ICE/IPE Brent Crude

Discussion in 'Commodity Futures' started by TGM, May 12, 2006.

  1. ids


    Could you please elaborate, "Unfortunately, ib doesn't count that as a spread and requires full margin"? We use SPAN and you must have very good spread margin. If you have a concrete example, please PM me or just publish it here.
    #11     May 13, 2006
  2. rosy


    understood. IPE doesn't recognize WTI/Brent futures spreads either i believe which affects span.
    #12     May 13, 2006
  3. TGM



    Your market depth data coming over the api is sometimes 5 deep and sometimes just one level ---and it goes out a lot--the depth just disapears for the bid or ask and is quite scary when in a position (the actual bid or ask is there in booktrader but for some reason the data coming over the api gets screwed up). My programmer posted something for you on the IB api forum. Have you seen this??
    #13     May 13, 2006
  4. ids


    Actually, I do not. Please, open a trouble ticket.
    #14     May 15, 2006
  5. cmaxb


    Will Nymex have the same volume during European hours as Brent? This is important to me.
    #15     May 31, 2006