Recent content by VMatthijs

  1. V

    Fully automated futures trading

    Excellent to hear that you have a script for this! I currently look up commissions manually, first by entering them from the IBKR website and then by double checking them on my account statement. While this works, it is time-consuming and error-prone, and it disincentivizes me from regularly...
  2. V

    Fully automated futures trading

    Yes, not the best day. Similar performance to what you described. Bad almost across the board.
  3. V

    Fully automated futures trading

    Ah, I'm able to pull Sugar #11 prices again now. Not sure what changed. Watch out though that IBKR is still quoting historical prices in terms of dollars, meaning that you get a sudden jump in the price series if you pull it in from IBKR. I think that's true for all these instruments.
  4. V

    Fully automated futures trading

    Are any of you having difficulty pulling prices of Sugar #11 (SB on IBKR)? Ever since they changed the multiplier, my reqHistoricalPrices calls for symbol SB and multiplier 112000 keep failing. Strangely, they worked just fine before and the other instruments that have changed (like OJ) also...
  5. V

    Fully automated futures trading

    I also did this last summer for a bunch of ICE markets for which I didn't have a subscription and it worked for me as well then, for what it's worth.
  6. V

    Fully automated futures trading

    For what it's worth, I'm very happy with running pysystemtrade in the cloud. I'm using https://hetzner.com/ . They're pretty cheap, user friendly and reliable. Their servers are close enough to the Netherlands to be very usable with low latency. Not sure about the UK. Probably, it's better to...
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