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Interactive Broker API Apps

 
 
     
Job Summary:
 
Job Type: Project
Budget: $ 250-500
Required Skills: ActiveX, C++ / C, Java, Visual Basic, Visual Basic .Net
Attached Files: (None)
 
Status: Closed for bidding
 
Buyer Summary:
 
Username:
russellrussell  
Feedback Score: Rating: (No Feedback Yet)
Award Reliability: 1 posted 0 paid
 
Location: Wilmington, Nc, United States
Member Since: December 31, 2009
 
Invited Users:


Description
GENERAL

This bid consists of developing three Visual Basic (Visual Studio 2008) Applications. Each will be developed as DOS executed (non-GUI) “Console Applications” and will connect with Interactive Brokers (IB) Trader Workstation (TWS) API.
-App 1 - Tick data collector DOS application
-App 2 - Bar data collector DOS application
-App 3 - Order entry automation DOS application

IB API libraries, examples, and definitions can be found in the following paths
http://www.interactivebrokers.com/php/apiUsersGuide/apiguide.htm (IB API reference guide)
http://www.interactivebrokers.com/en/p.php?f=api&ib_entity=llc (IB API download and similar examples)
http://www.interactivebrokers.com/en/control/systemstandalone.php?os=win&ib_entity=llc (TWS download)
- Functionally based upon existing IB API class/methods/routines to minimize coding complexity, simplify coding architecture, and reduce development time
- Non-GUI applications are requested to maximize execution speed and robustness
- Applications should be able to run simultaneously on same computer connected to single TWS instance
- Applications should be able to run continuously for multiple days without error
- Applications need to function on a 64-bid Windows 7 Operating System
- Progress Payments/Terms: 20% when application 1 is operating, 20% when application 2 is operating, 40% when application 3 is operating, 20% when all applications are fully integrated, tested, and continuously run from at least 3 days
- An additional bonus of 20% will be provided to the person/team that can provide high quality well commented codes that beats schedule and delivers an easy to implement, error-free package.
- This task should be a relatively simple project for those knowledgeable about Visual Basic and Interactive Brokers API
- Further details of each application are specified below


APPLICATION 1 - Tick Data Collector (Tdata_v1m0.exe)

Program Functions:

- Read a list of target currencies from specified ASCII input file
- Connect to local Interactive Brokers (IB) Trader Workstation (TWS) account
- Collect continuous unparsed tick data (time, bid, ask, last, bid size, ask size, and last size) for each target currency and write unparsed/unprocessed data to specified ASCII output files.

Control Inputs:

Target currencies to gather tick data shall be provided via input file “Currencies.txt”. The first line of the ASCII input file will provide the number of currencies (NCURR). The next NCURR lines will be the list of FOREX currencies.

Application Outputs:

All raw unparsed data for all targeted currencies will be continuously written to ASCII files with changing filenames every 5 minutes. Tick data must not be lost between consecutive ASCII files. Filenames should have the following format

Taaaabbccddee.txt

where,

T = Represents “tick” data
aaaa = Year of Data Set
bb = Month of Data Set (01 to 12)
cc = Day of Data Set (01 to 31)
dd = Hour of Data Set (00 to 23)
ee = Ending Minute of Data Set (00 to 59)
“.txt” = File extension


APPLICATION 2 – 5 Second Bar Data Collector (Bdata_v1m0.exe)

Program Functions:

- Read target currencies from specified ASCII input file
- Connect to local Interactive Brokers (IB) Trader Workstation (TWS) account
- Collect continuous 5-sec bar data (date, time, open, high, low, close) for each target currency and save to specified ASCII output files.

Control Inputs:

Target currencies to gather tick data shall be provided via input file “Currencies.txt”. The first line of the ASCII input file will provide the number of currencies (NCURR). The next NCURR lines will be the list of FOREX currencies.

Application Outputs:

Data will be saved in an ASCII “.csv” file with the following internal format.

mm/dd/yyyy, aabbcc, 1.11111, 2.22222, 3.33333, 4.44444, e, f

where,

mm = month
dd = day
yyyy= year
aa = hour (00 to 23)
bb = minute (00 to 59)
cc = second (00 to 59)
1.11111 = open
2.22222 = high
3.33333 = low
4.44444 = close
e = 0 (unused)
f = 0 (unused)

Data for each currency shall be saved in individual files within daily files with the following file format.

