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I did not follow this entire thread, but here's the relevant portion to get
IB running?
INSTRUCTIONS:
NOTE: Interactive Brokers TWS is CPU-hungry application, therefore for best
results we recommend using machine with 1GHz processor or faster.
To use Interactive Brokers data plugin with AmiBroker you need to:
1. download IB plugin from:
http://www.amibroker.com/bin/ib168/IB.dll
Current STABLE version of IB.DLL: 1.6.8 (October 10, 2006)
and copy it to PLUGINS subfolder of AmiBroker directory.
2. run web-based TWS or download standalone TWS
<http://www.interactivebrokers.com/cgi-pub/loginControl.pl>
3. In TWS, select Configure -> API -> Enable Active X and Socket
clients
Also enter 127.0.0.1 in TWS, Configure->API->Trusted IP addresses menu to
prevent "Allow incoming connection?" dialog.
4. Run AmiBroker and create new database with Interactive Brokers
plugin as a data source, following these steps:
* Run AmiBroker
* Choose File->New database
* Type a new folder name (for example: C:\Program Files\AmiBroker\IB
) and click Create as shown in the picture below:
* Choose InteractiveBrokers(r) data Plug-in from Data source combo
and "Enable" from Local data storage
* Enter 30000 or more into "Number of bars to load" field
* Now choose Base time interval. Supported intervals are: EOD,
hourly, 15-minute, 5-minute, 1-minute. Professional Edition of AmiBroker
allows also to select Tick, 5-second, 15-second intervals.
Note that backfill is in bar interval of 1-minute or less (TWS limitation).
If you want to have long daily histories AND intraday charts you should
consider running TWO instances of AmiBroker. One for EOD charts and second
for intraday charting. Both instances may use IB as a data source.
* Click OK.
>From now on your AmiBroker reads quotes directly from the Interactive
Brokers.
_____
SYMBOLOGY
Symbol format now uses the symbol mode of TWS, not the underlying mode. The
symbol mode in TWS can be seen in the 'View->Symbol Mode' menu option in
TWS.
The format is: SYMBOL-EXCHANGE-TYPE
where
SYMBOL is the same as the symbol column as displayed in TWS while under
symbol mode
EXCHANGE (optional) is the exchange d in TWS while under symbol mode
TYPE (optional) is one the following:
STK - stocks, FUT - futures, FOP - options on futures, OPT - options, IND -
indexes, CASH -cash (ideal FX)
Note that for stocks only the EXCHANGE and TYPE fields are optional. The
exchange will be set to BEST (SMART) and the TYPE will be set to STK.
Please take special care when typing symbols as some of them (futures) have
MULTIPLE SPACES in the symbol name. You have to type EXACTLY THE SAME number
of spaces as provided in the examples below
(see the dashes below symbol name that make it easier to see the number of
characters)
Examples:
IB SYMBOL
Type
Description
CSCO
Stock
Cisco Corporation, Nasdaq
GE
Stock
General Electric, NYSE
VOD-LSE
Stock
VODAFONE GROUP, London Stock Exchange
ESM4-GLOBEX-FUT
Future
Emini ES Jun04 futures, Globex
QQQFJ-CBOE-OPT
Option
Jun 04, 36.0 CALL option QQQFJ
INDU-NYSE-IND
Index
Dow Jones Industrials Index
YM JUN 04-ECBOT-FUT
--- -
Future
YM Jun 04 future, ECBOT
(note 3 spaces between symbol and month and 1 space between month and year)
QMN5-NYMEX-FUT
Future
QM (Crude) June 2005 future contract, NYMEX
EUR.USD-IDEAL-CASH
EUR.USD-IDEALPRO-CASH
Cash Forex
EURUSD currency pair, IDEAL
EURUSD currency pair, IDEALPRO
Again:
ECBOT futures symbols have length of 21 characters with 3 spaces between
contract symbol and month name and one space between month and 2 digit year
Contract
3 spaces
Month
spa
ce
Year
-
E
C
B
O
T
-
F
U
T
Z
B
J
U
N
0
4
-
E
C
B
O
T
-
F
U
T
Z
F
J
U
N
0
4
-
E
C
B
O
T
-
F
U
T
Z
N
J
U
N
0
4
-
E
C
B
O
T
-
F
U
T
Y
M
J
U
N
0
4
-
E
C
B
O
T
-
F
U
T
NOTES ON IB API LIMITATIONS:
1. Backfill is available for REAL IB accounts only (not on demo)
2. Open price is NOT provided by IB. For that reason Open field is empty in
real time quote window
3. The data from IB does not include a timestamp on the trades. The current
system time is used to timestamp each tick.
