Tag Archives: TWS

Demo of Interactive Brokers TWS with Java API with Redis on OSX

Demo of Interactive Brokers TWS with Java API with Redis on Apple Mac OSX

A few weeks ago I did a presentation on the following topics:
1. Interactive Brokers TWS with Java API connection
2. Demo of Java Test Client downloading latest market data from multiple assets
3. All data pushed into Redis NOSQL

I have once again demonstrated this source code in a series of videos that you can find here

Apple IOS Swift could be the future in automated trading and even HFT

Could Apple new open source programming language Swift be the next big thing for automated trading? I hinted a few days ago regarding Apple technology including deployment onto iOS devices and OS X desktops while focusing on front end GUI systems with a C++ back end. The Powerful part is the ability to deploy onto mobile with a back end application sitting on the remote server. I’m not sure how serious to take this but I have some opinions I posted here

As I’ve mentioned in the article above you can get the source code from my Quant Elite membership.
Go here for immediate access

Or see your list of many membership benefits

 

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!

Install Interactive Brokers TWS on Netbeans Java IDE on Apple Mac OSX

Here are some notes:

There is no sound to this video
So..lets get Interactive Brokers TWS working on this  Mac OS X
also ensure you have the JDK install to work properly. note that you need the Oracle Hotspot JDK not OpenJDK as there seems to be compatibility problems with TWS. ok?
do not download the OpenJDK so only download the Hotspot

for TWS, demo user=edemo password=demouser
We need to configure TWS to accept API connection from our software.

We need to install Eclipse IDE for Java. The CDT and Java versions could conflict

Download IB API from
http://interactivebrokers.github.io

We need to install the Interactive Broker Java Test Client
https://www.interactivebrokers.com/en/software/api/apiguide/java/running_the_java_test_client_program_with_eclipse.htm
http://ibkb.interactivebrokers.com/article/2484

Once downloaded, extract the JAR file by running in a terminal
jar xf myFile.jar

Follow instructions to install IB Test Client
https://www.interactivebrokers.com/en/software/api/apiguide/java/running_the_java_test_client_program_with_eclipse.htm

Netbeans maybe better IDE to work with in Mac OS X
Follow Netbeans install from Chapter 3 in

Click to access JavaAPIGettingStarted.pdf

Join my FREE newsletter to learn more about installing IB TWS for automated trading

 

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!

Demo of Interactive Brokers TWS with Java API with Redis on Apple Mac OSX

Demo of Interactive Brokers TWS with Java API with Redis on Apple Mac OSX

This source code can be downloaded from my Quant Elite membership

In relation to

Install Interactive Brokers TWS on Netbeans Java IDE on Apple Mac OSX

Link resources:

https://www.interactivebrokers.com/en/index.php?f=5041&ns=T

http://interactivebrokers.github.io/#

http://ibkb.interactivebrokers.com/article/2484

http://redis.io/clients

http://search.maven.org/#search%7Cgav%7C1%7Cg%3A%22redis.clients%22%20AND%20a%3A%22jedis%22

Join my FREE newsletter to learn how to automate trading on a Mac OS X

 

 

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!

Demo video of multiple Interactive Brokers TWS market data using Java API pushed into NOSQL Redis

bry,

Demo of multiple Interactive Brokers TWS data using Java API pushed into NOSQL Redis

I just made a quick video demonstrating how to use Interactive Brokers Java Test Client with multiple assets to be pushed into No SQL open source Redis. When all your data is in a Redis server instance, you will be able to use any programming language that it supports to do your trading algorithm processing. I am also hoping to do the same for pushing automatic trade execution as well.

Go here to see those quick demo video with the support Redis languages

As usual, I have included all the source code shown  for my Quant Elite members.

For those that may have missed my anticipated Redis LIVE demo of:

Meetup: Message queue demos with NOSQL Redis C++ Java and Interactive Brokers

Details of this Meetup here 

You can get the video playback in the same membership as mentioned above.

Thanks for reading

Bryan

PS.

Hedge funds want computers scientists engineers

It seems that many hedge funds art pillaging banks to get the best computer scientists for their automated trading. This is a growing trend that no human trader will be able to stop.

Check out this hedge fund article here

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!

Demo of multiple Interactive Brokers TWS data using Java API pushed into NOSQL Redis

Demo of multiple Interactive Brokers TWS data using Java API pushed into NOSQL Redis

This is a big deal so you can now use any Redis client supported language to do your trading algo processing to push orders into execute trades back in Interactive Brokers TWS. I choose C++ for fastest performance

Source code is available for my Quant Elite members.


http://redis.io/clients

Join my FREE newsletter to see how I implemented Redis processing with 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!

Demo of C program to pull data from open source NOSQL Redis

Demo of Interactive Brokers TWS Java API push into Redis NOSQL database

As promised, here is a video to showcase how to request data from a NOSQL open source Redis server instance. As you know, Redis is very flexible and fast. Since my client code is in C, I am not sure how to make it any faster in a Linux environment. It is also requesting LIVE market data from Interactive Brokers TWS.

