1. according to my experience, ib does not deliver exchange timestamp data.
2. ib timestamped data will be further processed. eg. open a 5-min ib chart and you will see no trades at any start hh:mm:ss:000 of any bars. i.e. ib data is "the cleanest data" you could get from ib.
3. using...
do you mean that the business model of proprietary trading firm doesnt work and that selling unrealistic billionaire dream to people is the only legal way to make money for them?
well, i'm more interested in knowing about those proprietary firms that generate contstant revenue from decent...
hi does anyboy know which vendor provides reliable quote for Kospi 200 futures? I'm looking for a second data provider. IB and Esignal excluded. an asian/local broker the best. Thanks!
it just comes into my mind that, will it be better if we use a stop limit order with tools like bracket trader?
maybe it's naive to think IB server would be faster in transmitting lmt order. but i think just try try. no loss.
btw, i have similar experience and my tickets already 100 years...
i use amibroker. a widely adopted professional s/w that supports IB platform. www.amibroker.com
programming in amibroker simple language cost much lower than other solution. unless you want a FIX connection. it'll be more than enough for you. good luck.
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today TWS's HSI index price being totally wrong for more than half trading day. there's a hundred point discripancy between hsi.com.hk correct data and ib's quote. and it was not corrected until about 15:00, one hour before market close.
and when i called them they were not even aware of it...