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} Hello. I'm a seasoned vb programmer and I've been trading with IB } for a long while. I'm thinking about writing a fully automated } Market Making application that posts bids/asks automatically. I have } to admit, although I would have no problem writing the software } (which I don't mind sharing with everyone), I don't think I know } enough about market making. In general, when I try to post a test 10- } share sell/buy on a NASDAQ stock inside the bid/ask spread, it } doesn't seem to show up on the Bid/Ask. Is this because I'm not } posting lots? or is there some other restriction. I would love to } hear from people with similar interest, and get a move on this } project if it is feasible. } } Cheers, } } JS Glad to hear you consider yourself to be `seasoned'. :-) NASDAQ doesn't show orders less than 100 shares. Try Island and the Island book if you want to play with tiny trades. Richard

Please do not confuse everyone with posting another board or splitting it off. Take care. __________________________________________________ Do You Yahoo!? Yahoo! - Official partner of 2002 FIFA World Cup http://fifaworldcup.yahoo.com

ThanX Andrew..

Scott, the problem with your code is that if you put orders through? one after the other, TWS will complain about the duplicate order as they will be (the orderid i mean) separated by 1 to 2 seconds(numbers apart) another way is to Public gblOrderId&() DIM IC% ? ReDim Preserve gblOrderId(IC) IC = IC + 9 gblOrderId(IC) = DatePart("YYYY", Date) & DatePart("M", Date) & DatePart("Y", Date) & IC ? This way you know the day of the year and all orders of that day, and you cancel any orders that not filled through the gblOrderId() array. Of course, you would need to monitor it through the OrderStatus event. ? Thanks David PS Andrew your comments about sharing and not sharing are disturbing... when I helped you i did know that you had something to offer (AI). Just go with the flow... you may enjoy it. I would not mind seeing your bit on AI anyway.

cheer up Andrew... you have got the guts to say sorry... That's a lot, at least in my eyes. David

hi.. I have read your E-mails.. I was wrong.. We do not need another group.. I didn't mean to offend anyone...I'm sorry if I have... I'm with you .. TWS API for VB is gone now.. Andrew

I am not sure what you are trying to accomplish, I don't think we need to splinter this topic. ? If people want to post they will, lets keep the focus of this to create stand alone programs, not complaining that nobody is posting code. There already have been some posts regarding requests for code. You can't force people to post code through exclusion. ? As far as response is concerned, on 6/21 David matched you post for post trying to assist you with your problem. ? Needless to say Scott is the glue that holds this board together. ? If I haven't made my opinion clear I think it is a mistake to create another group. ? Sincerely, ? Bruce Hawkins

I am going to have a beer now. Thanks to whoever brought up the whole order id question.... I needed to start working on this and his question forced my day to focus on and understand the order process... Scott <----------tossing back a Boddingtion Ale Service.

Andrew, Go here and download this: 1_Project_PlaceOrder.zip http://groups.yahoo.com/group/twsapi/files/ To All: I havnt spent much time at all on the placeOrder routine...that is coming this week for me. However here is my take on the whole affair after some quick study of the methods. The next valid Id call is made right after startup. If it is the first time you have started IB for the day and have had no open orders, the next valid id will be 0. If you have made orders the last order id you placed will be incramented by 1... That having been said..If you are making your first trade you can assign anything you please as an order id...the key is to incrament it each time a trade is made. If and when you logged off to go to lunch for instance, then upon relogging, that is when the next valid id comes into play. Of course your system could save the information in the registry or whatnot and you more than likely could recall your own last id and go from their...the bottom line is that the order id's must ascend in relative value to one another...that is really the crux of it...relogging in will fetch the next valid id.. All that having been said, let me share some code with you on how I would handle incramenting the id and storing relevant order information.... Assume your first chosen id is 3030. More on choosing id#'s later; read footnote at bottom. Here is what happens. You place the order and it is sent upstream to IB and they record your chosen order id. If you relogged and captured the next valid id it would read 3031..but your not going to relog each time to fetch an id so you have to handle the incramenting your self. Now...you can incrament by whatever you choose...1, 5 10 etc...it is a Long type value so you will be limited to a ceiling of 2,147,483,647...LOL shouldn't be a problem with whatever creative method you choose to craft id's So on to te crux of the matter.... First off I would create a module that tracks your order id and all order information. Second I would create a Form level sub to handle the Tws1.place order call... I would post the code but its easier to just download the project: http://groups.yahoo.com/group/twsapi/files/1_Project_PlaceOrder.zip Scott Owner TWS API Yahoo Discussion Forum

