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Re: IB/TS Interface



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Hi John,

Probably the only way to do this is through a DDE interface like Metaserver RT.  I don't believe that GS can directly interface with a feed.

One thing to seriously consider is that the IB feed is not a tick by tick feed.  It is based on one second snapshots.  So your resulting data may not match the actual highs/lows that you'll see elsewhere.  Of course, depending on your system, this will likely affect your signals as well.

================
Dave Nadeau
Fort Collins, CO

---------- Original Message ----------------------------------
From: "John  Matthias" <jnmatthias@xxxxxxxxxxxxx>
Date:  Wed, 15 May 2002 12:14:27 -0700

>
>Hello list,
>
>Does anyone know if it might be, or is, possible to receive quotes directly
>from Interactive Brokers' data feed into TS2000i and to utilize the charting
>capabilities of TS2000i with these quotes?
>
>I know that Robert Linders was developing an interface that might accomplish
>some of this task with an expanded version of PUSHPOP, but I haven't seen
>any postings to the list lately by him, nor does the e-mail address he used
>several months ago seem to be current or to receive e-mails.
>
>My goal would be to use IB's data feed within TS2000i on a real-time basis
>and to trade directly from this platform. This coupling would allow me to
>reduce my reliance upon TS6 for quotes, to utilize the data feed from IB
>directly, and to allow me to receive numerous other foreign markets from IB,
>including overseas futures markets, which Tradestation does not offer.
>Because IB has opened up their data feed to outside programmers, I believe
>this possibility might be somewhat realistic.
>
>Any help, suggestions or feedback would be greatly appreciated about this
>possiblity, either on or off the list.
>
>Thanks, John
>
>