Recent content by fbell50

I was able to login at 3:17.

I'm still unable to login.

Well dividends and splits started on 1/31/19 but dividends paid in foreign currency are no longer converted to US $. Fortunately I collect foreign currency futures contracts. I was happy to spend 6 hours identifying them, accessing the Canadian dollar futures contract to obtain a conversion...

I've been told "We had a blowup this morning that affected many clients. Anything that was missing or incomplete is a symptom of that issue. The dev team has been working to fix the problem and everything will be functional again tonight after midnight." Maybe, but I've noticed a variety of...

Didn't you find switching to IQFeed a big job? I expect changing to a new api would take me weeks. I had been using NxCore/DTN for 11 years with virtually no problems.

I was switched from DTN to QUODD on 12/3/2018. That's when I realized a raft of necessary data was not provided. Most importantly this includes dividends, splits, and prior close adjusted for ex-dividends and splits. Today, 12/4/2018, the exchange a trade executed on was frequently missing...

Assume using margin to emulate exposure fee, a 10k acct and you are short 10000 super volatile stock like DRYS at 1. You are also long 10000 DRYS calls strike 1. IB thinks margin should be 5 for the short to cover possible extraordinary 1 day moves and zero for the call, for a total margin of...

Not really. Margin addresses an individual position's risk and is the same for all customers. The exposure fee addresses portfolio risk and is unique to each customer.

You are absolutely right. I had a brain fart. I've had a chance to look at the vix futures. The highest daily plus change was 29% on 2/28/2007, which would be a 58% change in UVXY. My data goes back to 4/7/2004, so it includes the financial crisis.

Actually I was wrong, UVXY is a 2x etf. But that's not relevant to an overnight double of VXX which would merely double UVXY. A 16% short position would then be 32%.

I've done some what if testing with the risk navigator. I have a large short position in UVXY which is a 3x etf of the vix. While the vix is a measure of volatility, there is a strong negative correlation to the market as a whole. The market goes up, vix/UVXY goes down and vice-versa. I am...

I talked to IB. They said my exposure is due to a short position in UVXY. The risk navigator doesn't show enough UVXY VAR (value at risk) to justify the exposure IB specified. If my longs are marked down 50% it would take a price increase of 3.63 in all my shorts to reach the exposure IB...

They are reviewing my account and are supposed to get back to me later this morning.

Thanks for the explanation, but I cannot see how this would cause an exposure fee in my case. You would need to write my long positions down to zero and my short positions up 67% to match the exposure IB quotes (the longs are ~80% of my margin usage, 74 positions total, none > 11% of account...