Tag Archives: IB

Learn how to work Interactive Brokers API like ib java test client demo

 

4 5 hr workshop live recorded to learn how to work Interactive Brokers API and TWS

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http://quantlabs.net/blog/2018/01/4-5-hr-workshop-live-recorded-learn-work-interactive-brokers-api-tws/
Video details:Interative Brokers 4.5 hour Workshop Bootcamp

This is an eire 4.5 hour online LIVE workshop of the following online course

INTERACTIVE BROKERS API

Source code sample and files can be found  by purchasing here

 

PREREQUISITES AND REQUIREMENTS

Depending on your language of choice, these demos with source code are useful for those who want take advantage of  the Interactive Bokers TWS software.

WHAT WILL YOU LEARN?

This course will give you an overview of the critical components needed for your own algo trading system. This will give thought on pieces that will make you successful as indie automated trader to control your own destiny.

MODULE 1: WHY REDIS

Here is an introduction to the world’s in memory NOSQL database. This demo introduce why it should be used with source code.

MODULE 2:  WHY PYTHON FOR MY ALGOS AND AUTOMATED TRADING

Simple demo of Interactive Brokers Python integration with iBPy package. Sample code incuded.

MODULE 3: DEMO OF JAVA AND PYTHON WITH REDIS PUB SUB

MODULE 4: IB JAVA TEST CLIENT DEMO

IB Java Test Client demo

Netbeans IDE Java project ibredis2-tar

LRANGE Python demo found in this directory redis-chat

MODULE 5: JAVA PUSH LPUSH PYTHON LRANGE

Java Push LPUSH Python LRANGE

MODULE 6: PYTHON PUB TO JAVA SUB IB TWS ORDER

Python pub to Java sub IB TWS Order

Python code under

Netbeans Java Project

MODULE 7: TWS API C++ LIBRARY AND IB C++ ON POSIX MAC

C++ source is made available from IB API sample package as hinted in video

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Java RCP for algo trading with IB? Really?

Java RCP for algo trading with IB? Really?

There is a an interesting article using Java RCP for an automated algo trading. I won’t be paying much attention to this as I am focusing on C++with seeing the light on the Python potential.

https://rterp.wordpress.com/tag/interactive-brokers-api/

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Walkthru of Karen Super Trader strategy with CSharp Postgres SQL IQFeed and IB

Walkthru of Karen Super Trader strategy with CSharp Postgres SQL IQFeed and Interactive Brokers

I have finally finished off the new Karen Super Trader strategy in .Net with IQFeed and Interactive Brokers connectivity I have completed an entire 45 minute walk through video of the entire code.

 

Go here to see the video

 

LIVE Q&A Meetup: Walkthru of Karen Super Trader strategy with source code

I will also be scheduling a LIVE Meetup event to handle all your questions and answers next Monday. This is the only time where I will be able to do it so please attend.  Do note that I will not be having any video playback at all which is exclusively only for my Quant Elite members.

 

Go here to see the details of this event online

 

Lastly, if you are interested in retrieving the code:

 

Go here for immediate access

 

If you’re not familiar with my Quant elite membership, go here for details and benefits

 

Thanks for reading

 

Bryan

 

PS. I just posted last night’s webinar on the tools that I use for both IQFeed and Interactive Brokers TWS

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

IB: how to View activity statements

IB: how to View activity statements

This another question that needs to get answered

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YouTube Preview Image NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Interactive Brokers: Beta Weighting in the IB Risk Navigator

Interactive Brokers: Beta Weighting in the IB Risk Navigator

This an impressive feature for beta weighting

Join my FREE newsletter to learn about other useful TWS tutorials I have 

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

New Meetups on Reazlied Volatility, Auto Designing Strats, Java and R together with IB!

Hey all

I have two important online Meetups next week.

Quant-Finance group:

Profiting from Realized Volatility:

Profiting from Realized Volatility:

Monday, Sep 10, 2012, 7:00 PM

31 Members Went

Check out this Meetup →

Live demo of how a machine strategy auto-designer creates trading strats

Live demo of how a machine strategy auto-designer creates trading strats

Wednesday, Sep 12, 2012, 6:30 PM

27 Members Went

Check out this Meetup →

R-Matlab-Users:

Profiting from Realized Volatility

Profiting from Realized Volatility

Monday, Sep 10, 2012, 7:00 PM

No location yet.

10 Researching Traders Went

Due to the financail crisis of 2008 and the rise of the European sovereign-debt crisis there has been increased intrest in explicitly trading market risk.This presentation will provide an overview of one way to profit from the increase in risk – Realized Volatility contracts. There will be an exposition on this new contract including how it differs…

Check out this Meetup →

Live demo of how a machine strategy auto-designer creates trading strats

Live demo of how a machine strategy auto-designer creates trading strats

Wednesday, Sep 12, 2012, 6:30 PM

No location yet.

