Sorry, I found the answer a little mysterious. You're probably just thinking a few steps ahead of me... but what? What index replication...
Hi, Just curious if anyone has insight into typical option premiums in overseas (non-US) markets. Is the implied volatility in the...
Wait, or are you complaining about missing out on the fantasy mark-to-market pricing from the halted time period yesterday?
I trade about 1200 option contracts a month. DNDN closed only up about 5-10% from Monday's closing price. Why would you go from 1600%+ to...
I don't see how change in price of your options has *anything* to do with that drop. Zero, zip, nothing. As others said, it's because of...
Yea, *this* bug won't be happening again. It was unexpected and therefore very frustrating, but I put in the code to dodge it. I'm still...
Well, I will say that IQ Feed is taking my latest complaint more seriously. (As in, they're responding to my emails and promising to look into...
I'm certain that's not the case... I log a *lot*, so I know when different events happened. I'm certain I got the market update at 5 PM EST,...
Actually, I turned away from my trading machine to my development machine to do two hours of back-testing *after* the market closed. P.S. Maybe...
Correct. Within Ninja, when setting up the IB connection, I had the "trade outside regular hours" option CLEARED. My strategy was setup within...
No, not supposed to be entering any after-market orders. There's even a specific option in NinjaTrader that you have to select for orders outside...
Well, I guess both NinjaTrader and I deserve some blame too. NinjaTrader has a configurable setting, where you specify the beginning/end of your...
IQFeed support is trying to track it down now. And I probably only lost $400, not $1k+... so I'll get over it. Still annoying, but I'll get...
Oh I just realized, based on my logs, that the problem is worse than I thought it was. The bar wasn't just delayed, it was completely...
A month ago I was trying to decide between several vendors... most looked roughly comparable, so I ended up going with IQFeed + NinjaTrader....
I guess what I really want to do is essentially provide liquidity, at a price that I happen to consider favorable... I believe IB doesn't...
That's my question, too. I *believe* the PEG order going through BOX does avoid the adjustment/cancellation fee. See this thread I started...
I'm not actually trying to compete with the market makers. I'm trying to get into a larger number of contracts on a fixed vol, and split the...
Hi, I'm hoping for some advice from those in the know about IB's "pegged to stock" order type....
Hi all, Just to answer the question for others looking at the same thing:...
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