Excel ActiveX

The ActiveX API is available for Windows computers to create a means of communication between Microsoft Excel and TWS or IB Gateway.

The ActiveX API wraps the C#/.NET API and is provided as an open source project TWSLib. ActiveX is a legacy technology developed by Microsoft, it essentially allows applications to share information with each other. The current ActiveX API for Excel wraps the C#/.NET API and is provided as an open source project TWSLib. It is suggested to also consider using the C# API directly as it provides seamless integration with the .NET framework.

One possible advantage of using the ActiveX for Excel API as compared to RTDServer or DDE is that ActiveX does provide the same number of functions as the other socket-based technologies (C#, Java, C++, Python). Disadvantages of the ActiveX Excel API is that it is more difficult to program as compared to other Excel APIs and not as robust as non-Excel socket-based API applications.

• The sample ActiveX spreadsheet provided with the API is meant only as a demonstration of API functionality, and not intended as a production-level tool to be used in trading. While it is designed with examples of almost all API functions, it does not have the necessary functionality to handle problems that may occur during trading such as disconnections, error codes, or dropped events in a robust way.
• One possible advantage of using the ActiveX for Excel API as compared to RTDServer or DDE is that ActiveX does provide the same number of functions as the other socket-based technologies (C#, Java, C++, Python). Disadvantages of the ActiveX Excel API is that it is more difficult to program as compared to other Excel APIs and not as robust as non-Excel socket-based API applications.
• Sample spreadsheet applications are distributed with the API download for each of the API technologies (RTD Server, ActiveX, DDE). It is important to keep in mind that the sample applications are intended as simple demonstrations of API functionality for third party programmers. They do not have robust error handling functionality and are not intended to be used as production level trading tools.
• Interactive Brokers does not offer any programming assistance and therefore it is strongly advised to anyone willing to use any of the TWS ActiveX API to become familiar with the technologies involved such as C#.
• By design, Microsoft Excel gives precedence to the user interface over the data connection to other applications. For that reason, Excel only receives updates when it is in a ‘ready’ state, and may ignore data sent for instance when a modal dialogue box is displayed to the user, a cell is being edited, or Excel is busy doing other things. A new Excel Real Time Data server (RTD) API has been introduced to help address some of these limitations, but they are inherent to Excel as a trading application and not specific to an API technology.
• Excel must be set to the US convention for commas and periods. That is, commas denote thousands and periods denote decimals.

Clients who may have installed the API into a unique location may receive an #NA message in each ActiveX cell. While this is often indicative of a reference error, the #NA reference may be failing to call an installed DLL essential for the connection with Trader Workstation. To resolve this error, please follow the steps listed below:

1. Uninstall the API from the “Add/Remove Tool” in the Windows Control Panel as usual
2. Delete the C:\TWS API\ folder if any files are still remaining to prevent a version mismatch.
3. Locate the file “C:\Windows\SysWOW64\TwsSocketClient.dll”. Delete this file.

1. Log in to the Trader Workstation or IB Gateway
2. Open the Global Configuration by selecting the Cog Wheel icon in the top right corner
    
3. On the left, select API and then Settings
4. At a minimum, you will need to maintain these settings:
   • “Enable ActiveX and Socket Clients” must be checked
   • “Read-only API” should be unchecked
   • Unless you are interested in modifying each request or the base code, we would advise setting your Socket port to 7496
5. This will let you get started; however, there are some option settings we would encourage you to enable:
   • “Create API message log file” should be checked
   • “Include market data in API log file” should be checked
   • “Logging Level” should be changed from “Error” to “Detail”

This guide is intended to introduce new customers to the ActiveX Excel Sample Sheet and introduce the systems available of our underlying API.

Sample spreadsheet applications are distributed with the API download for each of the API technologies (RTD Server, ActiveX, DDE). It is important to keep in mind that the sample applications are intended as simple demonstrations of API functionality for third party programmers. They do not have robust error handling functionality and are not intended to be used as production level trading tools.

Endpoints can be received in two standard ways. The first most common method is to retrieve all of the data in-line within the same page. This is prevalent in the Tickers and BasicOrders and several others. This is common for situations where single cell values are released for a given value.

Other times, you will see a new page created to house returned data. This is prevalent for Historical Market Data, Market Scanners, and more. This is where multiple values will be retrieved that correspond to the same identifier.

The Interactive Brokers ActiveX API is rather unique in the sense that it demands the most Visual Basic knowledge to operate the API of our three Excel offerings. However, the API is similar to RTD in the sense that much of the underlying functionality and requests are based on C# source code.

To elaborate on this process further, C# makes the underlying requests to EClient.reqMktData, receiving data in EWrapper.tickData, and so on with accordance to the Trader Workstation API. As such, changes to method request systems are built in the C# code directly. As with our other source code, this is the baseline for all clients and is used to interpret data from a TCP socket bridge connection to the Trader Workstation. This is documented within C:\TWS API\source\CSharpClient\activex

The ActiveX component of this API comes from the communication between C# and Visual Basic. Specifically, the use of the System.Runtime.InteropServices Namespace supports the COM interoperability that provides the foundation of ActiveX.

Finally, Visual Basic will intercept the messages sent through the Namespace and then assign that data to specific cells in your active workbook. This code is all established at {TWS API}\samples\Excel\TwsActiveX

As stated within the Architecture section, the Excel ActiveX API is built on the underlying C# API with standard Visual Basic Translations to allocate the data onto the Excel sheets. For additional insight into the underlying methods, see the TWS API Documentation.

Interactive Brokers always welcomes users to contact customer support in the event of API behavior issues. However, to help expedite the troubleshooting process for customers, it is encouraged to first consider the following:

• Does this issue persist in other platforms? Am I receiving errors with an order even when performing the same action in Trader Workstation rather than through the API?
• Did the request match the Required parameters from the documentation?
• Were documentation or guides consulted on the matter prior?
• How long has this issue been going on? Is the error on the first attempt, or has this request been working for days prior?
• Do other, similar requests work? Perhaps portfolio data is returned, but not trading information.