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Develop an Excel based implementation of IB API for recording and organizing order and execution details. Please note that while experience with VBA is necessary, I need someone with a good understanding of IB's API as well.
I will provide I high level design and pseudocode writeup with you if moving forward in the process to make sure it's something you're familiar with (and to make sure you can give a good estimate of time required to complete) but it short, it would involve:
1) using several of the methods demonstrated in the TWSActiveX.xls example to subscribe to various data feeds from TWS.
2) using additional API calls to enrich the order and execution information with other market data
3) performing several calculations on this retrieved data
4) writing out the results to a worksheet in the XLS file
As I said, I'll be able to provide fairly specific pseudocode for the implementation, but my VBA skills aren't sufficient to do this project.
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