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Interactive Brokers Data > Metatrader Charts

  • #1
  • First Post: Jun 17, 2008 6:43pm Jun 17, 2008 6:43pm
Hi,

Does anyone know if something has been developed that allows you to connect to the Interactive Brokers API and pull that data into Metatrader charts?

If this doesn't exist I'm wondering if it is possible and if someone has programmed something for personal use that they are willing to sell, or custom program it for a fee.

Any response is greatly appreciated. Thanks.
  • #2
  • Jun 17, 2008 6:56pm Jun 17, 2008 6:56pm
That would be a dream come true for me.. I don't believe it's been done specifically with IB data. But ATC is running HotSpot FXr through MT4, charts and all, and they've mentioned other ECNs they are going to link in as well. So it would seem it is possible..
  • #3
  • Jun 17, 2008 7:42pm Jun 17, 2008 7:42pm
Quoting Trader KGB
That would be a dream come true for me.. I don't believe it's been done specifically with IB data. But ATC is running HotSpot FXr through MT4, charts and all, and they've mentioned other ECNs they are going to link in as well. So it would seem it is possible..
Interesting. Well if someone has a way to pull it off with IB and it is a custom solution let me know the costs via PM and I'll consider it.
  • #4
  • Jun 17, 2008 8:53pm Jun 17, 2008 8:53pm
there is a thread regarding this TWSLink with IB

http://www.trade-commander.org/twslink/twslink.htm

let us know if u know how to use it.
  • #5
  • Jun 17, 2008 9:21pm Jun 17, 2008 9:21pm
It could be done with a C or VB API program. Then write to MT history file. You could get tick by tick real time (if you have a funded account and have subscribed to the data). To get historical you would get it in 5-second bars, not tick by tick. To get that go to Gain thru ninja. If you can program you can wire and tape together all sorts of stuff. But why? Just use ninja.
  • #6
  • Jun 17, 2008 9:50pm Jun 17, 2008 9:50pm
Quoting amenlo9
there is a thread regarding this TWSLink with IB

http://www.trade-commander.org/twslink/twslink.htm

let us know if u know how to use it.
I got that running with the example they give, but it is just an EA that sends orders to IB TWS from Metatrader based on data in Metatrader. You can't set it up to pull data in from TWS and display it on Metatrader charts.
  • #7
  • Jun 17, 2008 9:53pm Jun 17, 2008 9:53pm
Quoting Kenz987
It could be done with a C or VB API program. Then write to MT history file. You could get tick by tick real time (if you have a funded account and have subscribed to the data). To get historical you would get it in 5-second bars, not tick by tick. To get that go to Gain thru ninja. If you can program you can wire and tape together all sorts of stuff. But why? Just use ninja.
Thanks. I don't have enough skillies to pull it off. Hopefully someone will.

I like ninja, but having TWS, Metatrader and Ninjatrader running gets to be a bit much. I prefer managing order entry and positions through TWS.
  • #8
  • Jun 18, 2008 8:09am Jun 18, 2008 8:09am
To silk and kgb both: What data? What time frame? Tick by tick or end-of-bar ok? And why? Do you have so many favorite indicators that you really need MT? Do you have a VB6 compiler? Do you have Excel? If so, what version? Note - FYI: IB demo data is useless. It requires a funded account to get good data.
  • #9
  • Jun 18, 2008 1:23pm Jun 18, 2008 1:23pm
Quoting Kenz987
To silk and kgb both: What data? What time frame? Tick by tick or end-of-bar ok? And why? Do you have so many favorite indicators that you really need MT? Do you have a VB6 compiler? Do you have Excel? If so, what version? Note - FYI: IB demo data is useless. It requires a funded account to get good data.
All data, every time frame. Though intraday I already have covered by way of using QuoteTracker. It's really the intermediate/long-term time frames I'd rather view in MT4 with assurances that the data I was viewing was from an ECN. That might seem strange, as one wouldn't expect large discrepancies in data over the longer term between a DD feed and ECN feed, but trust me, they're omnipresent. QuoteTracker has only one limitation in that intraday data is limited to 10 days, anything beyond that is daily candles only. If it weren't for this, I'd give up MT4 altogether.
  • #10
  • Jun 18, 2008 3:03pm Jun 18, 2008 3:03pm
IB has data from most exchanges all over the world. A little too much to do by hand into Excel. I have not used this product and have no connection with it, just saw it posted on the TWS forum. It can pull data into csv files.
http://home.cidadevirtual.pt/jtwsdump/
Once you get data into a csv file, a program such as PeriodConverter can put it into the MT history file and the charts can then plot it. Likewise, ninja can import the data into it's database (import manually by hand, I do not know a way to automate this.)
  • #11
  • Jun 18, 2008 3:09pm Jun 18, 2008 3:09pm
Quoting Kenz987
IB has data from most exchanges all over the world. A little too much to do by hand into Excel. I have not used this product and have no connection with it, just saw it posted on the TWS forum. It can pull data into csv files.
http://home.cidadevirtual.pt/jtwsdump/
Once you get data into a csv file, a program such as PeriodConverter can put it into the MT history file and the charts can then plot it. Likewise, ninja can import the data into it's database (import manually by hand, I do not know a way to automate this.)
Interesting idea. The only issue I foresee is that the live connection would still be an MT4 broker. For some reason, MT4 always wants to update its history files with whatever history the current connection has. I've often replaced MT4 charts that contained erroneous price spikes, etc. with a clean chart/history file. However, even if I set the file to read-only, as soon as I connect to MT4, the chart is overridden with the erroneous data again. I'm probably better off going with Amibroker (w/IB backfill) or eSignal if I want completely accurate historical charts, until then I'm ok with MT4's limitations for now.
  • #12
  • Jun 18, 2008 4:45pm Jun 18, 2008 4:45pm
Quoting Kenz987
To silk and kgb both: What data? What time frame? Tick by tick or end-of-bar ok? And why? Do you have so many favorite indicators that you really need MT? Do you have a VB6 compiler? Do you have Excel? If so, what version? Note - FYI: IB demo data is useless. It requires a funded account to get good data.
Basically I'd like to view a chart in metatrader with my IB account as the data feed. It would behave the same way that the other metatrader data feed charts do. The only limitation would be the IB backfill only goes so far. But it would have realtime and backfill data just like a ninjatrader chart does.
  • #13
  • Jun 18, 2008 6:04pm Jun 18, 2008 6:04pm
KG: You can give the history file a unique name, such as PeriodConverter does when it creates a 2-minute file. You would still have a live (or demo) connection on MT, but the chart you are viewing does not get data form the MT server. You could use a tick received event to refresh the imported data.
silk: Same suggestion as above.
  • #14
  • Jun 16, 2009 11:45pm Jun 16, 2009 11:45pm
they have good feeds brokers are stealing my charts so I am looking to chart seperately
GREED IS THE ULTIMATE INDICATOR
  • #15
  • Last Post: Apr 26, 2016 6:03am Apr 26, 2016 6:03am
jTWSdump has moved to: http://www.tradingsoftwarelab.com/jtwsdump/ but I have developed another tool jTWSdata supporting MT4 .hst binary data files: http://www.tradingsoftwarelab.com/jtwsdata/
Quoting Kenz987
IB has data from most exchanges all over the world. A little too much to do by hand into Excel. I have not used this product and have no connection with it, just saw it posted on the TWS forum. It can pull data into csv files. http://home.cidadevirtual.pt/jtwsdump/ Once you get data into a csv file, a program such as PeriodConverter can put it into the MT history file and the charts can then plot it. Likewise, ninja can import the data into it's database (import manually by hand,...
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