Yeah, I just tested downloading historical daily-close prices through API "reqHistoricalData" for "KC" (Coffee "C") and got "Historical Market...
I always assumed yes, I think I even experimented with it a long time ago. There's an API flag or something like that.. Also on TWS UI you can...
What about trading them with 15-min delayed free data and market orders ? I mean how bad can it be? yes I'll be giving away bid-ask spread every...
Btw, @wopr which contracts did you decide to add? I'm also going to add more capital\products in a month or so and thinking what to pick....
Yeah, that makes sense, just wanted to make sure I understand what's happening.. Btw, negative prices would really be a problem for me, as this...
I guess you're right.. Also, if I look further back, this volatility isn't unusual, it was almost as low just 2 years ago: [ATTACH] Futures price...
I mean, here's the 2Y interest-rate plot from cme - the thing is practically at zero and almost a straight line, so what exactly am I(my system)...
I'm getting a bit concerned with my US 2y bond (ZT) position.. The system is currently long 6 contracts, and it's mostly because volatility got...
It totally is! but I just want an excuse to play with some cool hardware :) also the price is hard to beat..
This subject made me go to ebay and waste 3 hours browsing for used hardware :) And looks like I discovered another option: to buy a whole server...
Yep, for Xeons you'd need a proper motherboard, I personally have "Asus z10pe-d16 ws", but it seems like it's being discontinued (quite...
So here's my charts (they're generated automatically every week, so it's no trouble to copy them here). As I mentioned, I'm running 2 systems in...
I saw some errors in the morning that my system emailed to me - it couldn't retrieve last closing prices for KWR, EUR and CHF currencies, but I...
Hi Rob, great stuff, very excited about the new strategies For the books, "quantitative futures trading" sounds pretty-cool for my taste :)...
Thanks GAT, yep, that's pretty-much what I'm doing normally, my long-term portfolio is constructed hierarchically based on your "Smart portfolios"...
Hi, not sure how systematic (or dumb :) ) this question is, but at least maybe it'll humor someone. So in March-April after everything went...
Well, past that's actually happened is essentially just one Monte Carlo run of a random process :) ... I personally wouldn't know, but people...
Whole portfolio (14 instruments, 3 of which copper, NQ, platinum never had positions because they're too large for me to trade), the +16% wasn't...
Yeah.. made the fix in my P&L calcs and a nice profit of 16% for the year turned into a loss of 17% :( Before the fix the system "thought" I was...
So the foreign margin cash landed to me is eligible for the debit interest, but it's not clear whether I'm also getting FX-rate exposure on that...
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