Mar 19, 2008

IB scanner

Does anyone know of a plug-in or script I could run that will allow me to automatically import gap candidates from the TWS scanner directly into Quotetracker?

Any info would be great.

10 comments:

Dave said...

This is certainly possible using the TWS API. I have a little app that I trade with that imports from Trade-Ideas and I was thinking about adding support for some of those TWS market scans.

Here are the TWS API docs which shows how to access them.

Anonymous said...

about QT, how do you address false spikes..
i see QT end up , quite often, with spikes that are bogus..
And then you need to go back and see if the spike was genuine or not..it seems to be a bug there

OONR7 said...

anon... the spikes are caused by your datafeed, not QT. That sometimes happens with IQfeed and a little with Marketfeed as well. IB and prophet usually don't spike.

OONR7 said...

dave... I downloaded all the stuff, just seems way over my head to put together.

greytrader said...

OO,

I am working on the IB interface integration to a scanner I wrote. It has briefing.com (from Jamie), INET, Prophet and quote.com so far. It fetches the data from the web, and puts the stock list into the clipboard so you can just paste into QT's add symbol window. The output goes to a GUI sorted by Volume.

I will let you know when I am done with the IB integration, my Java is a little rusted :-)

QQQBall said...

greytrader - you da man!

TraderAm said...

oonr7
IB provide a API spreadsheet already set up to interface with their TWS. It's just a case of putting in your IB user id etc and then you can then use the spreadsheet to trade. One of the pages on this spreadsheet is the market scanner. So in theory you could run this and then copy and paste the results from the spreadsheet to QT ?

The only point to note is that IB's gap scan is relatively new, so not sure if they have incorporated that into their API spreadsheet. But maybe worth a look ?

OONR7 said...

greytrader: is that basically just the same as exporting the results from the scanner to a file? Obviously, the file you create would constantly update, correct? Really interested. Let me know how it's coming along.

traderam: I have that Excel sheet and the damn thing isn't working for me. I'm fairly technically inclined but still think this is beyond my comprehension.

greytrader said...

oo,

No, the clipboard is your current paste buffer in Windows. So you just do clt-V into your QT input window. For IB I do create an import file with the right format, then I do "import contract..." in IB's File menu. Do not know if I can bypass that with the API yet. I will keep you up to date with my progress.

Alex said...

oo,

Out of curiosity, and much respect, have you tried to compare IB to tradestation? Why go with IB?

thanks.