@Humble Investor I see the fees are .003 for JEFF and CSFB algos. Is that all you pay in addition to IB comms + reg fees? Or do you also pay...
This the one you're looking for? https://www.elitetrader.com/et/threads/some-accounts-at-ib-have-access-to-additional-algos.308572/#post-4441728
$2500 back to 2004. Good deal if the data is decent...have had some bad experiences in the past with others. Huge waste of resources.
I've checked both on pricing in the past and ivol was about 1k higher at the time. I'm definitely going with livevol data though; not because...
I'm about to purchase the complete set of historical option quotes and thought it couldn't hurt to ask if anyone had a discount code to share?...
You expecting vol to blow out?
Somewhat related (and this is going back a bit), but I traded OTC single stock vol for a second in Japan and everything was quoted/traded in IV...
I hear you on the IV calculations for mass quoting, but on a single order basis I've always been able to calibrate effectively enough to get the...
Aside from the software cost, does anyone have a ballpark idea of what investment is required from a hardware/co-lo standpoint in order to avoid...
LS = long/short? CSA = credit support annex??
Ehhh...based on experience with one and reviews of the other, I don't think I'd invest time with them. Have you looked at AlgoSeek? Not dirt...
Well, that's the choice you have to make between REL+MKT and REL+LMT. All spreaders face the same issue.
One last try...the word marketable isn't anywhere to be found and it purports to do exactly what you want. REL + LMT, where one or both of the...
I'm pretty sure that's exactly what it does (or claims to at least). See here:...
Isn't that what IB's combo orders do when submitted as REL+MKT or REL+LMT?
Would you mind clarifying the positive comment? For example, if the bid/ask is 99.00 / 101.00, are you saying that on average your buy orders are...
You can maybe check ActiveTick. I know they have historical option data but I can't speak to the format/quality. Dirt cheap ($50/month for API),...
Overall sounds like a win, but I hear you on the size/fills issue. I swear if I ever end up using an entity, I'm going to call it Not Very...
sysdevel99- just curious, how did this turn out? still running?
The ARCA opening auction collars rules have changed since the OP went up (with the ARCA migration to Pillar, they're now NBBO based), but I'm...
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