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Showing results for tags 'excel'.
Found 4 results
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DOM Wall -- Excel / InteractiveBrokers author: PointOne Instructions: 1. open file, do not allow macros or updates 2. select all worksheet tabs 3. Find-Replace myID -> your user id, replace All (there should be 27 replacements). Save, close, open, allow macros and updates. Resize the window and position however you want. The Excel charts remain responsive to modifications and there should no longer be any VB error messages. es-dom-et1.xls
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DOM -- Excel / IB Author: mikeytrader 1. This DOM uses IB feed through standard IB DDE connection. 2. Data is replaced instantly in each cell. -- The performance is good because there is no excessive calculations. 3. Left most section shows the DOM Ladder, 3 columns, price, size, accumulated size. I colored the ask side with green and the bid side with red, but only colored to the largest size in each level. This allows you to see the wall easily. The yellow color is used to show which side has the largest accumulated size. 4. Middle section, For each of the 5 levels of the DOM a Horizontal bar expands or contracts base on the corresponding size. 5. Right section, Similar to the DOM ladder on the left side, this only shows the biggest wall amongst the 5 levels of each side, plus the immediate inner pair. Instructions: 1. Save xls to hardrive 2. Launch IB 3. Make sure IB under configure>>api>>enable dde and enable active-x are turned on 4. Open xls; when prompted to "update" just say no 5. type in your IB user id in cell B47 and make sure B48 is the current contract and hit enter 6. save the xls 7. click on the setup button 8. ib data should start to update. The next time you open the xls you can chose "update". p.s. 1. you will need a basic knowledge of Microsoft Excel to use this. 2. this worksheet is a few years old, you will need to update the symbol to the current contract. (see #5 above) . domib.xls
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Hey guys, I am trying to implement a trading strategy that requires me to work on 1-min OHLC live data for a contract, say ES. Can anybody help me get an idea how it can be done? I am new to the Intreactive broker's API for Excel. Thanks in advance. Amit
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Can anyone explain with detail how to to do this? I want to load real time data into a spreadsheet, and then add some VBA coding. First, things first, though how do I get the code in Excel. I tried using the wizard data connection but it doesn't seem to take my user name and password that BarChart gave me. Thanks, James
