Recent content by leonbrag215

Thanks I don't plan to use TWS all that much only the gateway, but it is indeed very informative.

Thanks, I believe this is what you were talking about: https://www.interactivebrokers.com/en/index.php?f=2222&exch=island&showcategories= The info is in the Order Types tab

Thanks I have found this link as well, but in the very same link it is stated that: So it wasn't clear to me whether the cancellation is done from the client's machine although that seems unlikely or processed on their servers. Thanks a lot for the help, it closed a lot of knowledge gaps I...

Thanks, I got it now. I have misunderstood the way bracket orders work, my initial order should of been to actually buy MSFT and then the LMT and STP sells would of been submitted once the initial order was filled. Regarding the one-cancels-other children orders, are these types of orders...

But in my case this is a bracket order, so there is the parent order and two child orders one LMT and other STP. Only the parent order became Submitted, the child orders were still in the PreSubmitted state so I just want to make sure if this is a standard behavior.

Thanks, is the initial entry the parent order? or I am off the mark here.

Thanks for the advises guys, Making some progress here and am currently testing bracket orders on the paper account. Not sure if I have done everything correctly though since I am getting presubmitted status on some of the child orders. Here is the bracket sell order I have sent to the...

I actually got realtime data covered, I am more interested in historical data at the moment

They don't have their own database, they just sell a tool which downloads data from Yahoo?

Thanks I will check it out

Hi guys, Could you please recommend a good feed that could provide the following: 1. Intraday 1 minute resolution bars on all NASDAQ,NYSE stocks going 1 year back. 2. Tick by tick data for about 800 stocks daily (The stocks are randomly distributed) also going 1 year back. Price is a major...

Sounds interesting. I can use this if the gateway receives updates through one socket only. If updates are sent through multiple sockets concurrently then the following is possible: MSFT price --> MSFT volume --> MSFT bid --> MSFT bid size ________GOOG price --> GOOG volume

Actually I take it back bid/ask spread is very important, and I can think of a lot of implications for an incorrect bid/ask spread simply because of these sync issues.

I agree that bid/ask changes could be updated incrementally and it is not that significant whether this will be atomic or not, volume changes seem to me to be more important though. You can always design your system to react to changes incrementally which seems right to me. But at the same...