Real-time IB data and WL6
Author: AbsoluteReturn
Creation Date: 1/30/2011 1:52 AM
profile picture

AbsoluteReturn

#1
Hi,
Up to now I use QuoteTracker to get real time Futures data from an IB account into WL4. This works fine and without problems.
Can I do the same with WL6 or isn't it possible at all to get real time Futures data from an IB account into WL6?
Thanks
profile picture

Eugene

#2
That's currently not possible as no QT data provider exists for WL6. :(

But we're working on delivering more data providers for WL6, one way or another.
profile picture

AbsoluteReturn

#3
Is it currently possible to transmit real time Futures data from Interactive Brokers in any other way into WL6?
profile picture

Eugene

#4
While we're considering a solution - yes, there are several possibilities:

1. Using MTiQs (3rd party, sophisticated data feed aggregator, warning: pricey) with a Wealth-Lab static/streaming data provider. First gen MTiQs interface was not for mere mortals but recently it was redesigned and has finally become comprehensible. Supports many data vendors, IB included.

2. Feeding IB streaming data to an Excel/OpenOffice spreadsheet via DDE and utilizing the data with our Excel/OpenOffice DDE streaming provider. Warning: no backfill! If all you need is Quote window support then it may work.

References:

Getting Started with the TWS DDE for Excel API
TWSdde
profile picture

AbsoluteReturn

#5
Thanks for the advice.
But the possibilitiess #1 and #2 above seem not to be optimal. Do you have an idea when other solutions will be available?
profile picture

Eugene

#6
I'd prefer not to share an ETA at this point.
profile picture

Eugene

#7
Update:

A static/streaming provider for Interactive Brokers is in the works. If everything goes as planned, it will take several months to reach the first version.
profile picture

sf631

#8
Fantastic news! Will be anxiously awaiting...
profile picture

Eugene

#9
Here's a little sneak peek and it's no April fools:

Running off of IB's demo quotes (I guess totally synthetic as they have nothing in common with reality). As can be seen in the DataSets tree, the provider features QuoteTracker symbology to name symbols, avoiding the complications of using the "symlo.txt" file in WL4/IBData2.

But this project is somewhat low priority for me, there's always other deadline to meet so there are still months to go until the Extensions section sees this pure .NET IB provider.
profile picture

JDardon

#10
We'll be anxiously waiting for it.
profile picture

TCust

#11
IB streaming provider (very) interesting too ! We waiting :)

IQFeed very nice, but not have European stock market's
profile picture

lucadelucia

#12
Any news on this fantastic new feature?
profile picture

Eugene

#13
When there will be news, you'll notice them here on the forum and in the Extension section.

So far this project has been a low priority for me.
profile picture

abegy

#14
Still no news ?
profile picture

Eugene

#15
To anyone wondering about the same question:

Please see my reply above dated 6/14/2011 10:12 AM.

There are higher prioritized tasks, and it will remain so for some time. That's all folks!
profile picture

Eugene

#16
This project has a low priority, and there's still heaps of work to do to overcome pacing violations and cope with lots of rules which IB designed to slow down your data downloads. Sometimes I just wonder if there's sense to continue the development against this IB API that returns just a bunch of anonymous bars not marked with a symbol name on request (is this a serious approach by a paid data vendor?) and has made everything to make your data downloads slow and multithreaded updates impossible. Finally, development with a demo account imposes a lot of limitations.


While my development of a WL6 IB static/streaming provider has been deferred, you might want to explore what MTiQs has to offer (3rd party, paid solution):

MTiQs

They have a WL5/WL6 data provider, and their suite is advertised as capable of connecting to Interactive Brokers (we haven't tested it though).
profile picture

abegy

#17
In my point of view, streaming connector with IB could be a good extension.
Now, you can scan 1000 symbols if you pay for this option.
profile picture

Eugene

#18
We're not abandoning the project. Fellow developer with IB account offered his helping hand so we might show some progress after a few more months. The MS123 team just has different priorities right now.

Actually, my recent changes made the IB provider quite close to a beta (it was pre-alpha on the screenshot above from 2011). Currently, it needs testing and improvement done with a real money IB account: demo quotes are too limited for testing purposes.
profile picture

abegy

#19
Do you have news also for this extension ;-) ?
profile picture

Eugene

#20
I've passed on the project to a developer with a real IB account.

The other developer works on this provider when it's possible to do so. Unfortunately, we're distracted by other tasks with higher priority.

profile picture

abegy

#21
Still no news ?
profile picture

redfox74

#22
I'm interesting to IB extension ,too when is scheduled the first release ? If there is an alpha release with source code i can help to test and finalize the development.
Best
Roberto
profile picture

abegy

#23
Eugene, why do you not reply to us ? Is the project extension cancelled ?
profile picture

Eugene

#24
I thought my statement @ 6/11/2013 2:04 AM made it clear that I no longer work on this project.
profile picture

Cone

#25
No one from MS123 is working on this right now.
profile picture

redfox74

#26
Hi Cone,
sorry but for work properly with your platform from Italy what brokers we can use for recive data in realtime and for buy and sell stock worldwide ? We can work with developers that working on IB connector ? Who is ? How i can support his work ?
I try fidelity but they accept only US citizen.
Best
Roberto
profile picture

mikha-zheleznov

#27
Hello, for the past month, as I'm trying to connect Interactive Brokers to Wealth-Lab through the program Excel 2013, but Wealth-Lab sees Excel, WIKI little information, can someone has detailed instructions connections, I would be very grateful.
profile picture

Eugene

#28
Try S#.WealthLab - StockSharp. This 3rd party Russian company have developed an Interactive Brokers connector.
profile picture

Eugene

#29
Recently, a 3rd party has created a solution for getting static/streaming data and trading with IB using WL Developer 6 (not Wealth-Lab Pro):

http://ib-automated-trading.com/