Thanks once again Scott, ? Bruce

Hello I just started new group based on great twsapi. It is not any competition to existing group just extention for VB programmers and newbies. TWS_AP_VB will filter users and will focus on VB ONLY supporting twsapi. I am seting the TWS_AP_VB as membership only but everyone who will POST a sample or partial code on twsapi for VB can join. I hope this will seperate ppl who want to share from all others who just want to TAKE. Again.. THIS IS NOT A NEW GROUP.. if you just need help or advice twsapi is the main group for all of us. any Q ?? contact me direct multicen2002@...

Yes,? I agree any code examples that can be posted are greatly appreciated. Its frustrating when you ?know the info is out there but you can't get to it. ? I realize some people are trying to come up with a program to market to people who don't want to invest the time to build there own. ? But I can't imagine all 200 plus members of this board are going to do that, so what would it hurt to throw out a few scraps of code? The people struggling with? creating there own programs are not the competition, I could care less about marketing a standalone for TWS I just want a program that I can tweak to my satisfaction. ? Thank you Scott for your effort and postings of files. ? Sincerely, ? Bruce

All I can offer is this post from the IB board from Jaba,

Are there any IT people that have access to a polling system we can use (to enhance and push forward the development of a trading interface)or have any ideas on anyone who does? Looking for low cost solution. Idea: Team would send in ideas on polling questions that they would like answered and then vote on the items that would be put into the polls. They would have control of the questions asked and the results would be a benifit to them rather that someone else. IB has not volunteered yet to do this(specific) surveys. Posted thread items: (1) All interested parties need to make a list of what problems they want solved. IB request( no response) 1. Sponsor specific surveys (trading interface) to find out what are the major goals of IB's users that are real serious about a trading interface.

will you add a code line to your post ?? or sample to file area?? It will take you extra 2 more minutes. Thanx Andrew

How do I get? Tws.ocx on to a new form? ? I tried the?following on the Demo and it worked except I have to keep increasing the order ID to place more orders. ? Call Tws1.placeOrder(3030, "BUY", 1, "ES", "FUT", "200209", _ 0, "", "GLOBEX", "", "LMT", 1000.00, 0) ? How do you work around this? ? Any input appreciated, ? Bruce ? P.S. The form I am using now (which was a simple Demo I got from Jaba) I beleive has an earlier ver. of Tws.ocx

Special thanx to users for trying to solve BUY/SALE/CANCEL code lines for VB OCX. Nothing works .... It look like nobody knows or want to share a sample VB PROJECT in files area showing PROPER USE of: Tws1.placeOrder Many of us are not experienced in programming but we can modify a sample project. If there is a single person in this Group which can write a sample project with: Auto orderID numbering, BUY at ask , sale at BID and cancel odrer buttons PLEASE RESPOND. We do not want to know how you trade. All we need is your technical advice. Is this not why this TWS API group exists ?? Or maybe I am wrong?? TO OTHER USERS : PLEASE SUPPORT MY REQUEST by posting SUPPORT message Thanx everybody. Andrew

