Tag Archives: limit order

Market Prices and Limit Order Dynamics

Market Prices and Limit Order Dynamics

From Irene Aldridge

What’s Going on in Today’s Stock Markets?

www.huffingtonpost.com/irene-aldridge/market-prices-and-limit-o_b_6740000.html

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Average limit order profitability

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How to use Matlab simple code for submitting a limit order on a contract. The master of Quant has spoken!

How to use Matlab simple code for submitting a limit order on a contract

There seems to be a new project on the horizon. Here is how the author explains his project:

This is IbMatlab version 0.0.4 (svn revision 327). This release adds very simple code for submitting a limit order on a contract. We have now broken up the demo code into three scripts in order to test the three elementary tools provided:
(1) Historical Data Requests
(2) Market Data Requests
(3) Entering Limit Orders

This looks quite interesting. One comment was posted stating:

ave been trying to build an IB interface class on my own and things were going well, EXCEPT for one thing: when I pass a class method as a callback handler to the activex component, the class can not be destructed afterwards. ‘clear classes’ gives a warning that the class still exists.

I am personally excited to this type of development with Matlab and C++. It makes me feel I am not the only one. This particular project may expand as more and more people are contributing to it. It also very recent meaning it is not like a year old project you find on something like Source Forge. I give this project an A+. Also, this is what Riggster said on his site:

Lately I have been working on writing some matlab functions to connect Matlab and Interactive Brokers via their ActiveX API. Recently I found someone had written some very nice code and posted it at leptokurtosis. You have to create a login to download the code, but that takes about 30 seconds. It is called IbMatlab, and the most recent version he has posted is 0.0.4. The guy that wrote it says that it is rough, but after looking at his code, I would say he is no novice. I just started using his functions a couple days ago, and would be interested to hear what other people think of them.

http://matlab-ib-trading.blogspot.com/2010_11_01_archive.html

Alos, find this project over at:
http://leptokurtosis.com/main/node/15

Once again, I must congrats to all involved in this one. Matlab is once again proving itself as the master in Quant.

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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!