Fully automated futures trading

Discussion in 'Journals' started by globalarbtrader, Feb 11, 2015.

  1. For some of the more interesting CFD brokers I believe there are leverage advantages, but I only trade futures through IB so it doesn't affect me. The reason I signed up for it is so I can trade crypto futures on the CME, because the average punter on the street can buy spot shitcoins through some unregulated offshore exchange, but god forbid they should trade a crypto derivative even one listed on the worlds leading futures exchange and backed by a massive clearing house...

    Rob
     
    #3751     Jun 30, 2023
    Elder likes this.
  2. It does not affect me, but if you are registered as "MIFID professional" do you have to pay higher market data fees at IBKR? In other words: does IBKR consider you then a professional, or still retail individual?
     
    #3752     Jun 30, 2023
  3. Still retail in that respect

    Rob
     
    #3753     Jun 30, 2023
    HobbyTrading likes this.
  4. Elder

    Elder

    Ha! Crypto regulations are clearly absurd on many levels. However your inability to trade crypto futures must be an FCA bar as I am allowed to trade crypto futures despite being a retail client (in the Irish entity). Speaking of regulatory absurdities, I am classified as a big swinging (retail) trader by the CFTC and have to report my crypto positions because my micro-ether positions can run literally into hundreds of contracts (which is still equivalent to less than one Ethereum contract).
     
    #3754     Jun 30, 2023
  5. Elder

    Elder

    Yup. Not all brokers differentiate between MIFID retail and data retail which IBKR does. Saxo will automatically reclassify you as professional for data purposes if you reclassify as a MIFID professional client and charge extra.
     
    Last edited: Jun 30, 2023
    #3755     Jun 30, 2023
    HobbyTrading likes this.
  6. Hello Rob. I have started with your book leveraged trading, and I have developed your system in python in this blog:

    At this times the system is making some money.

    SystematicTrading.ipynb - Colaboratory (google.com)

    I would like to ask you some question about the system. Where can i ask you.

    Thanks for shared your job.
     
    #3756     Jun 30, 2023
  7. lore

    lore

    Just received an error this morning that I was unable to retrieve prices for USIRS5ERIS (IB = LIW), despite not seeing that on the CME list of removed futures that was linked earlier.
     
    #3757     Jun 30, 2023
    Kernfusion likes this.
  8. blink18

    blink18

    I usually turn off IB Gateway over the weekend. At what time exactly does IB send notification for 2FA weekly login on Sunday? Is it in relation with your restart time in IB Gateway? What happens if you don't respond a few hours?
     
    #3758     Jul 2, 2023
  9. I have inserted numbers to identify your questions.
    (1) You get logged off on Friday evening after midnight (US time zone). From then on you can log on again, in theory. However, IB often does maintenance during the weekend. It might be not possible to log on during these periods.
    (2) No, I don't think so.
    (3) You will remain logged off as long as you don't log on.
     
    #3759     Jul 2, 2023
    blink18 likes this.
  10. lore

    lore

    Basically agree with above.
    Connecting to IB US server from the ET time zone, I'm usually kicked off Friday night around midnight for the weekly reset. I then have to log in manually anytime after that (with 2FA) and will stay connected the rest of the week. The daily restart happens in the background whenever you choose in the app and doesn't require any manual input.
     
    #3760     Jul 2, 2023
    blink18 likes this.