Connecting to Interactive Brokers

To connect ATAS to Interactive brokers you need to make some changes in TWS settings. You need to download and install the latest version.

To receive cat data, it is important to purchase a "Real-Time Top of Book (LVL1)" subscription.

NOTE: Interactive Brokers market data may differ significantly from other data providers due to the nature of this connection. Please, take this into account, when analyzing/trading, using this broker`s connection. 

NOTE: The demo account from Interactive Brokers doesn't receive online data for stocks. 

IMPORTANT: This connection only works for the Western market. You will not be able to receive quotes for Russian instruments through Interactive Brokers.

It is also worth clarifying: to receive online data in ATAS for more than 3 instruments at the same time, you need to have a "Real-Time Depth of Book (LVL2)" subscription.

1. For correct work of Interactive Brokers connection it is necessary to download and install TWS trading terminal (latest version). 

2. Then you need to configure it. To switch the interface to Russian, select Configuration -> General -> Language and region -> Current language in the settings window

3. It is also important to activate the item “Allow keyboard input in order fields”.

4. Next, set the following settings (in the Configuration -> API -> Settings section):

• To allow connection to the TWS trading terminal from other programs, you must enable the Activate ActiveX and socket clients mode.
• The API, read-only option should be disabled.
• Enable the Load open orders on connection mode.
• Enable the Send API notifications in English option.
• If the specified port is already used on the computer by another program, the Socket-Port value must be changed to connect.

5. After the previous settings, next open ATAS. To add a new connection click on the “Add” button.

Then a window will open with a list of available accounts and quote providers: 

6. In this window, you need to select the Interactive Brokers connection type and click the "Next" button.

Then the connection settings window will open:

• Server address: specify the IP address and Socket Port of the computer where the TWS terminal is running (in “IP:port” format). If TWS is running on the same computer where ATAS is running, the IP address should be 127.0.0.1. Port - Socket Port value from TWS settings. Default: 127.0.0.1:7497.
• Client ID: specify any number greater than zero (default is 1). TWS has the ability to accept multiple connections (they can be numbered 1,2,...). Client ID is needed to identify the connection.
• Dom levels count: limit the depth of the glass (DOM), default is 50.

7. Click the “Ok” button. Adding the connection is complete.

After the connection is configured, it will appear as a separate line in the connections window.

You can read about the settings of this window at the link: Connection settings window.

1. Add - add a new connection.

2. Type - the source of the connection.

3. Name - the name of the connection, which can be set by yourself.

4. Status - the status of the connection.

5. Quote Provider - option to select a quote provider (this connection will be used in the role of a quote provider).

6. Autoconnection - if you want the connection to occur automatically when the platform is launched, you should enable this option.

7. Connection settings button.

8. The button to remove the connection from the list.

9. Connect/disconnect - connect/disconnect the connector.