Feed and Orders
Author: Mats
Creation Date: 7/10/2008 2:58 PM
profile picture

Mats

#1
Hello

Will the .NET platform work with feed from IB directly?
Will it work with realtimefeed and execute a script for second data? (assuming a rather simple script)
And futher send orders?

Regards
Mats
profile picture

Cone

#2
"directly" - no. Adapter required.

Yes, provided that you have an adapter for a data provider that offers second (or tick) data.

Pro - yes. Developer - no.
profile picture

Mats

#3
Thanks for Your answer.

Ok, not directly, so I get an adaper. Do You know anyone who are making one for IB at the moment? Like Dr. René Koch?

In WLD4 and previous versions IBData provided an adapter that logged in to IB and handled orders.
Will there not be such a loggin mode, so if the orderadapter is made WL.NET handles it?

Which adapters are made for WL.NET and are ready?

At last, are all of the Wealth Script Functions from WL4 brought further to WL.NET?


Thanks for Your answeres :-)


Regards
Mats
profile picture

DrKoch

#4
Hi Mats,
I will *not* provide an adapter for IB and WL 5.x.
As far as I know thwrw eill never be a possibility to connect WL 5.x to any broker other than Fidelity for order execution. So a data adapter for IB does not make much sense.
profile picture

Eugene

#5
FYI: There's a 3rd party solution called MtiQS which supports a number of data feeds including www.interactivebrokers.de.

QUOTE:
never be a possibility to connect WL 5.x to any broker


Direct possibility ;-)
profile picture

Mats

#6
Thanks for both answers there :)

Seems like IB is supported via MtiQS, but in the specifics it says "Demo available, delayed, demo without hist. quotes", meaning no RT. This might come later though.

Eugene and DrKoch, what are my best options if I will trade my second scripts RT with Autopilot on?

Thought I should make it with IBData and WL4, but this solution is not heavy enough.


Thanks
profile picture

Eugene

#7
QUOTE:
Seems like IB is supported via MtiQS, but in the specifics it says "Demo available, delayed, demo without hist. quotes", meaning no RT.


Are you sure? It's listed under available RT-Data feeds. And my impression was that the developers just highlighted the fact that you can try it for free with IB's demo/delayed quotes.
profile picture

Mats

#8
You might be correct there Eugene. MtiQS describe themselves as a Beta program at the moment, so probably need to wait a while to see the result.

Executing orders through WL5 will not work anyway as I understood it.


Thanks for the posts :)