an ActiveX component?do so otherwise would in essence make IB a data provider.was able to bring in a secondary feed. I can now print a TOS grid, and |