Not particularly. I already track skid in my trading system. So I know, if I place a market order, what the quote was going in, and what the...
Oh, I've seen the marketing literature. I was wondering if anyone had any actual trading diagnostics they were willing to share.
Looking for slippage data, i.e. quote was "X bid, Y ask" when I sent the order, average execution was "Z". Thanks.
I'm currently using NxCore as my primary market data source, and using CSIData for end-of-day as a secondary source. I'm looking to add another...
Huh? 1) Settlement is T+3. They aren't "fully paid for" until T+3. 2) Did you agree to allow IB to load your shares (if you have a margin...
Unless I misunderstood what you had, I thought you only had a list of "hard to borrow", without the rates. If you actually had daily copies of...
(I think I've asked this here before.... it's like a yearly quest). looking in particular for the files:...
I currently use CSIData for daily OHLCV data. I'm considering paying up for their historical database of all stocks, including delisted ones,...
I know you can download the data from ftp://ftp2.interactivebrokers.com/usa.txt and they update that file (at least) once a day. Does...
Heh..... seems to have resolved itself. Step (1) post to elitetrader Step (2) data is fixed. . . . profit!!!!!
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