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Direct MessagesDate/Time: Sun, 05 May 2024 13:20:48 +0000
Post From: New Interactive Brokers trade platform in development
| [2023-05-20 21:56:33] |
| Chad - Posts: 231 |
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Hi John, I'm an end-user of SC & TWS like yourself, wasn't aware they were working on a new platform. Been using TWS since 2010...don't want to distract from any dialogue with SC engineers here, but just a few high-level mentions to list in hopes it facilitates better integration: 1) in TWS anyway, account NLV/balance values can be slow to update (>30 sec), without a position size change in 1 or more instruments 2) IIRC TWS & API do not offer market depth data on futures spreads, just outrights. And data for options on futures ("FOPs") was very incomplete last I checked a few years ago, against other sources (Thinkorswim, marketwatch.com/Google Finance/etc) 3) while TWS API / IB Gateway provide programmatic access to market scanners (e.g. 'Top % Gainers' for stocks), SC doesn't yet have a method for importing scanner data (I figured to periodically save scan arrays to a CSV file then auto-refresh an Associated Watch List & a Quote Board) I def agree with the SC team that IB's software is mediocre, to put it nicely...dunno if the POSIX C++ interface used (?) is the cause of many issues in the immediate sense, but 'upstream' stuff like #1-2 above goes beyond API-level. I just trade through IB because the commissions are decent, and their breadth of international exchange access. I use Denali wherever possible to supplant IB's data, and am planning to use Teton for routing/executions instead of IB soon. Date Time Of Last Edit: 2023-05-20 22:01:47
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