Jerry, The IB line charts vary in their resolution, depending upon the total amount of time covered by the chart. Intraday charts spanning a small part of the day cover prices much more frequently than once per minute, while intraday charts covering the entire RTH do display only one price per minute or so. Your QT approach is superior, because you allow display of all available data, so that all the highs and lows and zig-zags are displayed, up to the extent physically permitted by the graphics resolution of the user's system. IB line charts do not display closing prices from each minute or other time interval, as both you and I had assumed; I learned from an IB employee, in this thread, that IB actually uses a VWAP or TWAP to determine the average price displayed for each minute or other time interval. This type of chart can be duplicated by your QT by using moving averages.
More foods commodities please (without delivery), pork bellies are my favorite. Brazilian real and Russian ruble in forex.
I will look at pork bellies. You can trade any FX future. Brazilian real and Russian ruble are available for a long time already.
Yeah, Weekend is a good time for research and reporting. Hope IB can let TWS users log on , even only for paper trading account.
Since Friday I'm getting a large number of order rejections due to an error: COULD NOT VALUE THIS ORDER AT THIS TIME. These are all opening only orders on US Equities. It was still a problem today so i can only assume this isn't a temporary problem. It's really causing problems for my automated trading systems. Can we get some serious attention to this problem? Particularly with the quad witch coming up, there's usually a lot of opportunity that I'd hate to miss out on. Anyone else seeing this? I can't be the only one.
welcome to my world- http://www.elitetrader.com/vb/showthread.php?threadid=70862 same thing. starts on last friday.
I'm not sure your theory on that thread is totally correct. I've had stocks with multpile orders where one order gets rejected and the others do not. Also, it only seems to be shorts.
I've seen the same problem both Friday and Today. Since I put in limit orders, it seems like TWS should be able to value my order without a Bid/Ask!
well..as you said-it's only my theory,partially confirmed my IB CS. they should be interested to fix it asap, just because it hurts them first. yes,i missed few trades today,so did IB-no commission from me.