Calling all traders

Published on October 25, 2010 in Uncategorized. 0 Comments

Two years ago, I left my day job to start Tanius Technology, LLC with a friend (excuse the website it is pathetic). We do everything from high frequency black box trading, to extensive manual trading in markets all over the world.

We are looking for independant traders – people who are generally using interactive brokers to trade their own money, and are consistent but perhaps have to keep a day job to pay the bills or are still in school.

If this is you, and you are interested in working with us, please drop me a line email hidden; JavaScript is required

Interactive Brokers Order Listener

Published on September 21, 2010 in C#, Interactive Brokers and Software Development. 5 Comments

Sorry for the long gap on infrastructure lately – I actually have intentions of discussing my production system again (mostly written against Trading Technologies api), but I still do considerable work with Ib’s api and have run into trouble.

All of my prior interfaces with Ib have been for strictly self contained situations. Essentially where the program is placing orders and monitoring messages for the orders it has placed. I am now writing an interface to listen for any orders placed by any application or directly through the TWS interface. It appears I can use the RequestOpenOrders method with a clientId of -1 and receive all open orders at that moment in time, or I can use the RequestAutoOpenOrders to map TWS order messages to my client with a clientId of 0. But it does not appear there is any way to get all order updates from any target without constantly querying the open orders method.

Does anyone have a better way to do this?

9.64 Release

Published on July 14, 2010 in ATS, Interactive Brokers and Software Development. 4 Comments

Library version 9.6.4.16 is out! It corresponds to the Ib 9.64 api, and fixes numerous issues, most pressingly the decimal parsing for invariant cultures – no more expecting 9,23 as 9.23!

If you have any problems, email hidden; JavaScript is required.

Download the release here, or go to the utilities page.

9.64 in subversion

Published on May 25, 2010 in C#. 0 Comments

Check out subversion for the 9.64 release – I will make a zip drop once I’ve run it in my auto trade for a bit to verify things look good.

9.64 in the works

Published on May 19, 2010 in Interactive Brokers. 0 Comments

Just a heads up – I just saw the new 9.64 beta posted by Ib on May 5th, and will update the .Net library to support it. In the future if you see Ib make an update, give me a shout, it has been nearly a year between updates from them…