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Hi all, Could you please help me, how can I cancel the existing limit order in the Assent API? And how can I receive "CANCELED" state from the server. Thank you in advance.

I recommend you to learn C#. It is easier to learn and modern. I am a C++ programmer myself. If you know C++ it will be easy to study new languages like C# or java, but you have to use it for two years at least. With C# you will learn also .Net platform. As for books, read any book by...

I suppose they send quotes through FIX very similar as TWS API does. That means you do not receive every tick, very bad for short-term systems. IMHO if you use IB it is better to develop using native TWS API.

I am aware about two brokers VelocityFutures, trading only futures markets InteractiveBrokers for $100/month May be you can find more searching the web http://www.fixprotocol.org/adopters/ at the link above I did not find Velocity or IB, don't know...

ITG bought RedSky http://www.fow.com/Article.aspx?ArticleID=1382716 you can contact ITG but they are specializing in services for hedge funds. So they require your account to be ~10m. But there was a story at this forum that one guy contacted RedSky and opened account with just 100k. Search...

1) IB TWS 7 It has good community, for example above posted TWSAPI group. It works great for me. But there can be bugs when switching into new versions and using new functionality. For example I had serious bugs with new "real time 5 sec bar" feature. I had major bugs with "volatility...

Hi TSGannGalt, I will ask you personally. Could you provide information on how to differ market phases? Can it be done in algorithmic way? Thank you in advance, RR

Well I need more cases when market behaviour is different because of extra events - before I start testings. What about market phases? Is there any way to distinguish current phase and switching from one to another?

Hi, I have a question for you guys who use completely Auto Trading Systems (ATS). Do you manually switch them on/off depending on current market situation? Do you adjust lots during market volatile periods? All my questions are about day trading ATS. Currently I switch off my system...

I have a map from order id into my own order info struct. It saves BUY/SELL flag along with number of executed lots in that order. Then when I receive execution signal from IB TWS I compare the incoming filled number (or remaining number) with my saved. If there is a change I call my function on...

Hi, I do not have source code in front of me, basically you need: -login with password - that is FIX specific -subscribe to market data. There are two separate messages for DOM or just bid/ask/trades data. -send order -process changes in order status. That is the most complex thing...

I am using MD directly from VelocityFutures FIX, it works great. Do you mean that IB FIX market data are the same as you can get from TWS API?

QuickFix library contains both server and client examples, you can debug your client side. Then you go for advanced server-side simulation http://devnet.tradingtechnologies.com/DevNet/ProductCenter.aspx you need TTSIM which is Trading Technologies simulator. Finally you go live - and do...

There are multiple tools for auto-starting IB TWS and maintaining it 24/5 without restarting. My favorite is IBController. You can find latest version if you register in yahoo group TWSAPI. There is a file list section with many similar programs. http://finance.groups.yahoo.com/group/TWSAPI/files/

Hi, I would say that 10 DMA is a crap. All these well-known tech analysis indicators are crap. Really. If something works for you since January it does not mean it is profitable. You MUST test your technique based on historical data - before you start trading again. Test it intensively...

+1 You should consider in terms of 1) Commissions 2) Margin requirements 3) Availability of support 4) API 5) Features of trading platform. Platform fees. Monthly fees. 6) Markets to trade So choosing broker is very person-specific. For newbies IB is a good and cheap platform...

Hi, It is very attractive to calculate compound interest on paper, nice exponenta. But reality is different. Even if you are able to earn 50% monthly, it does not mean you will not experience a drawdown. Your state can be: +20% +80% +30% +70% +100% -100% In average it is ~50%, but...

Do you know where was Japanese population of US during the WW2? Most democratic country, lol. Are you stand for bringing democracy to Islamic country, like Iraq? Study your history, vote for GWB.

Show me my post where I told about "commercial programming in US" or that I know more. What I wrote is that you need to have the detailed project plan or specs to start custom programming project. Else you can end that your customer continually changing his requirements. As for US I refer Ed...

OK, what do you know about flaws of the Soviet system? Are you one of ex-USSR citizens who left Russia in 80th to move to USA?