Ignore trading advise. Do the back testing.
I get the same thing, on fill events. Two of them. Here's the problem: If I want to do something as-soon-as a fill arrives, which involves...
Certain algos will post in lit and dark venues at the same time. If they get done in the dark [where you are not], they will cancel on lit, but on...
Nice work. Have you considered some back testing? p.s. Interested to know which charting component that is.
hehe .. it is *because* the spreads are wide that the MM strategies work .. the high frequency bit is about them coming to you a lot -- not the...
Lets say I flip a 1c, 5c & 50c coin each 100 times. Results come out as 1c : 55% heads. 5c: 49% heads. 50c: 52% heads. Is my 1c...
IMHO a lot posted above is over complicated & over engineered. The IB API is OK as a solution, and yes, of course is async. How can...
Time at exchange ack, minus time sent. For IB this is (time when orderStatus = SUBMITTED) - (time at placeOrder). From Australia, I see...
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