INTERACTIVE BROKERS TWS DDE API ORDERING IN EXCEL
Project detail
this is for ordering through the interactive brokers system.
currently they offer an excel file called “newtwsdde.xls” which offers samples of order that can be routed through their system
i am trying to setup another “page” in that workbook (which can be downloaded off the internet but i’ve included as an attachment) where i can easily enter combination order…as in all three are executed at once at a certain price.
Example
1) Buy AAPL 1000 shares
2) Buy AAPL 10 x 150 sept put contracts
3) Sell AAPL 10 x 150 sept call contracts
all executed together AT ONCE AS A GROUP ORDER at 151.5 LIMIT ORDER, not three separate orders submitted at individual prices
i want to be able to execute the above by just entering the basic information
Buy AAPL 1000 shares
—>symbol: AAPL
—>shares: 1000
Buy AAPL 10 x 150 sept put contracts
—>symbol: AAPL
—>contracts: 10
—>buy/sell: buy
—>strike price: 150
—>type: put
Sell AAPL 10 x 150 sept call contracts
—>symbol: AAPL
—>contracts: 10
—>buy/sell: sell
—>strike price: 150
—>type: call
all executed together at 151.5 LIMIT ORDER
—>limit order price: 151.5
i want it as another page in the newtwsdde.xls workbook so i can easily link to cells from other spreadsheets and files to the individual boxes. example, the “symbol: AAPL” can be linked to another file so that it can automatically populate “AAPL”. i think it needs to have a quick way of obtaining the proper ID for the options contracts to execute and i’m unsure of the formats required to execute trades. might need to open a paper trading account to test it out.
i’ve included the newtwsdde.xls file for reference.