Maybe I don't use the GUI enough to be informed on this, but the way I see it is: execDetails dumps the information into executions in TWS,...
Only true for last trade right? Worried mostly about bid and ask.
Here's my uneducated guess as to why they implemented a lot of the stuff the way they did in such an unintelligible fashion. It seems like to...
I finally narrowed down the issue and will post my findings for anyone who may run into this issue in the future. In order to get a full view...
Here's an issue I've been running into with the data, which took me a few days to debug (thought it was an issue with my code), for anyone who's...
I've overrided execDetails to create a Fill object which is then passed into onFill and doOnFill methods. I'm tracking order states which doOnFill...
I may be missing something here, so hopefully somewhere here could point me in the right direction. Currently, I'm working with the Java API for...
Guessing their nyc routing servers are at 60 Hudson. That being said, like CalVolibrator mentioned IB and HFT do not go hand in hand. Holding...
A little late on replying, been busy - it sounds like you might just be best off coding up your own library. Depending on what you need it might...
I agree that C# is great for handling the business end of things and almost everything else but HFT. Wasn't aware that it's extremely slow,...
I didn't read all of the posts so I don't know if this already suggested or not, but why not use a R wrapper for C#? If your strategy isn't...
This is just another way for wannabe retail traders to feel like they're trading within institution plain and simple.
What kind of backtesting are you looking for? Vectorized or event driven?
I somewhat disagree with your post about subscribing to eoddata, the reason being is the only real upside I see to going to a data vendor for EOD...
So in a nutshell, I believe drcha is talking more or less about p-values here. In a coinflip example suppose have a coin in which it is...
You'd be wasting your time with ML if your singular goal is to get into quant trading. On the hand if it's something you're actually interested in...
IB doesn't provide tick data, I believe they're just 500ms snapshots. So exactly what you just described is a big issue with their data feed, you...
I think you need to be more clear, which probabilities are you talking about? Risk-neutral?
Yes
gw1.ibllc.com - avg = 1.726ms mkgw1.ibllc.com - avg = 1.889ms Both sample size of 20
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