Exhale_Trading

I trade mainly futures automated through IG's API. Trading shares through the API is not so good since you can't even get a quote. 😞

Ok, so it is like I was thinking. Thanks for the confirmation. And no, I have never used DMA for options.

I was recently thinking about market impact when trading with IG and came to the conclusion that there probably is not any since our orders are never routed to an exchange but we are trading always against IG. Also trading volumes don't have the same importance in comparison to trading on a real exchange since IG is always taking the other side of a trade. So one gets always filled even when this would not have happened on an exchange. Here I'm thinking for example about mini futures contracts. Those can have really nasty slippage because of low volume when trading on an exchange but that should not be the case when trading against IG. Can someone confirm that I'm thinking correctly.

This is what you can get from IG: Resolution Days 1 Sec 4 1 Min 40 2 Min 40 3 Min 40 5 Min 360 10 Min 360 15 Min 360 30 Min 360 1 Hour 360 2 Hour 360 3 Hour 360 4 Hour 360 1 Day 15 years Then there are limits how much you can download per week and so on. I recommend saving data you downloaded so you slip downloading the same data again and again since this will fill your weekly allowance in a blink.

I use matlab with IG's API and run several strategies fully automated. Works great for me. I also have an account and run automated strategies with Interactive Brokers (since you mention TWS). If you are used to work with the IB API through the TWS you will find working with IG's web API a piece of cake.

I trade only automated and can tell you that this is a lot of work. I spend countless hours programming, developing, testing and constantly debugging my robots. If you think you can just download a robot, press RUN and earn a lot of money you will most likely end up losing it.

Hi Xammo, I think you recognize my avatar, I was posting under the alias Despair on prorealcode. I'm feeling sorry for you having this problems but at the same time I'm not surprised. The ProOrder-modul of PRT is not stable and has several (known to ITF) bugs that can (and will) cause financial damage to its users! I have send countless mails (reports) to ITF regarding this bugs but they never came up with a solution and usually blamed the problems on first on my code and after I gave them permission to analyze my code they usually blamed it on IG. When I now read your post I'm amazed I was never asked to leave because requiring too much support. Maybe I was generating more turnover than you, so they thought "I'm worth the hassle", I don't know. After I lost several thousand USD through this bugs and was refused compensation by ITF I stopped using PRT entirely and now run my strategies via IG's API. So far this works great and very stable. Taking PRT out of the equation eliminated the problems. So for me it looks like ITF (PRT) is the problem and not IG. Did you ever consider trading via IG's API? If you leave IG, you will not be able to use PRT for your automated trading anyway since IG is the only broker offering auto trading with PRT as far as I know.

If information regarding the API was more accessible, I think more would prefer it over for example autotrading with Prorealtime which seems to be pretty popular in spite of PRT having quite a lot problems and even more limitations.

Google is your friend: https://www.investopedia.com/terms/g/goldencross.asp

I think it would be a good idea to make the IG Labs forum (which is pretty dead) an underforum of this forum. Maybe this will ignite a little more activity in the IG Labs section (this was already discussed in another thread but I thought it is worth mentioning here).

There are such limits. How many request per minute, how many datapoints per week and so on. However I never ran into problems with them. I saw this error message once myself though a few days ago but I never understood why because I didn't request more then I do everyday. Try to download just a little bit and see if the problems persists.

It is exactly like you describe. Would be good to spread the word about the API. When having a coding problem there are not much resources. Webapisupport usually replies that they can't help with specific programming problems and so one is stuck and required to solve the problem alone.

How much data did you download before you received this error message?

Sorry to resurrect this old thread but I read there were thoughts to unite the IG Labs forum with this forum here. I'm myself an algorithmic trader that uses MATLAB to trade through IG's API and I think this would be a good idea. As already was pointed out the IG Labs forum is rather dead. Maybe it would become a little more active when a IG Labs subform was created here. This would be really appreciated. I often miss the opportunity to discuss problems I encounter but writing in this IG Labs forum feels like talking in an empty room. ?

Well after the webapisupport replied that they could not help me I simply kept on testing until I found the solution. An URL of the following type gives the snapshot: https://api.ig.com/gateway/deal/markets?epics=CS.D.EURSEK.CFD.IP&filter=SNAPSHOT_ONLY