How to Install TWS on a 64 bit Windows 7 system.

If you are unable to run TWS after installing on a 64 bit system, below are the instructions that will avoid the “missing shortcut” error that you might encounter and allow you to run TWS as expected.

  1. Install 32 bit Java. (remove any old java installations first)
  2. Install TWS (followed by the API if you are using it)
  3. Copy the file “Javaw.exe” from “C:\Program Files (x86)\Java\jre6\bin” and place it in “C:\Windows\System32″
  4. Now open from the TWS shortcut as normal.

How to retrieve live data for SPY futures in Twsdde.xls

The multiplier column in Twsdde.xls is not used by the code that constructs the links to retrieve data. Filling it in has no affect on the contract received. This creates an issue when attempting to retrieve data for Futures with more than one contract available with the same contract expiration month.

As an example, SPY futures are available in contracts with a multiplier of 1000 and 100 on the ONE exchange.

The error message received in this case is “The contract description specified for SPY is ambiguous;”

The solution is to first find the local symbol. You can do this by first adding the contract in TWS, right click on the contract name within TWS, then select contract details and select “details”.
This will open the page shown below and you can find the local symbol. As shown below, leave out the other parameters such as expiration date as it’s inherit in the local symbol (and will result in no data).