16 Researching Traders Went

On September 12 at 6:30 PM ET, QUANTLABS will be sponsoring a webinar event discussing Machine Designed Strategies by Trading System Lab. This webinar will include a live demonstration showing how TSL uses a machine strategy auto-designer, not a human designer, to create trading strategies. TSL can create HFT strategies, Single Market Directional, …

Check out this Meetup →

I finally bridged R and Java together with Interactive Broker’s API being with TWS:

More Meetups will be coming down the pipes in coming weeks.

Thanks Bryan

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

What is the best trading API for Matlab? MBtrading? IB?

What is the best trading API for Matlab? MBtrading? IB?

 

Why do you need a trading API for matlab?

 

 

Matlab typically has faster development turnarounds, and in some cases we have noticed the matrix math is so heavily optimized that it runs faster than C/C++. Also the GPU support for Matlab makes GPU development more rapid as well. Then like it was said there are many mathematical tools available: robust control, metaheuristics, custom plotting, etc…

 

I am sure you can use matlab’s API to implement it’s functions in your software. That should be more comfortable for trading I think.

 

It depends from speed required and some other stuff! For example i prefer to’ develop something in matlab and then exporting it as a library (jar o what else).

 

I have used Matlab’s code gen feature to generate C/C++ code but noticed my pinv function ran slower than it did in Matlab. When I contact Mathworks they said it was slower because Matlab uses the heavily optimized LAPACK libraries which are not export to C/C++. So Ivan have you noticed any speed decreases in your jar files? I know there is an interactive broker API for Matlab, but I was hoping to find a better FOREX broker to auto trade. The big draw for my inside Matlab is the easy of GPU coding.

 

=

if you are definitely looking for speed you need to have ultra fast modules for other things, like risk management, transport, monitoring and so on. And this would be quite difficult to do with matlab at ultra fast speeds. About what speeds are we talking?

 

Anyway, you can always write your own API to any broker or infrastructure provider

 

Just a quick warning. MATLABs martrix modules may be fast, but nothing else is. I haven’t sorted out if you are using this for High Frequency trading or more traditional analysis and trade placement. If you are intending to use this for even moderate HFT I would stay away from the final implementation being in MATLAB, even exporting MATLAB modules and incorporating them in C++ or C# projects is a bad idea.

A MATLAB interface could be convenient in an Analyse & Trade scenario, but MATLAB falls apart very quickly in any form of data feed and HFT scenario. It just doesn’t handle streaming data very well at all. The memory management in MATLAB is poor and I have also seen lots of times it just stops reacting to incoming data for long periods. MATLAB is an interpreted layer over Java and sometimes C/C++. It was designed for rapidly implementing mathematical ideas and not deterministic on the fly data processing.

MATLAB is outstanding for rapidly prototyping analysis ideas, but that is truly all it is good at. I would highly recommend that you use either C++ or C# for the live trading system work.

This is from my last 10 years trying to do exactly what you are talking about. Just my 2 cents and I hope it helps.

 

Poor guy: he wanted a suggestion about brokers and we are talking about everything else.

I used matlab as Java library and i was satisfied about speed and memory.
Maybe it depends from what kind of matlab tools are used: i used filters, clustering working with oo phylosophy.

=–

 

maybe it is because not many who uses matlab for direct trading?)

 

I agree, if you’re looking for ultre speed, Matlab is not what you need.

 

Recently I am trading with Matlab via API. My reasons to choose matlab is, first, easy development; second, easy math lib. There are many drawbacks, such as speed, single thread,

 

so how does one easily treat tick by tick data in matlab. the fints only handles minute data. let’s say you have micro second data or there any tools to help

 

Back to the broker question. IB will have better pricing, but they also force you to manually log in every night. That is tough for an automated trading system. Since they will disconnect you, if you are not there to log in your system is no longer connected. This may be okay for a US stock market program, but if you are trading any 24 hour market like currencies, it is not advisable.

 

==

Interactive broker also provides IB Gateway, which keeps you connected all the time. This may resolve your concern.

 

I am using Matlab in conjunction with Quant2IB as an interface to IB. This works well for trading on one minute intervals.

 

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Interactive Brokers API documents showcases how rich the IB API is with support for ActiveX, Java, C++, and Excel DDE

Interactive Brokers API documents showcases how rich the IB API is with support for ActiveX, Java, C++, and Excel DDE

I like what I see with this document but there does not appear to be the best C# support. Oh well, I will be stick with C++ or my open source trading platform done in C#.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!