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I'm short index futures, yen and some other futures. Going to short 30y bond, and idea behind that is the divergence between JPY and ZB (ZB is...

Thread by: rokka, Aug 4, 2014, 9 replies, in forum: Financial Futures

Hi trading gurus, I'm using IB, pricing is probably the lowest in Canada, but recently I learned they don't offer portfolio margin. Questions:...

Thread by: rokka, Aug 2, 2014, 12 replies, in forum: Retail Brokers

Hi, I'm looking to do some arb on Crude with 10Y Note futures. They have been moving in a lockstep from the beginning of 2012. Regime has been...

Thread by: rokka, Apr 27, 2013, 11 replies, in forum: Financial Futures

I'm looking for some insight if TotalView ITCH feed, BATS multicast PITCH and other similar feeds can give hft algo advantage compare to a...

Thread by: rokka, May 15, 2011, 1 replies, in forum: Automated Trading

Hi, Does anybody know if it is possible to get timestamps on market data streaming through IB API? Or this is not supposed to be provided at...

Thread by: rokka, Apr 20, 2011, 5 replies, in forum: Data Sets and Feeds

Hi, I'm doing a research on brokers API, connectivity and protocols for automated trading. It's quite dissapointing so far. IB: good:...

Thread by: rokka, Apr 6, 2011, 13 replies, in forum: Automated Trading

Hi trading people, Just started trading futures, this is my third trade. But I'll remember it as a first one that dipped my account. The...

Thread by: rokka, Nov 11, 2010, 4 replies, in forum: Journals

Hi, Maybe not a really good place to ask this question. But is there a way to subscribe for rss and comments for particular forum or thread?...

Thread by: rokka, Nov 9, 2010, 0 replies, in forum: Journals