From my reading of the site, you still have to use the TWS API to request account information. This kind of kills the whole IB FIX idea for me....
Just to return the discussion back to the topic, I believe KDB appends tick data to flat binary files throughout and incorporates them ... into...
Why don't you try it and report? I looked at J but didn't find it as practical as OCaml. Jane St Capital (market maker in NY) uses OCaml...
I'm using OCaml to build my (commercial) algorithmic trading tookit. Apart from performance on par with C, OCaml has built-in marshalling which...
I don't remember anyone mentioning MonetDB so here it is: http://monetdb.cwi.nl/
The answer was NO when I asked them recently.
Also, you can be within 4ms with Dorman, ZenFire and the CME so maybe I'll go with them instead. That's time from trade to confirmation.
I need to walk before I run. At this point I'm looking at colocating with Velocity. I can then connect to the TT FIX adapter over the LAN and get...
Is anyone running automated and colocated near the exchange? What kind of latency do you get and how much does it cost you to rent a server?...
Folks, Is anyone profitable trading on EOD data? What data feed do you use then and how do you enter your orders? Thanks Joel
Is anyone colocating at the exchange? Using TT FIX? Leasing the server from Velocity? Please post or PM, I'm looking for your experience,...
I particularly like this idea! I have already blown away about 1/3 of my trading stake and I'm obviously looking for fun ways to blow the rest of it!
Why? I would love an explanation too!
Folks, Where would you go to trade 1-3k contracts monthly with very low number of contracts per trade in a 10-15k account? Thanks, Joel
How do you trade options afterhours?
Is that 20 contracts per ticket? Is anyone getting IB rates with ToS with a monthly contract minimum?
The earnings strategy of buying straddles and strangles seems to be working for me so I'll definitely stick to it. What I set out to do...
The most effective exit strategy seems to be to sell at the open if there was an overnight gap and to sell 20-30 minutes after the opening...
Overall, I bagged one winner for 10 losers. Apart from EBAY I have: BOT +1 STRANGLE MSFT 100 MAR 07 32.5/30 CALL/PUT @.93 ISE (.45 x .48)...
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