Recent content by rwk

I have been paying $4.50/month since 12/2014. I also had the U.S Securities & Futures Value Bundle for Non-Professionals, which I now suspect I may not have needed. I just sent a message to IB asking for clarification. The prompt reply said that I will get streaming quotes for all U.S...

I think a supported version of Python is an interesting development. I have been using Pascal since the first version of Delphi, and I have I would like to change to a language that is truly cross-platform and general-purpose. There is a free cross-platform version called Lazarus, but it...

It's essentially undocumented. I have managed to do it in Pascal via the ActiveX. What language are you using?

My Safeword Platinum failed (I don't remember how long ago). IB sent me the e-card as a replacement. I used the lookup cards for a few days until the e-card arrived. Tech support was excellent, so I'm not too concerned about future problems. Smartphone is an option, but it feels more...

It's my understanding that Malwarebytes is a scanner only and does not have realtime protection. http://www.pcmag.com/article2/0,2817,2455505,00.asp

Maverick74 was occasionally critical of Don, but also spoke favorably of him: https://www.elitetrader.com/et/threads/r-i-p-don-bright.293892/page-4

IEX's D-Peg order looks like it is doing pretty much the same as IB's Adaptive Algo. That would explain why IB is in no hurry to implement the former. IB was also not routing non-marketable orders to IEX as long as they were a dark pool. I haven't heard whether they do now that IEX is an...

I don't know how much you know about trading equities, but you should have some experience if you're executing through IBKR. There are 50-60 places an equity order can be filled, most of which are dark pools, meaning the order book is not shown. Low-latency, high frequency traders (i.e. Flash...

I downloaded the fresh install version of Win10 on two computers, desktop and laptop. I installed both in virtual machines via VMWare Player. I was favorably impressed that I was able to install critical software that I couldn't get to work on Win8. So I am confident I can switch to Win10 if...

I haven't seen missing data. It is fairly common for market makers to briefly pull their quotes on one side, and occasionally on both sides at once. That causes big spikes in the bid or offer. I am not charting the data, rather I have an app that samples quotes at one-second intervals and...

IB will send you a Form 8949 Worksheet that shows all your trades in a format acceptable to the IRS. You can upload that to Kinko's for printing. If it is a lot of pages, you can use back-to-back printing, maybe even two-up or four-up. In a worst case, you can burn the report to a CD and send...

I occasionally see this on near-atm, expiry week ES options. I ignore zero-price quotes, so that is not the cause. I have no reason to suspect a problem at IB or my Internet connection. I believe the market maker is briefly pulling quotes. It usually happens on both bid and ask, but not...

Your trading rules sound simple enough for a programmer experienced in financial trading. The difficulty is in making it robust enough to run unattended. No matter how thorough you are, you cannot anticipate everything that can go wrong. Knight found that out the hard way, and they were one...

Everybody gets zero prices. Just ignore them. Nobody is giving away free stocks.

I am pretty sure there is no minimum, other than maximum number of requests of any type per unit of time. Snapshot requests are asynchronous, so if you're sending many at once, you need some kind of data structure to pair the responses with the requests.