This thread will contain real-time posts relayed from a live account with TD Ameritrade. There might be a slight delay in posts from when the trade is executed. If all goes well, will keep the journal going forward indefinitely. Would like to ask up front to please not respond to this journal. Any questions or comments, please PM me. Contract size will be very small, typically one contract trades only.
Had the real-time auto post mechanism working for the paper account but the first live trade post failed. Need to debug it, will try to do so before the next trade occurs. Here is the first live fill: SOLD -1 /ESZ3 @1808.50LAST=1809.00 BID=1808.75 ASK=1809.00 MARK=1809.00 VOL INDEX=null FRONT VOL=null BACK VOL=null VOL DIFF=null IMPL VOL=12.25% DELTA=null SIZZLE IDX=null CLOSE=null NEWS=null edit: Found the bug, the incoming notification email was different for the paper account. Next one should work. edit2: Added a timestamp which should be in UTC. Just tested it -- reaction time seems quite fast, on the order of 2 seconds from fill confirmation to post on ET.
2013-11-27 21:00:38 BOT +1 /ESZ3 @1806.25LAST=1806.25 BID=1806.00 ASK=1806.25 MARK=1806.25 VOL INDEX=null FRONT VOL=null BACK VOL=null VOL DIFF=null IMPL VOL=12.58% DELTA=null SIZZLE IDX=null CLOSE=null NEWS=null
2013-12-10 15:39:35 SOLD -1 /NQZ3 @3518.75LAST=3518.75 BID=3518.50 ASK=3519.00 MARK=3518.75 VOL INDEX=null FRONT VOL=null BACK VOL=null VOL DIFF=null IMPL VOL=108.75% DELTA=null SIZZLE IDX=null CLOSE=null NEWS=null
2013-12-11 17:17:34 BOT +1 /YMZ3 @15866.00LAST=15866.00 BID=15865.00 ASK=15866.00 MARK=15866.00 VOL INDEX=null FRONT VOL=null BACK VOL=null VOL DIFF=null IMPL VOL=17.60% DELTA=null SIZZLE IDX=null CLOSE=null NEWS=null
2013-12-11 17:41:55 SOLD -1 /YMZ3 @15876.00LAST=15876.00 BID=15875.00 ASK=15876.00 MARK=15876.00 VOL INDEX=null FRONT VOL=null BACK VOL=null VOL DIFF=null IMPL VOL=17.71% DELTA=null SIZZLE IDX=null CLOSE=null NEWS=null
2013-12-11 20:46:17 BOT +1 /YMZ3 @15825.00LAST=15825.00 BID=15825.00 ASK=15826.00 MARK=15825.00 VOL INDEX=null FRONT VOL=null BACK VOL=null VOL DIFF=null IMPL VOL=18.28% DELTA=null SIZZLE IDX=null CLOSE=null NEWS=null
2013-12-12 15:33:54 BOT +1 /NQZ3 @3473.50LAST=3473.50 BID=3473.25 ASK=3473.50 MARK=3473.50 VOL INDEX=null FRONT VOL=null BACK VOL=null VOL DIFF=null IMPL VOL=17.44% DELTA=null SIZZLE IDX=null CLOSE=null NEWS=null
A problem occurred, auto post did not go through: SOLD -1 /YMZ3 @15773.00LAST=15773.00 BID=15773.00 ASK=15774.00 MARK=15773.00 VOL INDEX=null FRONT VOL=null BACK VOL=null VOL DIFF=null IMPL VOL=19.64% DELTA=null SIZZLE IDX=null CLOSE=null NEWS=null I closed this position and the previous within a second of each other, wonder if ET has some overposting prevention mechanism.
2013-12-20 16:42:19 SOLD -1 /NQH4 @3529.50LAST=3529.50 BID=3529.50 ASK=3529.75 MARK=3529.50 VOL INDEX=null FRONT VOL=null BACK VOL=null VOL DIFF=null IMPL VOL=59.66% DELTA=null SIZZLE IDX=null CLOSE=null NEWS=null