Recent content by tschm71448

You could do a web query of the full list straight into excel, then use vlookup to check if symbol is available. For example use this URL for all US tickers: http://www.interactivebrokers.com/en/trading/ViewShortableStocks.php?cntry=usa&tag=United%20States&ib_entity=llc&ln=

Doesn't work out of the Excel DDE last time I checked...however ActiveX is supported. You can also upload .csv with algo parameters into the Basket Trader functionality and use all algos (IB, CSFB, Jeffries) from there...that is a good workaround if lo-latency is not an issue. If anyone...

yes, but for NYSE stocks only. As per my earlier post, you need to enter the ticker as DIRECTED NYSE, not SMART.

doesn't seem to work for Nasdaq stocks on IB (after the 15:50 cutoff) unless someone has a different experience.

it does work now, did it for an NYSE stock today, but haven't tried Nasdaq yet.

They DO have the data in TWS, just enter the stock as directed (i.e. IBM with NYSE, not SMART) and you will see it in the 'Auc. Price', 'Auc. Volume', 'Imblnc' columns. I do see it today. Haven't tried the order yet though. I cannot get the data into the Excel DDE API, if anyone know...

IB has told me repeatedly that they don't support imbalance-offsetting orders and don't plan to do so. The only indication that they may was based on speculatus' posting earlier in this threat, but I haven't be able to replicate. I wouldn't be surprised tough if there is some "secret" way to...

There are some unresolved issues with the basket trader with certain order types. I'm having issues transmitting orders to the CSFB equity algos when they are loaded from a csv into the basket trader. Turns out that it is only one specific instruction that is creating problems (max % volume)...

Interactive Brokers will publish NYSE imbalances in TWS continuously, but they are available in TWS only (you need to enter the ticker as NYSE directed, not SMART), not in the API. Also, last time I checked IB will not let you enter imbalance-offsetting orders after 3:40pm, which the NYSE...

I would add to this that NYSE balances come out first at 3:40p, but are now updated continuously until the close (every couple of seconds), at 3:50p it is the Nasdaq closing cross imbalances that are published for the first time.

Sky, Are you talking about some sort of observer effect, where your presence in the market results into outcomes different from what a backtest would have been had your orders not been present? If so, I'd say that is a function of your size relative to the market of the stock, the bigger a...

still not working, IB hasn't told me that they would actually fix it. Arbprofit2?

Which brokers currently allow you to enter imbalance-offsetting orders into the NYSE MOC auction after 3:40pm? IB doesn't work right now, conflicting anwers as to whether that will be fixed or not. Interested in which brokers people use for these kind of orders. thanks in advance for your...

IB imbalance data is not working, they are always showing a buy imbalance (blue) for everything...hasn't been fixed. Also, if it were working, unfortunately the fields aren't included in their excel export function.