Recent content by bluematrix

not surprising at all. this is because a lot of these tools are made by people who have little or no trading or algorithmic business experience. while they may be great coders they just don't understand the needs and come of with poor or confusing implementation. and the best guys are employed...

Excel is a single-threaded application. When you run a macro it freezes. The subscriptions with IB remain but if you have cells being updated their value will freeze until your macro has finished. so if your trade logic references these cells you could have issues, but the subcription itself...

I think one has to register as a dealer to qualify for rebates from ECNs is this correct? Are there any platforms that allow you to collect rebates for adding liquidity? e.g. I know interactive brokers matches some orders to ECNs through its 'SMART' technology but how can one qualify for...

I can understand that - BUT I'm looking at highly liquid atm options. e.g. take ATM options on ES - the same story as I've described on IB - i don't understand if the bar close price is the last traded price of that bar or not.

is that correct? really? so even though the quotes all wobbled up and down, no trade actually took place? so essentially, the bars are the trades? the close is the price of the trade at close of that bar? - i.e. if I traded near the close of that bar - is it fair to assume I would have...

So IB allows you to download data bars, e.g. 1min or 5min bars. I've been watching some option that's trading bid-ask 28.75-29.25 through the close of the bar. I then download the same bar, but on the downloaded data IB, the bar close is 28.50! ? can you explain this? how does that...

Where do i exactly find the times/sales of ES at cme/globex? thanks in advance

well if you have a bid-offer and regularly there is slippage then could it be the data feed is wrong? market order fill is immediate but the fill is regularly off what IB data is giving. so could this be due to poor data?

I trade relatively frequently based on some price levels and need 100% execution so can't use/risk limit orders. any suggestions/advice or thoughts with other brokers? really appreciate it. thanks

Hi I'm currently using IB. I've done some work looking at my execution and it looks like about 50% of the time there is a 0.25 point slippage (the difference between the price you are offered to trade and the final executed price). isn't this really bad? it could even be poor data feed...

Why don't you open an account with IB?

There are many ways to overcome this problem. for example the application can expose most of the variables on the form so the users configures it. for example a moving average - the user can input the number of period. same for any other variables or calculations. If it's intraday, again the...