Recent content by lore

  1. L

    Fully automated futures trading

    I just tried this today (U.S. investor) and it didn't say it was restricted, just the usual "You are trying to trade something you don't have market data for..." warning. If I try to trade USD to MYR I get "no trading permissions".
  2. L

    Fully automated futures trading

    Same boat here. Hit HWM early July and been a steep drop since then. Looks like another down day today as well. I think after today I'll be just a little up for the year.
  3. L

    Fully automated futures trading

    The market was closed. But someone here told me earlier that I could check by using the "Check margin" option for a trade and that seems to work for me for figuring out what is treadeable and what is not, even when the market is closed.
  4. L

    Fully automated futures trading

    I disabled KOSPI in the system after your post. I went to TWS to try to place a trade in KOSPI and KOSPI_mini and I didn't get the trading restriction warning that I usually get with restricted futures. The date on the CFTC page says 2/15 but does it apply immediately?
  5. L

    Fully automated futures trading

    I was down about 5% last week, mostly due to short positions in US treasuries/equities and long USD. I always get nervous when there is a Fed meeting since they sometimes to lead to large changes in equities, rates, and currencies.
  6. L

    Fully automated futures trading

    What exactly happens when a currency contract expires? I accidentally forgot to close my BRE position at IB and it expired today. Does it deposit reals in my account or the equivalent USD? How long does it take to do this? My system (PST) still thinks I'm long 1 BRE contract so I'll need to...
  7. L

    Fully automated futures trading

    Ugh I guess I missed that. So to handle this going forward, is the best option to just add NIFTY-IN as a new instrument and add NIFTY to stale? IB only has data for the latter from October 2023. Or append the new instrument data to old prices somehow (could we just change NIFTY params to match...
  8. L

    Fully automated futures trading

    NIFTY,NIFTY50,NSE,INR,1,1,FALSE Huh, well after trying this again with a different multiplier it seems to work.
  9. L

    Fully automated futures trading

    Has anyone been able to get this back online? I found a NIFTY50 futures contract in IB on NSE but when I update the PST IB config file with new symbol, exchange, currency, I still can't pull any data. Thanks.
  10. L

    Fully automated futures trading

    Basically agree with above. Connecting to IB US server from the ET time zone, I'm usually kicked off Friday night around midnight for the weekly reset. I then have to log in manually anytime after that (with 2FA) and will stay connected the rest of the week. The daily restart happens in the...
  11. L

    Fully automated futures trading

    Just received an error this morning that I was unable to retrieve prices for USIRS5ERIS (IB = LIW), despite not seeing that on the CME list of removed futures that was linked earlier.
  12. L

    Fully automated futures trading

    Are PST users just putting USIRS5 and USIRS10 in stale instruments and redoing IWs? Would it be useful to add the new instruments or are they too thinly traded? There’s no way to use old data like with the EDOLLAR to SOFR transition, correct?
  13. L

    Fully automated futures trading

    Maybe it's the recent market turbulence but I'm finding my DO system opening and closing the same positions this week. For example: 3/13 DAX [-1] close MXP [-1] close NIKKEI [1] RUSSELL [1] close TOPIX [-1] close 3/14 DAX [1] DOW [-1] GBP_micro [-1] RUSSELL [-1] US5 [1] 3/15 (on instrument...
  14. L

    Fully automated futures trading

    Thanks again! That was very helpful. It worked as you said. Interestingly, it doesn't restrict you in a paper trading account. You can purchase anything there, or so it appears.
  15. L

    Fully automated futures trading

    I painstakingly went through the list. The EUREX futures are the hardest since there are so many of them. I couldn't find any of the bond futures on the list. Does that mean U.S. traders cannot trade the bund, schatz, bono, buxl, etc? Is there some way to test what instruments are permitted in...
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