The following code has been posted as a BAS module in the files section: http://groups.yahoo.com/group/twsapi/files/ It is the topmost item on the list This module and the form code with it, will dynamically manage an array of all tickers called. It will update the array with tickPrice and tickSize events, and gives functions for deleting tickers that are no longer needed. It will not allow the duplicate call of a ticker. If you use identical tickers in several locations this will cut overhead The use of filter arrays to post tickPrice and tickSize eliminate the need for any conditional statments in the tickPrice tickSize TWS subs. One line of code keeps the array up to date. The cancel market data sub has some flags particular to my program. They can be eliminated and the sub can be passed the symbol as an arguement from elswhere in your program... Scott Yahoo TWS API The top commented section goes in the form that holds the TWS API, the rest would be put in a module. code follows: ''REQ MARKET DATA SUB ON MAIN FORM 'Private Sub reqMarketData() ' ' ' contract description vars ' Dim TWSsymbol As String, TWSsecType As String, TWSexpiry As String ' Dim TWSstrike As Single, TWSright As String, TWSexchange As String ' Dim TWScurency As String ' ' Dim Mirror(7) As Variant 'static; only passed in a sub call ' Dim Update() As Variant 'must be dynamic for assignment ' ' ReDim Update(1) ' ' 'assign security description ' TWSsymbol = m_newSymbol ' TWSsecType = cmbSecType.Text ' TWSexpiry = expiryAlphaToNum(cmbYear.Text & cmbMonth.Text) ' TWSstrike = 0 ' TWSright = "" ' TWSexchange = cmbExchange.Text ' TWScurency = "" ' ' 'assign values to the Mirror array, id ommitted; will be assigned ' Mirror(1) = TWSsymbol: Mirror(2) = TWSsecType: Mirror(3) = TWSexpiry ' Mirror(4) = TWSstrike: Mirror(5) = TWSright: Mirror(6) = TWSexchange: Mirror(7) = TWScurency ' ' 'pass Mirror out to module level function ' Update = Fxn_UpdateReqMarketArray(Mirror) ' ' 'evaluate results and call new ticker if needed ' If Update(1) Then ' Call Tws1(0).reqMktData(Update(0), TWSsymbol, TWSsecType, TWSexpiry, TWSstrike, _ ' TWSright, TWSexchange, TWScurency) ' ' 'this sub goes out onto the web and fetches Open, High, Low, Close ' 'using a Winsock Connection ' Call Init_GetClose(UCase(TWSsecType), LCase(TWSsymbol), TWSexpiry) ' ' 'the results are added to the master tick array ' 'you can find this code in the files section as GetClose.zip ' 'http://groups.yahoo.com/group/twsapi/files/ ' End If ' ' 'release the Mirror array ' Erase Mirror ' 'End Sub ' ''CANCEL MARKET DATA SUB ON MAIN FORM 'Private Sub cancelMktData() ' ' Dim bInUseTab As Boolean ' Dim bInUseGrid As Boolean ' Dim id As Long ' ' 'these two functions are specific to my program...similar functions would be ' 'crafted for your use if required; or you could pass the old symbol into the ' 'sub as an arguement; either way they are optional...you just need a symbol ' ' bInUseTab = Fxn_CheckForTabUse(m_oldSymbol) 'checks if still used (Tabs) ' bInUseGrid = Fxn_CheckForGridUse(m_oldSymbol) 'checks if still used (Grid Pages) ' ' 'if no longer needed then remove it ' If Not bInUseTab And Not bInUseGrid Then ' ' 'get the id# from the Req Market Array ' id = Fxn_GetOldSymbolID(m_oldSymbol) ' ' 'remove from the Req Market Array by id# ' Call Remove_ReqMarketArray(id) ' ' 'cancel the data stream using the id# ' Tws1(0).cancelMktData id ' ' End If ' 'End Sub ' ''TICKPRICE SUB ON MAIN FORM 'Private Sub Tws1_tickPrice(Index As Integer, ByVal id As Long, ByVal tickType As Long, _ ' ByVal price As Single) ' ' Call Update_ReqMarketArrayPrice(Index, id, tickType, price) ' 'End Sub ' ''TICKSIZE SUB ON MAIN FORM 'Private Sub Tws1_tickSize(Index As Integer, ByVal id As Long, ByVal tickType As Long, _ ' ByVal size As Long) ' ' Call Update_ReqMarketArraySize(Index, id, tickType, size) ' 'End Sub 'THE ABOVE CODE GOES ON THE FORM WHERE YOUR TWS API MODULE IS 'MODULE THAT MAINTAINS THE ARRAYS Option Explicit Private arrReqMarket() As Variant 'this is the Master Working array Private arrIndex() As Integer 'this array keep matches id's with an index value Private arrTranslator(5) As Integer 'this array is a filter for tickTypes 'SUB TO INITIALIZE THE VARIABLES Sub