Hello,
in TWS you can chart e.g. calendar spread data (Bid/Ask) and I know it is possible to receive this data in realtime also through the api.
Can MC chart this data? Would be very nice to add this separate data from the spread orderbooks.
Thanks
Interactive Brokers combination ticker data
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Hello,
you create the symbol with the ConID of two legs. Every e.g. futures contract has a conid, so you can combine to symbols to one symbol e.g. calendar spread. You can get the conid over the api or on the website under contract details, Contract Identifiers (see screenshot). And this symbol "Combination" receives in TWS also quotes like a single symbol, and you can trade this Combination... like a single symbol.
SecurityType for this is "BAG"!
E.g. to receive calendar spread qoutes for E-MINI S&P 500
In the API documentation you have to look under "Place a Combination Order"
http://www.interactivebrokers.com/php/w ... _combo.htm
In the new api version it should possible to receive quotes from more than only one combination...
So maybe in MC you would have to add a new security type (BAG) and work with this conids?
Combination ticker have only bid asd data, no trades. See schreenshot "combo" a calendar spread of ecbot ZG Gold future.
you create the symbol with the ConID of two legs. Every e.g. futures contract has a conid, so you can combine to symbols to one symbol e.g. calendar spread. You can get the conid over the api or on the website under contract details, Contract Identifiers (see screenshot). And this symbol "Combination" receives in TWS also quotes like a single symbol, and you can trade this Combination... like a single symbol.
SecurityType for this is "BAG"!
E.g. to receive calendar spread qoutes for E-MINI S&P 500
Code: Select all
AxTws1.clearComboLegs()
AxTws1.addComboLeg(44664590, "BUY", 1, "GLOBEX", 0)
AxTws1.addComboLeg(44965335, "SELL", 1, "GLOBEX", 0)
AxTws1.reqMktData(1, "ES", "BAG", "", 0, "", "", "GLOBEX", "", "USD", "")
http://www.interactivebrokers.com/php/w ... _combo.htm
In the new api version it should possible to receive quotes from more than only one combination...
So maybe in MC you would have to add a new security type (BAG) and work with this conids?
Combination ticker have only bid asd data, no trades. See schreenshot "combo" a calendar spread of ecbot ZG Gold future.
- Marina Pashkova
- Posts: 2758
- Joined: 27 Jul 2007
Hi dupl,
We have studied the question and our software engineers are saying that implementing combination ticker data is possible. At the moment, our schedule is quite tight because we are working on many new features. We are going to bring the feature you are describing to vote and see what MultiCharts users say.
Regards.
We have studied the question and our software engineers are saying that implementing combination ticker data is possible. At the moment, our schedule is quite tight because we are working on many new features. We are going to bring the feature you are describing to vote and see what MultiCharts users say.
Regards.