I like to hear from some one who has another feed than IB..some one has a confirmation ? This is tooooo strange to be true.
Can you say mook !! But I gotta say that was a good move. Dangerous on their part but good. Congratulations Citibank.
IBj, I for one am interested in this discussion. A while back a friend and I developed an algorithm for trading open 'price discovery' markets (it was developed on Olsen interbank data). Ever since we have had a tough time finding a platform to trade from and right now we are looking into IdealPro..about to set up the API and download a few months of data. This is a very fast scalping strategy that requires: A. A fast connection B. Counter parties to honor their quotes In this respect - this discussion is very useful to me. Thank you, Granville