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Interactive Brokers

302 bytes added, 09:20, 27 April 2012
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==To set up connection in Interactive Brokers Trader WorkStation:==
* Enable Active X and Socket Clients box should be checked in IB TWS settings:
# Click on '''Configure ''' in main TWS window.# Click on '''API ''' section. Select '''Settings'''.# Check '''Enable Active X and Socket Clients ''' box.<br><div style="background-color: #E3FBE5;">'''Note''': By default both in IB TWS and IB data source in QuoteManager '''Port ''' ('''Socket port''') number is '''7496'''.</div># It is recommended to add '''127.0.0.1 ''' to '''Trusted IP Addresses'''.
==To set up connection in Interactive Brokers Gateway:==
* '''IB API ''' should be selected when one logins to IB Gateway.# Click on '''Configure ''' in main TWS window.# Click on '''API ''' section. Select '''Settings'''.# Check '''Enable Active X and Socket Clients ''' box.<br><div style="background-color: #E3FBE5;">'''Note''': By default in IB Gateway '''Socket port ''' number is '''4001'''. In IB data source in QuoteManager default '''Port ''' ('''Socket port''') number is '''7496'''. The ports should be the same.</div># It is recommended to add '''127.0.0.1 ''' to Trusted IP Addresses.
==To set up Interactive Brokers data feed connection:==
# In the '''QuoteManager ''' main menu select '''Tools''', then click '''Data Sources ''' and click on '''Interactive Brokers'''. # In the popped up window choose whether you have a '''standalone ''' installed on your PC version of IB TWS / IB Gateway or a '''web-based one'''. ''Standalone version is recommended to use''. # Click '''Ok'''.
# Once you clicked Ok, the Interactive Brokers Data Feed Configuration window is opened. It is recommended to use default settings.
* Connectivity section.<br>Check Make sure the '''Server IP Address ''' and '''Port''' numbers are correct.<br>IB TWS can be launched automatically by MultiCharts on attempt to add a symbol from IB data source; once a chart, DOM, Market Scanner window with IB instrument is open. To enable this option check '''Launch Trader Workstation at start check ''' box.
* Historical data section.<br>There is no need to reconfigure settings in this section. It is set up by default. ==Advanced users can check/uncheck the following options.==
===Download historical data.===
* '''Regular Trading Hours'''.* '''Do not request ticks for intervals that has no minute data'''.<br>If the box is checked, MultiCharts assumes that the interval that has no minute data from server also doesn’t have tick data.* '''Filter bars with zero volume box'''.* '''Filter bars with zero price box'''. * '''TWS bar timestamp'''.<br>It is not recommended to check this function to avoid possible problems with mixing session settings and missing bars on chart.* '''Simultaneous loading of Historical Data across all symbols/charts'''.<br>If the box is checked the data is requested for all symbols simultaneously, not in a particular order.* '''Utilization of cache for real-time price data'''.<br>
<div style="background-color: #E5F6FF;">'''Example''': historical minutes are requested as minutes from server up to the latest one. The latest historical is plotted from ticks up to the present moment. All the data that is collected in real-time (ticks) is used to build minutes</div>
* '''Plot ticks ''' either '''from 1 second ''' snapshots or '''5 second ''' snapshots from server.* '''Plot minutes ''' either '''from 1 minute ''' snapshots or '''15 minute ''' snapshots bars.
===Real-Time section.===
'''There is no need to reconfigure it. It is set up by default.'''
* '''Use server timestamps'''.<br>Time of Trades is taken from IB servers. Does not apply to Ask and Bid data for Forex symbols. It is not recommended to check this function to avoid potential problems with session settings and missing bars on chart.* '''Generate a new tick if total volume changes'''.<br>Turn on this function if you need total volume for the session. By default it is turned off. When turn on, the Trade Tick Volume = current TotalVolume – previous TotalVolume. This option also helps to avoid spikes coming from IB API in real-time feed.* Click the '''Reset ''' button to restore default settings.
* To add an instrument manually or from data source, see [[Data_Sources_Overview#Adding_Symbol.28s.29_to_Symbol_List|Adding Symbol(s) to Symbol List]].
[[Category:Built-in Data Sources]]

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