4. IB TWS streaming data are NOT tick-by-tick, but rather 0.2-0.3 second
snapshots, read this for details:
http://www.interactivebrokers.com/cgi-bin/discus/board-auth.pl?file=/2/37364
.html
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxxxxxxxx [mailto:amibroker@xxxxxxxxxxxxxxx] On Behalf
Of toxutao
Sent: Wednesday, January 10, 2007 09:05
To: amibroker@xxxxxxxxxxxxxxx
Subject: Re: [amibroker] Re: How to switch the realtime datafeed account ?
Hi, I checked the page but can not find the relevant material
----- Original Message -----
From: Terry <mailto:MagicTH@xxxxxxxxxxx>
To: amibroker@xxxxxxxxxxxxxxx
Sent: Wednesday, January 10, 2007 11:11 PM
Subject: RE: [amibroker] Re: How to switch the realtime datafeed account ?
Instructions about halfway down after the release notes:
http://www.amibroke <http://www.amibroker.com/ib.html> r.com/ib.html
--
Terry
-----Original Message-----
From: amibroker@xxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx> ps.com
[mailto:amibroker@xxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx> ps.com] On
Behalf
Of itmwh
Sent: Wednesday, January 10, 2007 07:24
To: amibroker@xxxxxxxxx <mailto:amibroker@xxxxxxxxxxxxxxx> ps.com
Subject: [amibroker] Re: How to switch the realtime datafeed account ?
I checked port of the TWS of account 2, it is 7496. But still it can
not switch in to feed the data when TWS of account 2 has been
closed.
I also noticed there is a dialogue of "client ID" in the IB plugin
setup of the database setting, but that dialogue seems unable to
designate the Account of the datafeeder
--- In amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com, Wes
Smith <wes_zoltran@xxx> wrote:
>
> Check the socket port ...
> in TWS Menus ... Configure/API/Socket Port
>
> It should be 7496 by default, but it may have changed.
>
> ----- Original Message ----
> From: itmwh <toxutao@xxx>
> To: amibroker@xxxxxxxxx <mailto:amibroker%40yahoogroups.com> ps.com
> Sent: Tuesday, January 9, 2007 9:41:02 AM
> Subject: [amibroker] How to switch the realtime datafeed account ?
>
>
>
>
>
>
>
>
>
>
>
>
>
> Hi, I have two IB trading accounts, (say account 1 and
account 2)
>
> sometimes during the session, with account 1 TWS on and acting as
the
>
> realtime data source of Amibroker, I want to switch the data
source of
>
> Amibroker from account 1 to account 2. I closed Amibroker, closed
TWS
>
> of account 1, and opened TWS of account 2. And then I opened
Amibroker
>
> again, but it seems that amibroker can not recognize the TWS of
account
>
> 2, and it reminds me to £¢confirm that enable activex and socket
>
> clients" . But at time, I have already enabled activex and socket
>
> clients in TWS of account 2. What should I do to make the switch
>
> between two datafeed sources ?
>
>
>
>
>
>
>
>
>
>
>
>
>
>
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Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
SUPPORT {at} amibroker.com
For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroke <http://www.amibroker.com/devlog/> r.com/devlog/
For other support material please check also:
http://www.amibroke <http://www.amibroker.com/support.html>
r.com/support.html
Yahoo! Groups Links
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