IB sends aggregated data through their APIs, that means that the total volume for that period and price will be broken down in packages of almost equal value. There is nothing to see here, just the way the send the data across.
Yes, that your data stream is resolving transactions at the microsecond level, and there is no microsecond price discovery or arb. How does that help you, us, or anyone else? A dumb person you are.
Start looking for partner again // Only one person, and put new restrictions First, you must have: 1. You have quantitative thinking and have given up the idea of subjective trading // If you are still trying manual trading, please don’t join me 2. Aged over 40, futures trading for at least 5 years 3. Be sincere and kind, we have common values, to be friends for a long time 4. Understand what it means to have automated trading that can make continuous profits? Second, what can I provide 1. 100 trading signals, and there must not be a single Wrong direction in the market of big rise/fall, CL/GC/ES, until you meet your requirements, we will discuss the terms of cooperation, and never use your own money to trade, //Currently, my strategy has an annualized rate of return of 80%. If the "slippage" problem can be solved, the net profit will be increased by 10-20%, the maximum drawdown is 5%, and the Sharpe ratio is 2-4 (different contract varieties) 2. Even if you lose hundreds of thousands or millions, I still welcome you. As long as you are a kind and sincere person, I will help you pay off all your losses. //amos.davis.any@gmail.com
I never hurt my friends first, this is my principle, but our ideas are inconsistent. He may think that "individuals still have a chance to beat the market."
In the long term of 10-20 years, “no one can beat the market” including the best fund managers on Wall Street, including Buffett, who is essentially an over-the-counter trader (relying on corporate financial mergers and resets). Why? This is a profound question. At least it can be said that "the era of subjective trading is over"
Each of us thinks that we are smart before entering the market, which is an assumed premise, but this is an illusion,