 

Check out my five-minute video here

 

As usual, I have posted the source code for my Quant Elite Members

 

>>> Get immediate access to the source code among the other half for pushing into Redis here

 

Lastly, since this demo is in C using the HiRedis library, I can access this through a static or dynamic library from C++. I’ll make improvements on this in the near ¬†future but would rather focus on my ¬†options trading strategies starting this week

 

Bryan

P.S. I keep saying this but if you like following what I do, sign up to my Daily DIgest to get all my research. There is a lot that does not get sent from this email newsletter.

Go here

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!

Demo of Interactive Brokers TWS Java API push into Redis NOSQL database

Demo of Interactive Brokers TWS Java API push into Redis NOSQL database

Late into the wee hours of the night, I managed to build a mini message queuing system thanks to open source NoSQL Redis version 3. I will showcase two videos that will highlight how to stream Interactive Brokers TWS market data into this NoSQL Server. Of course, I am using the Interactive Brokers reliable and current Java API versus the older POSIX. There is a big advantage with this methodology since TWS only allows 4 multiple client connections into it. I can have as many connections into a Redis cluster requesting unlimited ¬†market data as well as multiple executing orders in parallel. It is also more reliable since Redis includes replication with fault tolerance in this version. I would’ve used open source 0MQ but it does not have any replication or fault tolerance of any kind. I am sure there is a little performance hit because of this but hey it’s free. It is also very easy to work with.

 

Check out my 15 minute video on how I did it

 

Also realize I have placed the source code in my Quant Elite Membership

 

>>>> Go here for instant access <<<<

 

Lastly, in tomorrow’s email I will be showing you how to import the same date it into a C or C++ trading algorithm/model/strategy for your analysis. This is all done in Ubuntu Linux don’t forget. After that, we can continue our march into looking at the various options trading strategies that are out there.

 

Until tomorrow

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!

Demo of Interactive Brokers TWS Java API push into Redis NOSQL database source code

Demo of Interactive Brokers TWS Java API push into Redis NOSQL database

This code is 50% of the way to use Redis as a message queue with Interactive Brokers TWS

I forget to mention about the Jedis JAR file is also needed which is included in my source codeavailable for my Quant Elite Members 

Join my FREE newsletter to learn more about where this goes for an automated trading system

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!

Demo of Interactive Brokers TWS with Java on Ubuntu Linux

Demo of Interactive Brokers TWS with Java on Ubuntu Linux

In my video, I was able to demo how to request real time data of an stock, forex, and a future contract

To install Interactive Brokers on Ubuntu:
Download TWS Jar from https://www.interactivebrokers.com/en/index.php?f=674
Follow from:

How to run Interactive Brokers TWS on Ubuntu Linux with Java API

You TWS from my link above

NOTE: Do note use Open JDK, use the Oracle Hotspot as there seem to be compatibility problems where it appears TWS is frozen
http://askubuntu.com/questions/261311/how-to-remove-openjdk-7

Install Oracle JDK 8: http://tecadmin.net/install-oracle-java-8-jdk-8-ubuntu-via-ppa/

or run this http://www.webupd8.org/2014/03/how-to-install-oracle-java-8-in-debian.html

Follow app for streaming real time data http://holowczak.com/ib-api-java-realtime/

To run Interactive Brokers Java Client API with Eclipse

https://www.interactivebrokers.com/en/software/api/apiguide/java/running_the_java_test_client_program_with_eclipse.htm

When running, use sample of EUR from
https://www.interactivebrokers.com/en/software/api/apiguide/c/ctutorial_requestmarketdata.htm

Symbol=EUR or AUD, Sec type=CASH, Exchange=IDEALPRO, Comp Exch=ISLAND, Currency=USD or GBP

Other Forex symbols here https://www.interactivebrokers.com/en/index.php?f=2222&ns=T&exch=globex

Use something like Symbol EUR against base currency of GBP

A reliable symbol list source is https://www.linnsoft.com/support/symbol-guideIDEAL

Also to download a sample oil control (https://groups.yahoo.com/neo/groups/TWSAPI/conversations/topics/26015)

Symbol=CL Sec type=FUT Expiry=201512 Exchange=NYMEX Currency=USD
But note the IB API Yahooo group so get more info there

 

Best way to install and configure Eclipse on Ubuntu:

http://difusal.blogspot.ca/2015/06/how-to-install-eclipse-mars-45-on-ubuntu.html

 

Join my FREE newsletter to see how  I complete this message queue with Redis 

 

 

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!

CPlusPlus Interactive Brokers TWS Linux demo works

C++ Interactive Brokers TWS Linux demo works

Woo hoo!! In case you have not heard, I have accomplished getting orders executed through Interactive Brokers TWS using C++ in Linux. I have been striving for this for months so thankfully I finally have cracked the code on it. I basically was lucky enough to find a decent library on GitHub.

 

Go here to see my brief video on this

All trading programming language roads lead to C C++

After learning from Tuesday’s Meetup event, it is quite evident that many Quant shops will struggle to translating ideas from prototyping languages to live trading platforms. I figure I should cut out all those steps to just focus on C++ which is my end target language due to this breakthrough I just mentioned in the last paragraph. Let me know what you think.

 

Read all about it in this post

 

As I mentioned, 2 Meetup events were recorded from this week. Think included topics of:

 

Open debate of which programming language for trading video

Visualization for CSharp DotNET and MATLAB video playback

 

>>> You can get immediate access by going here <<<

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!