Init_VarsReqMarketMod() 'called on form load ReDim arrReqMarket(19, 0) 'the Value of this translator array is evident in the tickPrice and tickSize subs 'tickPrice bid-last-ask arrTranslator(1) = 8: arrTranslator(4) = 9: arrTranslator(2) = 10 'tickSize, bid-last-ask arrTranslator(0) = 11: arrTranslator(5) = 12: arrTranslator(3) = 13 End Sub 'FUNCTION TO ADD ELEMENTS TO ARRAY Function Fxn_UpdateReqMarketArray(ByRef Mirror() As Variant) As Variant() Dim iTemp As Integer Dim bMatch As Boolean Dim tempArray(1) As Variant Static id As Integer 'make static to remember 'searches the array and if mirror doesnt match adds an element For iTemp = 0 To UBound(arrReqMarket, 2) If arrReqMarket(1, iTemp) = Mirror(1) Then If arrReqMarket(2, iTemp) = Mirror(2) Then If arrReqMarket(3, iTemp) = Mirror(3) Then If arrReqMarket(4, iTemp) = Mirror(4) Then If arrReqMarket(5, iTemp) = Mirror(5) Then If arrReqMarket(6, iTemp) = Mirror(6) Then If arrReqMarket(7, iTemp) = Mirror(7) Then bMatch = True tempArray(0) = -1 tempArray(1) = False 'assignment..don't add Fxn_UpdateReqMarketArray = tempArray Debug.Print "perfect match" End If End If End If End If End If End If End If Next iTemp 'add a ticker if above is false If Not bMatch Then 'add array element 'incrament id by 1 id = id + 1 arrReqMarket(0, UBound(arrReqMarket, 2)) = id 'copy over the Mirror For iTemp = 1 To UBound(Mirror) arrReqMarket(iTemp, UBound(arrReqMarket, 2)) = Mirror(iTemp) Next iTemp 'Redim the ReqMarket array in preperation for next ticker ReDim Preserve arrReqMarket(UBound(arrReqMarket), UBound (arrReqMarket, 2) + 1) 'update the index finder array Call Update_IndexArray 'optional...just want to make sure the memory is released Erase tempArray 'assign results tempArray(0) = id tempArray(1) = True 'send back to ReqMarket Sub Fxn_UpdateReqMarketArray = tempArray End If End Function 'SUB TO REMOVE TICKERS Sub Remove_ReqMarketArray(ByVal id As Integer) Dim iTemp As Integer, iTemp2 As Integer Dim tempArray As Variant 'prep the tempArray for duty ReDim tempArray(UBound(arrReqMarket), 0) 'copy over all tickers that dont match the id to be removed For iTemp = 0 To UBound(arrReqMarket, 2) If id <> arrReqMarket(0, iTemp) Then For iTemp2 = 0 To UBound(arrReqMarket) tempArray(iTemp2, UBound(tempArray, 2)) = arrReqMarket (iTemp2, iTemp) Next iTemp2 'add a slot and loop again ReDim Preserve tempArray(UBound(arrReqMarket), UBound (tempArray, 2) + 1) End If Next iTemp 'assign the results and remove the tempArray arrReqMarket = tempArray Erase tempArray 'update the index finder array Call Update_IndexArray End Sub 'KEEPS THE INDEX FINDER ARRAY UP TO DATE Sub Update_IndexArray() Dim iTemp As Integer, MaxID As Integer, id As Integer Dim tempArray() As Integer 'find the highest id number For iTemp = 0 To UBound(arrReqMarket, 2) If arrReqMarket(0, iTemp) > MaxID Then MaxID = arrReqMarket(0, iTemp) End If Next iTemp 'dimension the temp array ReDim tempArray(MaxID) 'match the id with index For iTemp = 0 To UBound(arrReqMarket, 2) id = arrReqMarket(0, iTemp) tempArray(id) = iTemp Next iTemp 'assign index and remove the tempArray arrIndex = tempArray Erase tempArray End Sub 'FEEDS THE REQ MARKET ARRAY WITH PRICE INFO Sub Update_ReqMarketArrayPrice(ByVal Index As Integer, ByVal id As Integer, ByVal tickType As _ Integer, ByVal price As Single) 'update the Req Market array with each tickPrice; automatically arrReqMarket(arrTranslator(tickType), arrIndex(id)) = price End Sub 'FEEDS THE REQ MARKET ARRAY WITH SIZE INFO Sub Update_ReqMarketArraySize(ByVal Index As Integer, ByVal id As Integer, ByVal tickType As Integer, _ ByVal size As Integer) 'update the Req Market array with each tickSize; automatically arrReqMarket(arrTranslator(tickType), arrIndex(id)) = size End Sub 'FINDS THE SYMBOL ID GIVEN THE SYMBOL Function Fxn_GetOldSymbolID(f_oldSymbol) As Integer Dim iTemp As Integer 'go find the id# 'match with symbol For iTemp = 0 To UBound(arrReqMarket, 2) - 1 If arrReqMarket(1, iTemp) = f_oldSymbol Then 'assignment Fxn_GetOldSymbolID = arrReqMarket(0, iTemp) Exit For 'bail out End If Next iTemp 'this Finder function could take an array as an arguement if you want an 'all points match similiar to the Fxn_UpdateReqMarketArray function above End Function

