Recent content by aripplet

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    What is your avg latency to your broker?

    <10ms from FIOS in NYC. not sure if it's good enough for IB. Is <1ms at IB useful?
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    Why do I see "Trends" in Randomly Generated Data?

    you need to give an exact definition of "TREND" first.
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    IB for forex

    I longed roughtly 1M usd with half AUD, half EUR. IB charges couple hundred per week. how does this calculated? Meanwhile, I noticed my Account summary tab from TWS is not so accurate and realtime. Net liquidation value changed to some old value hours ago, and changed back after a while. The avg...
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    NQ options settle price for NQ?

    http://www.cmegroup.com/trading/equity-index/us-index/e-mini-nasdaq-100_contractSpecs_options.html forgot NQ options settle with /NQ close price at 04:15 or 5:15 or 4:00 pm EST? many thanks,
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    IB API order submission question

    with 10/10 pips tp/sl, I think 0.5pip + $5/$10($10 per pip for 100K), which is 1 pip cost, it's still possible to do it.
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    TWS API child order question

    Hi, I am writing a forex scalping program with IB POSIX C++ API, there is one question: I need to submit one parent order and attach one trailing stop order and one profit taking order. parent order is market order as I don't want to miss any opportunity, filling as fast as need. but...
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    IB API order submission question

    Hi, I am writing a forex scalping program with IB POSIX C++ API, there is one question: I need to submit one parent order and attach one trailing stop order and one profit taking order. parent order is market order as I don't want to miss any opportunity, filling as fast as need...
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    corn spreads

    ZC K-N SPREAD, AVG cost around 0. now it's 6, should I cut loss? or still hold it? and suggestion? thank you, I sold K2, bought N2
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    TWS API child order question

    thanks, I figured out the first question myself by trying some combinations. still no clue about second one. order_parent.totalQuantity = totalQuantity; order_parent.orderType = "MKT"; if(action == "BUY"){ order_parent.action = "BUY"; order_stoploss.action...
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    TWS API child order question

    m_pClient->placeOrder(m_orderId, m_contract, order_parent); m_pClient->placeOrder(m_orderId + 1, m_contract, order_stoploss); m_pClient->placeOrder(m_orderId + 2, m_contract, order_profittaking); trying to make a MKT parent order, and two child orders, one sl with STP type, one tp with...
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    Error Field #541 on IB (calling options/futures)

    Yes, for futures, it's not that regulated, see? ESM1 = makeFutContract('ES', 'GLOBEX', '20110617') NQM1 = makeFutContract('NQ', 'GLOBEX', '20110617') YMM1 = makeFutContract('YM', 'ECBOT', '201106')
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