Thinkorswim DDL interface

howto
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#1

I use thinkorswim (ToS) and would like to tap into that using the DDL plugin. I have used the DDL plugin successfully before, and in this case I have also successfully connected to the TOS server. However, I believe that my DDL field definitions are not perfect because I am not seeing tick activity. Was wondering if there is a successful ToS DDL user out there that could snap a picture of his configuration screen....would be much appreciated.

This was an older topic in the now read-only Yahoo area, but the File area is not accessible to me so I cannot see what a previous OP submitted. Thank you all.

Mark


#2

It's been some time since I used this but I think it is what you are looking for. I believe this uses the built-in universal DDE, not a DLL. I do not know what a DDL is.

tosetups


#3

Gary I will try it tomorrow. Thank you very much as it appears to be just exactly what I needed. Let me know if I can ever return the favor.


#4

One other thing. ThinkOrSwim (TOS) MUST be up, logged in and running on your desktop in order for this to work! Basically, the data comes into the TOS software. The TOS software serves the data to Amibroker.


#5

After some experimenting, here is the currently working DDE interface to Thinkorswim...thanks to SwingTradeMonkey for getting me close...

image


#6

Anybody has TDameritrade API plug-in for amibroker?


#7

I previously looked into this very item. When you say "TD Ameritrade API" I believe that is a very specific item that refers to an API to access the Ameritrade platform, so you can programmatically interact with their trading platform. I believe TDA charges for this feature and service.

When you say "plugin" I think you are referring to a plugin for Amibroker so you can obtain real time quotes and send trade orders to their platform through the ThinkorSwim trading platform. I recall that someone had created this interface, it may be outdated and I have never used it. Perhaps others in the community can comment.


#8

Thanks Gary, I am a non-programmer trying to creating a simple version of semi-automatic system. I used to use interactive brokers, it has plug in to AMIBROKER. Now I only have access to TDameritrade /TOS thinkorswim. So I wish to find one similar plug in I can use both backfill data and using amibroker to do charting and trading system. I found TOS interface is better than IB, at least for me. But I found TOS thinkscript coding is very restrictive to setup automatic trading system. So I begin to go back to amibroker and try to connect via TDameritrade API to submit order. I have not looked at TDA API cost yet though.


#9

In fact, I have found a old version of TDAmeritrade API plug in, done in around 2011. I have just tried, and amibroker seems not recognizing it.
I have the file, but I just failed to attach to here, as I am new to this forum.


#10

Gary, can you download the TDA API plug in file from this link?

https://drive.google.com/drive/u/0/folders/1In7-sNN_g2rRH3CFb-FKlDfrqQtY7xeY


#11

I have been unable to get amibroker connected to TOS realtime using the settings shown. I have TOS up and I am logged in. I have tried to configure the DDE as above but no transfer of data.


#12

Anthony: I am logged in right now -- still seems to be working for me. Can you shoot me a shot of your Amibroker Database settings screen?

It helps if TOS is open first, and then bring up Amibroker.

What error are you receiving?


#13

Thanks Mark for responding. Here is a screen shot. TOS is open and I am logged in.AMI%20TOS%20real%20time


#14

Hi Mark, when you look at the image you will notice there is a mistake at Bid_size ( SID_SIZE ) I have corrected
the typing error and I still can not linki up to TOS. I do not get any error messages. Just does not link up always reads WAIT @ plugin status.

Anthony


#15

I shot the other two relevant Amibroker setup screens. Make sure yours look like these just for experimentation sake.
amibroker%202Amibroker%201

See if you can stream realtime from TOS to Excel first. Use this link as a Guide. Go to Quotes and follow those instructions. Does that work? https://readtheprospectus.wordpress.com/2009/09/06/linking-excel-and-think-or-swim-for-streaming-real-time-calculations/


#16

Yep, additional screens are as your posted. Yes, I can stream to excel I tried that first.

Just can not get the link to amibroker from TOS. Must be something missed in my setup :frowning_face:

If I can get it working I will update this thread with my settings also .

Thank you anyway.

Anthony


#17

I am running Windows 10 64-bit and the 64-bit version of Amibroker. Occasionally using 32 bit libraries can be a problem with apps. Just another angle. wish I could give you what you need. I know that when I started trying to get it to work it was pretty finicky until I got those settings right. I really didn't have trouble connecting to TOS after I used "TOS" in the DDE Server name. But it just sat there until the config settings were right. Use the real-time window view to confirm that it is working or not, along with the WAIT in the lower right hand corner.


#18

Ok so here is my update: I use Professional edition amibroker 32 bit on Windows 7 and with the settings for DDE as above in this thread trying to link to TOS ( Think or Swim - real time data ) I can not get a connection between TOS and amibroker.

I downloaded the Professional edition amibroker 64 bit on windows 7 and with the same settings for DDE as above in this thread and trying to link to TOS ( Think or Swim - real time date ) The CONNECTION was successfull.

Thank you Mark for your help.
Anthony


#19

Nice to hear it Anthony. Good luck.


#20

Hey guys; latecomer to this thread but thanks for the info. I was able to get the DDE set up in a very short amount of time and it works; i can see the last quote in the realtime window.

A few questions:
a. any ability to backfill a chart w/ data?
b. if not, if you have a symbol and the market opens will it start filling in the chart in real time?
In other words, is this useful for charting or only for scans/pricing

While I'm here - the reason I'm asking is I'm looking for a good intraday data source. I have TOS so trying that. I've tried IQ Feed a few times and have not been happy with a few aspects of using it.

THanks!