options automatic trading (probably with IB)

Discussion in 'Automated Trading' started by Shay, Aug 11, 2016.

  1. The IB API has been and continues to exhibit many nuances and quirks.
    Please be aware of this.
    What happened is that it wasn't architected properly initially....and then they tried to fix these architectual problems along the way.
    That's never a good approach...much better:
    DESIGN RIGHT, BUILD RIGHT, IMPLEMENT RIGHT....the first time.
     
    #11     Aug 13, 2016
  2. It's also slow and has annoying limitations on queries/second. If you don't need to do huge data dumps or need to do anything real-*REAL*-time, it should be sufficient. However if you do need to scan hundreds of symbols in real time it is not sufficient. But I don't think it was ever meant to do that.

    To be honest, given its limitations, I wish TWS would support a simple plugin architecture so it could be extended. Lots of quant data not displayed and I need to calculate through my tool.

    Perhaps some people know some 'Killer' APIs / Brokers ?
     
    #12     Aug 13, 2016
  3. gkishot

    gkishot

    Robert,

    Do you accept people from the UK?
    Of what minimum age?
    Are they allowed to trade options on American exchanges?
     
    #13     Aug 13, 2016
  4. rmorse

    rmorse Sponsor

    -We introduce business to Wedbush Securities. Wedbush and Lightspeed accept foreign accounts on a case by case basis. I do not expect the UK to present any issues.

    -I'm not sure what the minimum age is to open an account. I've never asked. How old are you?

    -For equity accounts, we provide access to US Listed Equity and Option exchanges. Your option approval level will be based on your experience.
     
    #14     Aug 13, 2016
  5. gkishot

    gkishot

    This's not for me but for the guy who is 19 year old.
    What is the minimum deposit?
     
    #15     Aug 13, 2016
  6. rmorse

    rmorse Sponsor

    $25K, but the account must maintain $25K because of the DT rules.
     
    Last edited: Aug 13, 2016
    #16     Aug 13, 2016
  7. Check out Ninja Trader and/or TT.
     
    #17     Aug 14, 2016
  8. Shay

    Shay

    NinjaTrader does NOT handle options, as far as i know
     
    #18     Aug 14, 2016
  9. rmorse

    rmorse Sponsor

    18 years old.
     
    #19     Aug 15, 2016
    gkishot likes this.
  10. otprj

    otprj

    IB API works very smoothly with options.

    A good system needs to have a few parts:
    1) The ability to fetch and sort and analyze (e.g. indicators) the right data you'd want to use.
    2) The ability to back-test, I find this module the most important in the system.
    3) Order Entry algorithms
    4) Position Exit algorithms
    5) Orders mechanism

    You also need to take in account what type of orders and positions the system will manage - one or multiple ones. A huge difference between the two.

    Not easy, but fun to develop.
     
    #20     Sep 4, 2016
    Shay likes this.