So a different kind of question, more on the investment side of things (perhaps should've asked it before the last Rob's TTU show :) ): Now with...
great :) delayed bid\ask should be no problem, tick IDs for them are 66-delayed Bid, 67 delayed Ask, 68-delayed last, 75 delayed close, I process...
for MBT I do monthly rolls between 10th and 15th. Btw, does anyone know if anything happened to 'N1U' '10-Year Deliverable Interest Rate Swap...
So looks like some(most?) instruments (like Dax40) have different Local Class property for monthly and weekly that allows to filter out weekly...
Looks like this old potential problem has just materialized: I noticed that my system hasn't been able to retrieve EOD prices for 'M1MS' exp: Jun...
I don't know, for sure I wouldn't put everything in e.g. MXN, but among the "stable currencies" it seems that many countries have stopped hiking...
Also, what if the borrowed currency (the country of that currency) has a lower interest rate than the base or some other currency, wouldn't you...
Yes, thanks for the new book Rob! I think I'll at least integrate the skew rule and the 70\30 volatility estimation into my system, also need to...
yeah, not too good, not too good :) [ATTACH]
Unless now with the introduction of weekly contracts populating LastTradeDateOrContractMonth with only year and month will not be enough to...
Yeah, I also don't understand what exactly I need to change (if anything?). When I'm placing an order or subscribing to prices I'm providing a...
A pretty-painful day today (and yesterday as well), I'm short CHF, CGB and VIX and they're doing the opposite.. I suspect others are probably in...
oh, wow, did IB email it recently ? I never saw it.. Anyway, thanks for the info!
something strange is happening with SB, KC, CT and OJ contracts today: my historical prices are 100x lower than what IB is giving me today. And...
hmm, I just tried Coffee (KC), for which I don't have a subscription, and reqHistoricalData worked, but only after adding reqMarketDataType(3)....
I've already spent several evenings moving to the new gateway version (10.19i or whatever) (and the API, as the helper classes also change with...
yes, that was one of the links in the email, the other two were: https://www.eurex.com/ex-en/find/circulars/circular-3014888...
Do people here update IB gateway often? I was using v.981 before and upgraded to 10.12 a month ago - started having some issues (couldn't...
Yeah, I'm pretty-much in 1. long-term portfolio (20% (Cash-weight) bonds, 75% stocks, 5% gold + misc.), 2. some real-estate (which I live in) and...
That makes sense, although, I just checked Lean Hogs, which same as cows should be really messy to "store", probably even more :) and carry on...
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