Recent content by windwave

Equity only. Yes, both sides

They simply say in email that they have a monitor to detect market marking strategy, which is not allowed.

IB sent me an email saying they don't allow MM strategies. Is there any US stock broker that provides: * low or negative limit order execution fee * support frequently updating new order * better have a good API or web service Thanks!

This is no longer available. Only options are the temporary cellular MSG which almost never work timely, or the sketchy mobile app.

Well, I have experienced several outage this year: Gateway shuts off by itself 2 times lost of NBBO update while historical data is ok. If no 2FA required, all problems like above can be solved by automated monitoring and restart. Even providing a variety of 2FA methods can be helpful, not just...

I just got an email from IB saying they are forcing everyone (no more opt out) to use their sketchy app to do 2FA when login in, even if only for automated trading. They claimed this won't be a burden because their trading platform can be set to restart and require login only once a week...

Thanks for your suggestion.

Yes, but I didn't see IB provide this data. Did I miss anything?

Hi, does anyone know any reliable API for US stock split and dividend? The requirements are: 1. it should contains split/dividend history of past 10 years 2. new split/dividend events should be available at least a hour before market open on the same day 3. reliable enough for production use...

Some HFTs utilize maker orders to save on spread and commission. That's why most of their orders are canceled.

Definitely possible and if you are familiar with c++ then why not stick with it.

There are some public strategies based on this. It's not logically bad. It really depends on the frequency and how your program does it, and of course, how profitable your backtest is.