The problem with routing to "crap" BATS is probably there because we have selected option to route to cheapest destination or a deal between IB and BATS as it might be the cheapest for them. Those types of magic fills you describe are pretty much normal, however to be honest I found them to be more favourable for me than national best... I don't do much size often in one trade so maybe that's why I have better fills... I am really trying to avoid BATS, for me it looks like you never get good fills there, you get fill only when market crashes through your limit. I would be happy to have an option to exclude BATS from smart router... You have to bare in mind that it looks that IB has much more liquidity pools hidden that they advertise to customers. Look at PBP trades, I found that there is maybe 20% of volume in this done via traditional exchanges, the rest is unknown for me, probably some dark pools or IB own system. Simply speaking >> cheating .
Hi - This may be a configuration issue, rather than a bug, but here's what I've encountered: I'm trying to display all the Greeks in the TWS Option Trader and Option Chain modules, but they only appear on the Put side (see attachment). I believe the IB default configuration includes IV and Delta, and those show up fine on both the Call and Put side. Am I missing a configuration button or command somewhere? I thought maybe the module was limited by space so I temporarily removed bid, ask and IV columns in the hope that Gamma, Vega and Theta would show up on the Call side, but no luck. Any ideas on how to get the rest of the Greeks to display on the Call side?
------------------------------------------------------ I am not an expert on options but.. aren't those Greeks more or less the same for both put and calls? ps. don't trust them to much anyway... they are often pretty much wrong by wide margin in case of i.e. dividends or other corporate events (particularly new) D.
Level 2 depth not showing in BookTrader for SPI.SNFE Works fine in Market Depth Trader though. Ok for other instruments. SPI futures specific issue?
I think you're right. Up to now I've dabbled in options with some basic strategies but hadn't used a broker's software that only showed one side for Gamma, Vega and Theta. I compared some same-strike futures and equity options in a couple of non-IB pricers and Gamma, Vega and Theta were identical in some cases, very close in others. Thanks for the input. I'm reasonably comfortable with IV and Delta but it's time to brush up on the other Greeks before trading larger.
Anybody else experience TWS turning into molasses in quicksand during the FOMC release today? I was trying to change orders using the dropdowns and it was taking forever to react, almost to the point of being unusable. I get that there's going to be a certain strain on their servers due to the surge in activity during big news releases, but I've been trading with IB for a number of years and have never seen TWS this hopelessly sluggish before (including all throughout 2008).
IB - Two significant bugs related to the NYMEX intercommodity crack spreads, RB.CL and HO.CL 1) Margin/equity treatment when buying is incorrect, i.e. buying 50 HO.CL or RB.CL results in a 2mm hit to equity on the check margin page. Selling 50 works correctly. While initial and maintenance margin are calculated correctly, there should be no immediate hit to equity. Compare with the SMART routed synthetic version which handles this correctly, the equity bug only occurs with the exchange routed spreads. 2) Orders for the exchange routed spreads are again being cancelled without any customer action ~12:20am eastern during the midnight reset instead of working through the 5:15pm NYMEX session close. Thanks
File/Import/Export/ Import Contracts not working since build 932. Trying to import the following data from a csv file. I get duplicates and market data not found errors!! Worked fine before build 932. DES,MGM,STK,SMART,,,,, DES,JNPR,STK,SMART,,,,, DES,CYS,STK,SMART,,,,, DES,KEY,STK,SMART,,,,, DES,PM,STK,SMART,,,,, DES,MLNX,STK,SMART,,,,, DES,BBT,STK,SMART,,,,, DES,BSX,STK,SMART,,,,, DES,DHR,STK,SMART,,,,, DES,CCK,STK,SMART,,,,, DES,ALGN,STK,SMART,,,,, DES,SCSS,STK,SMART,,,,, DES,USG,STK,SMART,,,,,
I am a TWS developer from IB. I will be looking into issue #1. Can you please upload the screenshot of the check margin window and TWS log file to our LogViewer by clicking Ctrl-Alt-H? Thanks.
A couple of weeks ago I reinstalled Windows on an older computer. And installed 930.4. As always the one-click order works in BookTrader. However, when modifying an order's price by clicking on Bid/Ask Size, the Order Confirmation window pops up. Then, after checking the Don't Show This Message Again box and clicking the Yes in the Warning window that follows, all is fine for that BookTrader. However, for other BookTraders the Order Confirmation window still pops up. After checking the box BookTrader will work properly for the rest of the day. But when opening TWS the next day BookTrader doesn't remember the setting and again the Order Confirmation window pops up. I installed 931.4 with the same results. The strange thing is that all works properly with 930.4 on another computer. Can't figure this out, and any advice would be greatly appreciated. Thank you