The banks were saved using tax payer money. So wasn't the purpose to avoid speculation with downside payed for by the tax payer?
Aren’t U.S. banks prohibited from engaging in proprietary trading under the Volcker Rule?
I am actually not using AllLast or Last. I am using the standard market data feed (top‑of‑book) that updates ticker.last / ticker.lastSize.
I’m already using Last (not AllLast). Despite that, I still see higher API volume than TWS Time & Sales in real time (no timezone issue). US...
No - it is not a timezone issue. I see it live: the API’s volume threshold is met while TWS Time & Sales shows much lower volume.
When summing trade volume from reqTickByTickData("AllLast", ignoreSize=False) over a set period, totals often don’t match TWS Time & Sales for the...
I think the best approach is simply to jump to live trading but with very small position size in order to ensure I can trust the fills.
Since HFTs entered the market, it's become common that you only get filled when the trade moves against you—unless you cross the spread and make...
Here is an example. The limit order is one order sell at 3.16. The order was filled over 8 minutes and the orders are listed in chronological...
I see your point. But that’s not what’s happening. What I typically see is that limit orders get hit at the limit price and then rest — and if...
Yes.
When using the IBKR paper account through the API, limit orders are sometimes filled at better prices than the limit—something that almost never...
Traders with real alpha do not share their strategies. Renaissance never revealed anything.
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