tws-ov-convert

README

tws-ov-convert

This tool helps to convert exported tradelog files from Interactive Brokers TWS into optionvue format.

Run

Per default the tool expects the filename "trades.YYYYMMdd.csv". It is possible to specify a date in the same format. If not it will use today. Its also possible to specify a filename, in case there is no date in it.

tws-ov-convert.exe
tws-ov-convert.exe -d 20170331
tws-ov-convert.exe -date 20170331
tws-ov-convert.exe -f bla.csv
tws-ov-convert.exe -file bla.csv

Setup optionvue

Follow the instructions at http://help.capitaldiscussions.com/article/how-to-import-trades-from-interactive-brokers-to-optionvue to setup the optionvue importer.

Setup tws tradelog export

Configuration

Copy config.json.example to config.json and adjust as needed.

• Use always "/" as path separator
• Keep always one multiplier entry

Adding new multipliers

{
	"input_path":"c:/trades",
	"output_path":"c:/trades_output",
	"output_prefix":"ov_",
	"multipliers":[
		{
			"underlying":"ES",
			"multiplier":50.0
		},
		{
			"underlying":"BLA",
			"multiplier":25.0
		}
	]
}

Multiplier

Per default the application uses 100. I added 50 for ES futures to the config file. The multipliers array can be extended to support other Underlyings.