Bxxxxxxaaaabbcc.csv

where,

B = Represents “bar” data
xxxxxx = currency (example: EURUSD)
aaaa = Year of Data Set
bb = Month of Data Set (01 to 12)
cc = Day of Data Set (01 to 31)
“.csv” = File extension




APPLICATION 3 – Order Entry Automation (Orders_v1m0.exe)

Program Functions:
(1) Connect to local Interactive Brokers (IB) Trader Workstation (TWS) account. Account details will be identified by ASCII input file
(2) Read operating status parameters from ASCII file
(3) Write updated account value to ASCII file
(4) Write latest bid & ask quotes for targeted currencies to ASCII file
(5) Run pre-specified DOS batch file
(6) When above batch file completed read desired orders from ASCII file
- read number of orders (for each order, read the following)
- read trade type (LONG / SHORT)
- read number of shares
- read target limit in value ($)
- read time to allow for limit in to occur (sec)
- read target limit out value ($)
- read time to allow limit out before selling at market (sec)
(7) If no desired trades identified, wait predefine amount of time, Goto Step (2)
(8) Execute / Monitor entered orders
- place limit in to buy (LONG) or limit in to sell (SHORT)
- if target time to allow limit in reached, cancel order
- if limit in orders execute, place limit out order
- if limit order is executed, but time limit reached, convert to market orders
(9) Write executed order transaction summary to ASCII file
- Infinite loop back to Step (2)

Control Inputs:

Inputs read for ASCII input file every loop to determine process control

Leverage (real, value= 0.0 to 40.0, default = 1.0) – Value multiplied by available working capital to identify allowable number of parallel orders and number of shares per order

Automation Mode (4 GUI radio buttons) – identifies operating mode.

1- “Standby” - No new orders entered
2- “Standard Automation” - identified limit in orders entered, orders remain pending until limit in time reached, entered orders exit on limit out, unless limit out time reached
3- “Stop – Limit Out” - No new orders entered, cancel pending orders, allow entered orders to exit on limit out, unless limit out time reached
4- “Stop – Market Out” - No new orders entered, cancel pending orders, exit all positions at market.
5- “Exit” – Stop Application Execution

Wait Time (real, value = 0.0 to 9999.9, default = 10.0, units = sec, GUI text box) – specified amount of time to wait if batch file identifies no target orders to rerun batch file

Name/Location of Batch Engine File (default = “orion_v1m0.bat”)

Name/Location of Currency List ASCII File (default = “currencies.txt”) – ASCII file listing the currencies to collect current bid/ask quotes

Name/Location of Bid/Ask Quotes ASCII File (default = “quotes.txt”) – ASCII file includes most recent bid/ask quotes for each currency identified in currency list

Name/Location of Available Money ASCII File (default = “money.txt”) – ASCII file containing current amount of money available for trades

Note: files "currencies.txt", "quotes.txt", and "money.txt" have been attached below
Note: "mock" batch files and any other input/output files will be provided to coder at beginning of project.




Reminder
You may not start working in this and any request before your bid is accepted. Users who violate this policy may have their accounts permanently suspended.



 Bids Received (8)   Shortlist (1)   Declined Bids (0)   
Average bid amount:   $381.11   Average delivery time:   15 Day(s)
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Premium User  
samia  
Dhaka, BD
location
US$320
bid amount

9.96/109.96/109.96/109.96/109.96/109.96/109.96/109.96/109.96/109.96/10
(49 reviews)

feedback
12 day(s)
delivery time

 
 
INTEGRATED SOFTWARE SOLUTION Greetings!!!!!! A warm and pleasant heartily greetings from the Integrated Soft ware Solutions ABOUT US: Integrated Software Solution is a part of the major group and is formed with an objective to provide Technological Solutions. The team behind the group is highly skilled and diligent. Integrated Software Solution assures best pricing and hard working in all the projects undertaken. DOMAIN EXPERTISE: We have skilled developers having expertise in JAVA Script, JQuery , PHP, C , C++, J2SE, J2ME, C#, VB.NET, ASP.NET, FLASH , SOAP, XML , MYSQL DEVELOPMENT ENVIRONMENT: We are familiar with Eclipse, Net Beans, Visual Studio 2005 and Dream Weaver , Flash MX 2004 OUR DEVELOPMENTS: We have developed 1) Different applications for mobile devices using J2ME, CLDC1. O/MIDP2.0. 2) Video Plugin for the CMS E107 3) Various components for CMS Joomla 5 4) Webcam Recorder and RTMP video player using FLASH and RED5 5) A portal and billing system for City Network using HTML, PHP 5.0, JavaScript, My SQL, C and Java 6) We designed and implemented content provider software (Like AOL) for mobile devices using C++ in Sun Solaris OS. 7) We developed Hospital Management System using Visual Basic for Front End and Oracle for Back End 8) We also developed Health Care Software. This software is a web-based. We used an open source Wiki Engine (Xwiki) for developing this software. 9) We developed FISH , a distributed file sharing system using J2SE1, 4(Java) and My SQL 5.0 We assure and deliver solutions that work . Please open up a chat session for further discussion. Best Regards INTEGRATED SOFTWARE SOLUTION
Bid Time: 01-01-2010 03:16
 