I use the demo accounts with the standalone TWS all the time: Login: cdemo for futures and edemo for stocks. Password: demouser for both --- marinindextrader <marinindextrader@...> wrote: __________________________________________________ Do You Yahoo!? Yahoo! - Official partner of 2002 FIFA World Cup http://fifaworldcup.yahoo.com

Option Explicit ' contract description vars Dim id As Long Dim symbol As String Dim secType As String Dim expiry As String Dim strike As Long Dim right As String Dim exchange As String Dim curency As String Dim port As Long Private Sub Command1_Click() Tws1.reqMktData id, symbol, secType, expiry, strike, right, exchange, curency Label23.ForeColor = vbGreen Label23.Caption = "connected" End Sub Private Sub Command2_Click() Tws1.cancelMktData id Label23.ForeColor = vbRed Label23.Caption = "disconnected" End Sub ** BAD CODE ** Private Sub Command4_Click() Call Tws1.placeOrder(3030, "BUY", 1, "ES", "FUT", "200209", "", "", "GLOBEX", "", "LMT", 0, 0) End Sub Private Sub Form_Load() 'Here I have set all of the values as static constants for demonstration purposes port = 7496 'this is the port number you wrote down id = 1 ' symbol = "ES" secType = "FUT" expiry = "200209" strike = 0 right = "" exchange = "GLOBEX" curency = "" Tws1.Connect "", port 'This must be the very first thing that is called End Sub '------------------------------------------------------ ' PRICES '------------------------------------------------------ Private Sub Tws1_tickPrice(ByVal id As Long, ByVal tickType As Long, ByVal price As Single) 'Dim oldprice 'Dim lastprice 'If tickType = LastPriceID Then 'If price > oldprice Then 'Label26.BackColor = vbRed 'End If 'oldprice = price 'End If 'End Sub '* 'PRICE -last transaction '* Dim LastPrice If id = 1 Then 'reference the reqMktData call by its id number If tickType = 4 Then LastPrice = price Label1.Caption = Format(LastPrice, "0.00") End If End If '* 'PRICE - BID '* Dim BIDPrice If id = 1 Then 'reference the reqMktData call by its id number If tickType = 1 Then BIDPrice = price Label3.Caption = Format(BIDPrice, "0.00") End If End If '* 'PRICE - ASK '* Dim ASKPrice If id = 1 Then 'reference the reqMktData call by its id number If tickType = 2 Then ASKPrice = price Label4.Caption = Format(ASKPrice, "0.00") End If End If End Sub '------------------------------------------------------ ' SIZES '------------------------------------------------------ '* 'SIZE - LAST '* Private Sub Tws1_tickSize(ByVal id As Long, ByVal tickType As Long, ByVal size As Long) If id = 1 Then 'reference MUST BE 1 If tickType = 5 Then 'Label2.Caption = Format(size, "000000") Label2.Caption = size End If End If '* 'SIZE - BID '* If id = 1 Then 'reference MUST BE 1 If tickType = 0 Then Label5.Caption = size If size > 10 Then Label7.Visible = True Else Label7.Visible = False End If If size > 20 Then Label8.Visible = True Else Label8.Visible = False End If If size > 30 Then Label9.Visible = True Else Label9.Visible = False End If If size > 40 Then Label10.Visible = True Else Label10.Visible = False End If If size > 60 Then Label11.Visible = True Else Label11.Visible = False End If If size > 100 Then Label12.Visible = True Else Label12.Visible = False End If If size > 140 Then Label13.Visible = True Else Label13.Visible = False End If If size > 180 Then Label14.Visible = True Else Label14.Visible = False End If If size > 240 Then Label15.Visible = True Else Label15.Visible = False End If If size > 320 Then Label16.Visible = True Else Label16.Visible = False End If If size > 440 Then Label17.Visible = True Else Label17.Visible = False End If If size > 560 Then Label18.Visible = True Else Label18.Visible = False End If If size > 680 Then Label19.Visible = True Else Label19.Visible = False End If If size > 800 Then Label20.Visible = True Else Label20.Visible = False End If If size > 1200 Then Label21.Visible = True Else Label21.Visible = False End If If size > 2000 Then Label22.Visible = True Else Label22.Visible = False End If End If End If '* 'SIZE - ASK '* If id = 1 Then 'reference MUST BE 1 If tickType = 3 Then Label6.Caption = size End If End If End Sub