Not useless in my opinion. The data feed was designed to update a grid, not provide a time and sales stream.
Agreed. You put it much more concisely than I could have managed. IB simply exposed the API that they had originally developed to drive their TWS; it was not designed from scratch as an API for 3rd party programmers.
What good would that do? FIX is not a protocol to get quotes...unless you mean to use it for execution and account information... I too wish they would open up the FIX protocol for _many_ reasons. nitro
The API upgrade we are about to roll out contains a callback that will give you the tickPrice and tickSize at the same time.
yup, i'd use it for execution & account info only -- i use TAL/realtick for quotes. re FIX being not for quotes: that's quite surpising to me. my impression of FIX has been that it's a grand-all-encompassing kind of "financial" protocol... however, i've never researched FIX properly (other than to extract information from TWS rpt files), so i can't really argue that. there's an API upgrade in the works? cool! - jaan
IBSoft, or anyone, Is there a way to get rid of the annoying "Do you want to send ... to ... " dialog that TWS pops up when you send an order for execution from the API ? I don't ever want the thing to show up. Thanks, nitro
Yeah, I know what you mean. But I think they meant "all-encompasing" as far as "trading partners" and the transactions that encompass that relationship are concerned. nitro
We only show the dialog box for the US options. We do so to satisfy the rule that prohibits customers from electronically submitting these orders.
Oy vey, I am going to start pulling out the few hairs I have left on my head. Can't you make it so that I can _ANSWER_ that idiotic question _ONCE_ ? Thanks for the response. nitro
You should be complaining to the options exchanges. It is their moronic rule because they can't compete on a level playing field.