Recent content by abarzov

I worked with IB for many years, never changed TWS versions - everything worked fine. Recently I lost a hard-rive on my workstation and a "magic" TWS version. I had to install a new version ( build 935) and, to my dismay, found out that I need a manual BookTrader Order Confirmation. Is there...

Hi Everyone, I'm trying to get Execution Data from IB using their function reqExecution( const ExecutionFilter& filter ). Whatever I do, I can trigger no response from IB. I suspect, that I populate filter incorrectly. Could someone ACCURATELY populate this filter for me? This is the way I...

I subscribed ActiveTick. They do not provide futures at all. They are going to have futures in November - December 2011, but will charge additional $55. Canceled subscription the same day.

Does anyone know how to use Radar APIs to get data from IQFeed? I heard that this is possible. TNT charges $300 a year for this pleasure. Thanks.

Judging from their name they may have something to do with Opentick. There was an affordable datafeed a few years ago. They went out of market. ActiveTick C++ documentation is looking good. I would be interested too.

This is a great idea. As a matter of fact I just need the difference. Thank you very much.

For some reason I use IB as a data feed. It's not a very good idea, but I must. I implemented IB's socket client ( particularly void tickPrice2(..) ) and I get a standard set of data ( price, bid, ask etc.). The only thing I cannot obtain is timestamp. Does anyone know how to get it?

Seconds.

ogarbitrage, Thanks a lot. a.b.

I had this problem once. I started complaining to IQFeed. They proved, that I was wrong. The problem was the bus speed of my computer (in general - the channel capacity). I installed a reasonably powerful server and the problem disappeared. I keep track of lag between IQFeed time stamp and...

Hi everyone, I understand, that this forum may not be the best place to ask such question, but I hope someone can help me. I was trying to find a gold security available for trading. I started with XAUUSD ( gold spot London), but it appeared that Canadian ( among some others ) cannot trade it...