My automated execution system took me about a year, working it a couple hours a week. Could have been done in a couple days if it was really bare...
Ummm, yeah they will charge a fee.... its called commission. The reason that free automated software doesn't exist (which is false, it does...
I am using Bid/Ask size/price from the order book. Is this poor quality from IB? As far as traded volume goes, not so much. Although it would...
Thanks for the insight! Delta time should work for me, as long at the quote is accurate within the delta window. I consider what I am going to...
I just sent a price list request to NxCore, I will let you all know what I find. Based on their website, their data feed seems to be exactly what...
Hmmm, that is too bad. Right now IBs data seems like my best option (if my strategy involves the CME order book). When you say that the data...
Hello, I have been working to stand up a C++ based automated/algorithmic trading platform for my own personal use that is based upon the...
Yeah, I realized that. Thanks for the help everyone. Your comments are all very helpful!
I figured out the problem. For the Futures contract, the symbol is just "EUR". And for the the FOREX, it is also "EUR" Its unfortunate that...
Hello, I am in the process of developing my automated trading platform (unix c++) that will interface with the IB TWS API (I'm very early in...
I see. Thanks for the info!
I would assume they would get deal based on their volume? Isn't that what the exchanges do for the big guys in the equity markets?
Hello Everyone, I'm just starting to explore the world of currency futures (and futures in general), and when I discovered that there are...
Separate names with a comma.