Connecting to Interactive Brokers TWS Using Java

Disclaimer

This tutorial is to be used at your own risk. By using this tutorial you agree not to hold the writers of this tutorial, StockBotProgramming.com, or anyone affiliated with StockBotProgrammign.com liable for any damages that may occur as a result of using this tutorial and/or provided source code.

This tutorial will assume you are using Java NetBeans, however if you are familiar with Eclipse the same ideas apply. You will also need the TWS API, which is available for download Here.

The goal of this tutorial is to teach you how to use the TWS API with Java, not to teach Java. If you are unfamiliar with using Java read through the tutorials found Here. Although we are not trying to teach Java in this tutorial, we will try to make things as simple as possible. The code generated here will not be the "best" or most "optimized" ways of doing things. That is not the point of the tutorial. We want to provide a simple and workable foundation on which to build a bot. If you have any suggestions regarding this tutorial or if you notice any mistakes suggest it here.

First we will need to create a new project, so open NetBeans if you haven't already. Now click File->New Project. Select General->Java Application and click next. Name your project "JavaTutorial1" and click finish. The first thing we need to do is get Java set up to use the api. The easiest way to do this is from within NetBeans right click on JavaTutorial1 and select properties. From the source category click "Add Folder". Now navigate to the folder where the tws api is installed. The folder you want to add is called com. On my computer the folder is at c:\jts\java\com

Now inside your main.java file add the line:

import com.ib.client.*;

Put that line after the package declaration. The next thing we need to do is make the Java application run our main class. At the bottom of the source code you should see

public static void main(String[] args) {
// TODO code application logic here
}

Where it says add the following line after the TODO comment:

Main myMain= new Main();

Next, go towards the top of the source code to the main class declaration and change the class declaration to:

public class Main implements EWrapper{

If you tried building the project now you will notice a lot of errors. Since we are implementing the EWrapper class, we must add all of the required function prototypes to our code. Add the following lines to the class:

public void tickPrice(int tickerId, int field, double price,int canAutoExecute )
{
}

public void tickSize(int tickerId, int field, int size)
{
}

public void orderStatus( int orderId, String status, int filled, int remaining, double avgFillPrice, int permId, int parentId, double lastFillPrice, int clientId)
{
}

public void openOrder(int orderId, Contract contract, Order order)
{
}

public void error(String str)
{
}

public void connectionClosed()
{
}

public void updateAccountValue(String key, String value, String currency, String accountName)
{
}

public void updatePortfolio(Contract contract, int position, double marketPrice, double marketValue)
{
}

public void updateAccountTime(String timeStamp)
{
}

public void nextValidId(int orderId)
{
}

public void contractDetails(ContractDetails contractDetails)
{
}

public void execDetails(int orderId, Contract contract, Execution execution)
{
}

public void error(int id, int errorCode, String errorMsg)
{
}

public void updateMktDepth(int tickerId, int position, int operation, int side, double price, int size) {
}

public void updateMktDepthL2(int tickerId, int position, String marketMaker, int operation, int side, double price, int size) {
}

public void updateNewsBulletin( int msgId, int msgType, String message, String origExchange){
}

public void managedAccounts( String accountsList){
}

public void receiveFA(int faDataType, String xml){
}

public void intradayData(int reqId, String date, double open, double high, double low, double close, int volume, double WAP, boolean hasGaps){
}

public void updatePortfolio(Contract contract, int position, double marketPrice, double marketValue, double averageCost, double unrealizedPNL, double realizedPNL, String accountName){
}

public void scannerData(int reqId, int rank, ContractDetails contractDetails, String distance, String benchmark, String projection){
}

public void scannerData(int reqId, int rank, ContractDetails contractDetails, String distance, String benchmark, String projection,String temp){

}

public void historicalData(int reqId, String date, double open, double high, double low,
double close, int volume, int other, double WAP, boolean hasGaps)
{
}

public void bondContractDetails(ContractDetails contractDetails){

}

public void tickEFP(int x,int y,double m,String str1,double n,int k,String str2,double l ,double v)
{

}

public void tickString(int a,int b,String c)
{
}

public void tickGeneric(int a,int b,double c)
{
}

public void tickOptionComputation(int a,int b,double c ,double d,double e,double f)
{}

public void error(Exception e)
{
}

Now we are almost on the home stretch. Go to the Main initialization function at the top of the code. We will add our connection code here so the application connects on startup. The first lines you want to add are:

EClientSocket m_client = new EClientSocket(this); m_client.eConnect("127.0.0.1",7496, 0);

This call has 3 parameters. The first is the ip address where TWS is running. In our example we used "127.0.0.1" which is your local box that you are on. The second parameter 7496 is the socket port number that TWS is listening on. By default this is the port, however you can change this from within TWS. The last parameter is the client id. This tells the TWS who you are. We chose 0 in this case. If you wanted to run a second bot connected to this same TWS make its client id 1, or another number besides 0. This is a good time to make sure that your TWS is set to accept bot connections. To do this turn on TWS if not already on and go to: Configure->Api and make sure there Is a check next to Enable ActiveX and socket clients.

Now the program will connect to the TWS on startup. To test this code make sure TWS is turned on and configured to allow socket connections. Next build the NetBeans project and then run it. At the bottom of the screen NetBeans outputs some information, you should see something like "TWS Time at connection:20070424 10:32:31 CST". If this is what you see then congratulations, you now can connect to the TWS using the API. You are well on your way towards building a fully functional Bot. Next we will add a tutorial showing how to get data on a particular stock symbol.

 Download the full source for this project Here