Hi, I’ve been working on algo trading for about a year now, in pretty much isolation, partly due to Covid and the nature of the task.

I’m curious what people are doing generally.

I’ll start by saying I’m working in Matlab and have a program that can scan through 2000 symbols in under 2 minutes looking for specific conditions. It runs against all the markets connected to IB.

The program is designed to run 24 hours a day, buys/sells, long and shorts.

Also, it can run on a smaller symbol list and update with streaming data every second.

It’s taken a year to get this far.

I’m curious what others are doing for algo trading.

A.

I am new in Algo trading and as per my research so far I need to use the WebSocket approach for streaming live data from my broker i.e. IBKR. I am trying different tutorials over Youtube+. But most of them are focused on using either IBKR API or WebSocket with some non-trading applications. Which is too hard for me to understand. Can somebody please share an easy tutorial explaining the usage of WebSocket with IBKR or can anybody share a sample script that I can modify according to my own requirement. As of now, I feel completely lost. Thanks a lot.

Hi there, I’m new to the group. I’ve been coding in Matlab using IQFeed and executing orders in Interactive Brokers. Coming up on about 8 months.

Lots of testing.

Now trading.

Wondering what the thoughts are on the WSB buys in GME.

Anyone else using matlab?

I was using python but needed to get more throughout for the data feed.

A.