Yes, that is one of the intentions of this thread That is my day job I think the honest self-evaluation in this field is clear, whether my algo...
Globalarbtrader, thanks, I have read your blog, very informative. Rb7, agree with your thoughts, updated my design below. About multiple...
Yes, it will be part of my setup work. I have been using the API to collect data-feed from IB, now working on transforming raw time series data...
Hi everyone, I have been learning how to do automated trading for a few months. Still doing paper trading for testing. I will be doing...
I contacted the API support, wait 5 minutes, got the answer. 1. Date 2. Time with micro second 3. Specifies the row Id of this market depth entry...
I am using IBrokers R API to collect IB market depth data (reqMktDepth(...) for ESU15, ES expired in Sep 15) What is each column description?...
Separate names with a comma.