Recent content by c*f(x)

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    Bloomberg terminal?

    Hit BBXL <GO> and take a look how to pull historical/real time info into xls. Then you can manipulate the numbers any way you like. They are constantly coming out with new features, so now and then speak to your rep about what you are doing. Extremely helpful custy service.
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    Leverage Calculation

    Anyone have any idea what the standard is for reporting leverage on financial futures - specifically swap/STIR/OIS related ones like Eurodollars and Fed Funds futures? If you are long/short a Eurodollar contract that expires in Dec 11, it seems absurd to think of it as $1MM of risk, is that...
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    IB and AUD 30 D Interbank Cash Rate

    The bank bills also have interbank risk with them, no? Sort of like Eurodollars, right?
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    IB and AUD 30 D Interbank Cash Rate

    Got the reply from IB - they don't offer it!
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    IB and AUD 30 D Interbank Cash Rate

    Yes - and "IB" does not generate the right outcome. Neither does the usual BBG "IBmy"...still looking! Thanks!
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    IB and AUD 30 D Interbank Cash Rate

    Trying to locate a symbol on IB for the AUD 30 Day Interbank Cash Futures - appear to trade on the SFE per Bloomberg. Anyknow know the IB symbol? Have had no luck searching!
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    Peterffy says plan by CME to guarantee credit-default swaps could put some at risk

    You really do not have to worry - the ICE proposal is likely to garner the most support from the market makers (IBs) and has the advantage of being a Fed governed entity. The volume will likely go there I think. That being said, I think there is a lot of misinformation out there about CDS...
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    IB and order problems

    My own ignorance... First - what I had wanted to do was have one instrument (Dec ES contract) execute without hitting the Transmit button (T). I wanted all other contracts to work the same was as usual - clicking the Bid or Offer generated an order row that could be modified and then I would...
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    IB and order problems

    Just a heads up to the users out there - DAV followed up with me and solved my problem - just giving credit where it is due.
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    IB and order problems

    I PM'd you - forgot TWS version. It is: Build 888.5, Oct 29, 2008 Java Version 1.6.0_07
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    IB and order problems

    In order to get quicker execution, I turned off the "confirm order" requirement on IB for only the ES. Several times now I have had an issue where I am trying to place an order for a different underlying, on a tab/page that doesn't even contain the ES and it executes and ES order. Inevitably...
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    Photon

    No one? Bueller? Bueller?
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