API Developer

[Nick Radge]

A few students are extending their needs beyond our default API so I thought it best to provide the developers details so anyone can go direct for a custom build.

The current API we provide ($A440) will:

– place bulk orders
– manage exposure during any session
– exit excessive trades to return exposure to the wanted level

Should this suit your needs just contact me to arrange.

However, should you want additional attributes, such as:

– end of day exit
– contingent stop loss / profit targets
– anything else you may require

The contact the developer directly:

Levente Borbely
Abstraco
[email protected]

I have been dealing with Levente for a number of years. He is very quick to respond and provides excellent service. Just ensure you tell him you’re a client of mine.

Nick

[Nick Radge]

Below is the complete list of release notes since version 1.0.2

============================================
BatchTrader v1.0.3 Build 025 07.07.2016
============================================
New features:
– An option is provided to automatically close open positions using
market-on-close orders. This implementation does not handle partially filled
positions.

============================================
BatchTrader v1.1.0 Build 029 18.07.2016
============================================
New features:
– An option is provided to automatically close partially filled positions using
market-on-close orders at pre-defined times. When the configured position
closing time is reached for a particular venue, all partially filled orders
are cancelled and the open positions are closed by market-on-close orders.

============================================
BatchTrader v1.2.0 Build 032 19.07.2016
============================================
New features:
– Added an option to select if positions are automatically closed at the
specified position closing times, and the order type used to close the
positions (with possible values market or market-on-close).

============================================
BatchTrader v1.2.1 Build 035 29.07.2016
============================================
New features:
– Added support for opening short positions. Previously only long positions
were allowed and the SELL action in the input file was ignored.
– The order reference text is now set for each order. The text is set to the
TWS client ID of the application that is placing the orders. This helps users
to identify trades generated by a particular application instance in cases
when multiple such instances are running.

============================================
BatchTrader v1.3.0 Build 041 13.09.2016
============================================
New features:
– Added a new position closing mechanism based on limit orders. This is useful
for exchanges like ASX which does not support market-on-close orders.
When this mechanism is selected, the limit price will be a given percentage
below/above either the position opening price, or the last traded price.
– The times to cancel non-filled orders and to close open positions must be
specified separately.
– Created an improved version of the order entry settings page where the
cancellation/closing times as well as the position closing mechanism can be
specified per exchange/venue in a more user friendly way.

============================================
BatchTrader v1.4.0 Build 048 29.09.2016
============================================
New features:
– Batch Trader can now automatically load input files and send batch orders at
configured times. For this the “Batch Order Entry Settings” dialog was
enhanced with a new table where the user can enter a set of times and the
files to load at those times. The times are in the local time zone.
– Keyboard shortcuts were created for importing the traded securities (ALT+I),
for sending batch orders (ALT+, and for configuring the batch order entry
settings (ALT+S).

============================================
BatchTrader v1.4.1 Build 050 01.10.2016
============================================
New features:
– Batch Trader now allows leaving positions unclosed for selected exchanges.

============================================
BatchTrader v1.4.2 Build 052 16.10.2016
============================================
New features:
– Implemented a workaround to fix a bug in TWS which caused it to send in its
next valid ID notification a value which is lower than the maximum of the
order IDs it has processed so far during the day. Because of this the
application can then generate an order with a seemingly valid ID and receive
an execution for another order which had the same ID and assign it to the
first order.

============================================
BatchTrader v1.4.3 Build 053 17.10.2016
============================================
Changes:
– The times to automatically load input files can now be specified using
seconds, ie the time has to be in HH:MM:SS format.

============================================
BatchTrader v1.5.0 Build 064 27.02.2017
============================================
New features:
– The application can now handle multiple accounts in the same instance. Each
account has its own batch order entry settings, including the maximum number
of orders allowed to fill, the exchange configurations, and auto order entry
configurations.

============================================

[Nick Radge]

Levente seems to be ever increasing the cost of the API for my referrals which I feel is a little raw.

One client has now been quoted $2800 for something reasonably basic.

I have a new version which is available for students at A$1100 and allows:

– ASX or US
– long or short
– Exits include MOC or Limit on close (ASX)
– Entries include stop orders, market orders or limit orders

Contact me via email should you wish to gain access.

Nick

Note: The old API is still available and will operate as usual on a single market only. Using it on various markets can cause conflicts.
–

[Nick Radge]

The new API continues to evolve and now has features to reboot and alert if host computer drops out.

The main features are the following:

· It works on Stocks
· It works on all stock markets
· Long and Short
· Supports the following Entry orders

o MKT
o LMT
o STP
o STP LMT

· Supports the following Exits

o No closing of positions
o MOC
o MKT
o LMT

· Verify the input data
· Sends Email notification when the computer hosting it restarts
· Recovery Mode (in case the hosting computer restarts it is capable of picking up from where it was stopped and continuing to work as it was supposed to)
· Generating trade reports for all market in the format that can be imported to Share Trade Tracker
· Generating the trade reports with the commissions for the ASX and US markets
· Exiting additional Filled orders with market orders
· Creating reference for all the placed orders so it will be easier to know which trade is for which system in TWS trade log.

[LeeDanello]

How much does this one cost?

[Nick Radge]

Same as the initial version, $1100

[TrentRothall]

Is this the version that does LIT orders Nick?

[Nick Radge]

Yes, but you may be able to do it with BatchTrader.

Change Order Type to LIT and Change Aux Price to the same as the wanted buy limit price.

[TrentRothall]

ok, ill have a look after the close. Thanks

[Nick Radge]

A new version of the API is now available, API V1.0.6, which has fixed a few small bugs.

If you wish to upgrade, please send me an email.

[Nick Radge]

A new version of the API is now available.

Please email me for instructions.

[JulianCohen]

I noticed a couple of updates to Smart API this week but unless I’m missing something, which I probably am, I can’t see an update log so I’m not sure what has changed.

[Nick Radge]

An Error 200 started appearing in several stocks.

It was determined it was the same problem we have with the ISLAND stocks

ISLAND was added as the primary exchange for all the trades that are having the exchange as SMART and traded on US and for the stocks that are trading on AUS market and the exchange is SMART the primary exchange will be ASX. (this is the solution from IB)

So the additional fix will send the order to close again and replace the SMART by the required exchange (ISLAND for US stocks and ASX for AUS stocks).

[Nick Radge]

If using the API a new bug fix was added and sent.

Issue:
An order was initially partially with several seconds left till cancellation. It was completely filled at the exact second the api sent the closing orders for all partial fills which is the time specified by the user. When the new filled message came from tws that the position is filled the api checked and saw that the close order is already placed it ignored the message

Fix:
1. Add one minute delay between the order to cancel all unfilled orders and the placing of MOC orders for the partial fills
2. Add field in the update form that will have description of the fixes

[ZachSwann]

The new update to the API delayed MOC orders at a certain time what’s the benefit?

[Author]

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