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IBKR TWS RTD – Server Samples

IBKR TWS RTD – Server Samples

Posted August 5, 2019 at 10:28 am
IBKR Quant
Interactive Brokers

The IBKR API – RTD Server for Excel is a dynamic link library that allows our clients to request real-time market data from IBKR's Trader Workstation (TWS) via our API, as well as Microsoft Excel. RTD technology is open source and thus very popular. It is a newer technology compared to Excel DDE and easier to use compared to VB-built ActiveX.

The RTD Server is built in C# so the source file will be installed in the TWS API/source/CSharpClient/TwsRtdServer directory.

Follow the below installation instructions:

  1. Install the IBKR API from here http://interactivebrokers.github.io/ 
     
  2. The latest TWS from here: https://www.interactivebrokers.com/en/index.php?f=16040

A sample RTD spreadsheet is provided within the API installation directory. Visit the GitHub page for details: https://interactivebrokers.github.io/tws-api/rtd_examples.html

Important to remember is that API installer for RTD Server is compatible with 64-bit Excel.

Finally, check out the IBKR RTD API article for additional syntax, market data and scanner function updates.

Disclosure: Interactive Brokers

The analysis in this material is provided for information only and is not and should not be construed as an offer to sell or the solicitation of an offer to buy any security. To the extent that this material discusses general market activity, industry or sector trends or other broad-based economic or political conditions, it should not be construed as research or investment advice. To the extent that it includes references to specific securities, commodities, currencies, or other instruments, those references do not constitute a recommendation by IBKR to buy, sell or hold such investments. This material does not and is not intended to take into account the particular financial conditions, investment objectives or requirements of individual customers. Before acting on this material, you should consider whether it is suitable for your particular circumstances and, as necessary, seek professional advice.

The views and opinions expressed herein are those of the author and do not necessarily reflect the views of Interactive Brokers, its affiliates, or its employees.

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