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Premium User  
imprahul  
New Delhi, IN
location
US$310
bid amount

9.94/109.94/109.94/109.94/109.94/109.94/109.94/109.94/109.94/109.94/10
(18 reviews)

feedback
5 day(s)
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Hi, I have a lot of experience with developing applications in VB .NET and web APIs., and can finish this task within the stipulated time frame.
Bid Time: 01-04-2010 04:37
 
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Premium User  
dreamztech  
Kolkata, IN
location
US$400
bid amount

9.31/109.31/109.31/109.31/109.31/109.31/109.31/109.31/109.31/109.31/10
(16 reviews)

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12 day(s)
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Hello, This is Kris with DreamzTech Solutions. I am doing my best to establish that line of communication, to show you that we are just not another business in cyberspace behind a computer. We want to show you that we are going to be here whenever you need us, before, during and after the project. We can address any concerns that you might have in regards to moving forward with the project, and get a better understanding of who and what we are and how we operate. Please open your PMB So that I can send you the portfolio link and the previous work examples which we have done for different clients I also like to send you milestone planner document which will show how we want to execute the whole project flow wise. Thanks kris
Bid Time: 01-01-2010 08:21
 
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technocraft  
Nagpur, IN
location
US$500
bid amount

7.13/107.13/107.13/107.13/107.13/107.13/107.13/107.13/107.13/107.13/10
(16 reviews)

feedback
20 day(s)
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We have more than 9 years of experience in Software Fields to work with commercial customers around USA as well as all around Glob. Customer satisfaction is our valuable profit. We have expertise in various domains and having enough work experience in it. We have experience to work with many Web Technologies Flash,Photoshop,Dreamweaver,other Programming Languages , Software evelopement, Database Developement and other Designing related work. We have much experience to work with ASP,AsP.net,PHP, MySQL, MSSQL,VB.net and Wordpress Joomla 1.5, Drupal. Please open PMB for detail discussion. Thanks Regards Technocraft.biz.
Bid Time: 01-01-2010 06:13
 
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GoldenHands  
Orlando, US
location
US$500
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9.60/109.60/109.60/109.60/109.60/109.60/109.60/109.60/109.60/109.60/10
(10 reviews)

feedback
15 day(s)
delivery time

 
 
I worked before with IB TWS API. I made special easy to use .NET wrapper(it's available on my website). It allows to connect to one TWS platform from several applications simultaneously. Console application is not a problem. I also worked with Dukascopy FIX API, ACM FIX API, MT4 API, MBTrading API, FXCM API, Currenex FIX API, Multicharts data and order execution API. Regards. Tim.
Bid Time: 01-04-2010 12:07
 
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crasmatic  
karachi, PK
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US$200
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1.00/101.00/101.00/101.00/101.00/101.00/101.00/101.00/101.00/101.00/10
(2 reviews)

feedback
10 day(s)
delivery time

 
 
Hi,I have read the project detail thoroughly it will be my pleasure to work on your project as our aim is to satisfy our customers. I hope i will hear positive response from you. THANKS....
Bid Time: 01-02-2010 04:01
 
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softcoder05  
Ahmedabad, IN
location
US$500
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25 day(s)
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Dear Buyer, We are the team of 15-20 People including developers and designers. Our team includes experienced persons in field of different technologies. Our Customer set belongs to Europe, USA , Australia and many other countries around the Glob. We are providing our services to many different and advanced technologies. Our work field includes CMS (Content Management System), Web Technologies, Application Software Development and Real-time Software development. We have more than 7 years of experience to work with Joomla, Drupal, Wordpress, Magento, VB.net, C#.net, ASP.net,JAVA, J2ME, JSP, VB, PHP, MySQL, MSSQL, C, C++. Visit our portfolios to know about my work and We are not a premium memeber of GetaCoder so can't add more then 5 portfolios. Please connect via chat for further discussion. Thanks Regards Softcoder05
Bid Time: 12-31-2009 23:35
 
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faizansiddiqui10  
Lahore, PK
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US$250
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10 day(s)
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Hi Dear, i can do this for you in low cost and on time work with quality solution. contact me
Bid Time: 01-02-2010 01:39
 
 


 
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