Your code seems to work for me, even if I don't have a data subscription: [BarData(date=datetime.datetime(2023, 2, 9, 2, 0), open=1248.6,...
That's the code I'm using: ib.reqMarketDataType(3) contract = Contract() contract = Future("K200M", "202303", "KSE")...
Sorry for the OT, but I was hoping someone could help me on this. My understanding was that through IB's API it's possible to get historical price...
About macro trends, I incorporate them as a signal in my trading strategy. I think the signals are intuitive, make economic sense, out of sample...
You probably know about this, but here is an interesting paper on how to make use of short term signals without actually trading them...
There were tons of lines in the sand (CHF peg to EUR, zero floor for oil prices or interest rates) that were violated even in the recent past....
Update: if you search for "DE" in TWS you will get a list of German govt bonds, all of which have margins correctly calculated. For example,...
Yes, I use portfolio margin. Looks like what you say is correct but, beyond not making any sense, it also contradicts what def said in the post I...
@def I was looking at this 6 bln € German Gov Bond issue with maturity < 1year: DE0001104859 How is it possible initial margin is 100%? My account...
Beg to differ (it's going recursive). Unless you are AHL, 7k contracts are more than enough. Given my account size, I will never hold more than...
Anyone knows why right now (July 5th, 6pm ET) for most agricultural futures on CME IB shows the close price from July 1st even if we already have...
Thanks Rob, can't wait to read your new book. I think I may take the complicated road, since in my case the benefit in the terms of more markets I...
Yes, it would be somewhat complicated but I think it could be worth it. The opportunity set would widen quite a lot: conceptually it's like adding...
I agree with HobbyTrading. What you say is obviously true for stocks, bonds and FX futures but for most commodity futures I'd say that several...
I would like to pick you guys' brains on this topic. My system currently trades only front-month futures. For commodities and volatility futures,...
I have a question for Rob too: what's your take on the trend (pun intended) in the CTA industry towards alternative assets (including less liquid...
Mjy was delisted. I switched to m6j too, even if it looks less liquid so far
Yes, definitely more work :(
I understand better know, thanks. So basically you are never going to trade the front month, since you'd miss your carry signal right? I do things...
Sorry for the newbie question, but why do you trade July even if its spread is larger and volume is lower than March/May? Is it to better exploit...
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