truer words were never spoken.
not sure why anybody would protest your contribution, rosy. the framework is helpful. can people please post what version of tws / gateway...
don't make me laugh. https://www.interactivebrokers.com/Universal/servlet/Registration.formSampleView?ad=order_routing_disclosure.html ib...
what he means is that smart routing will look to fill your order if it's marketable at the best price (their claim, not mine). if it doesn't...
it's coded, been running for years. it's relatively high frequency (thousands of modifies daily). i would like to improve it -- port it to a...
i believe a lot are stuck here. things work, but aren't optimal; rebuilding is a monster project with what appears to be limited payoff. i...
you should include modify (a resubmit) and cancel examples for completeness.
your gui is strategy dependent. do you have a working orders display window? in the window, can you manually manipulate your orders? do you...
any word on this pocket? i see this crap daily in my executions -- most posted execution times are a total fraud. they rip clients on fake...
a question for api users, especially those using the gateway instead of tws. what kind of front end do you use for your applications? excel is...
rather than looking for a location of change, why not find the link via symbol / side / etc? the setlinkondata can be fine tuned with a lot of...
i trade live via excel daily -- have for many years -- and i don't see the delay you're talking about. you're a lot more likely to be slowed by...
excel IS liberating. i'll never understand the need to change something that works for the sake of "speed". are you going to beat getco to the...
netflix?
sub-penny trading is the biggest problem in the market. assholes lean on guys taking risk to "price improve" and steal the trade. how does speed...
throttling's fine. most exchanges exist for big brokerage to pick off client orders, so lose them. on a meaningfully united marketplace, ban...
use the activex/excel page for positions in the morning, collect opening day positions to insert in system, then use ONLY ats state positions...
could you add some sort of email writer to that class? i'd love to know when one of your users is about to run that.
i can think of no bigger waste of time and resources than attempting to compete with the big boys on speed / latency.
my data's stored in flat files (csv) indexed sensible for fast(ish) reads. my analysis is done with python, kicking out data parameters for use...
Separate names with a comma.