sle, what was "today's VIX trades" (21 July)? Can you give details - strike, maturity, payoff, size etc. please?
Can you provide a list of TT enabled brokers who offer this venue?
QuantLib-Python is a SWIG based wrapper around the C++ Quantlib, the python bindings are generated by SWIG.
You could develop your custom payoffs...
I'm a fan of it. What do you want to do - vol stuff?
Be careful of your ./configure settings flags so that you don't accidentally mix...
a) What operating system I go with? Linux sounds like a natural choice but it will somewhat restrict my software choices. It does, however, seem...
after calling cancelOrder(...) you must wait for it to be acknowledged i.e. orderStatus(...) returns with status=="Cancelled" or perhaps...
Can someone tell me if the time in tws/api is the local computer time?
or perhaps its sent over the wire from IB...
Just I see a consistant...
i can get a good anagram out of
Sorry to hear FIX is being a pain.
What sort of problems are you experiencing?
What FIX engine are you using?
Separate names with a comma.