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  1. C

    IB Forex Commissions Page

    Thank you for your reply, are those daily volumes in your answer?
  2. C

    IB Forex Commissions Page

    I just can't get the IB forex commissions page to add up, maybe I'm just feeling extra stupid tonight...so let's run it though. Assume IDEALPRO, commission is 0.2 of a basis point, which is 0.00002 for say EUR/USD. Their second example is USD 1,000,000,000 daily volume for EUR = USD...
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    FIX Testing

    What would you go for? I can't imagine MD over FIX is any slower than TWS.
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    FIX Testing

    Thanks for that, my motivation for FIX was not though put, but not to have my code bound to the ghastly IB API model (if I can call it that). Do you know what the state of play is on obtaining market data though IB's FIX? I did some searching around on this site but there seemed to be no firm...
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    FIX Testing

    Can somebody who has completed a FIX ATS please, give me some tips on how to test such a thing? For instance, is it possible to test a FIX ATS against a IB paper trading account? How much do IB charge for FIX? Thanks in advance.
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    Transaction Costs of Stocks vs Forex.

    I'm doing some testing of systems on Forex, I calculate a transaction cost consisting of the spread + commissions, if I'm trading say the EUR/USD this works out at roughly 1.5 pips (for say IB). How do I do the same thing for stocks? I can see the commission costs on the IB website, but what...
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    Your Fav Led Zep song

    Your all wrong, it's 'In my time of dying'.
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    Ib Api ?

    I get paid big $$$ to do telecoms pbx integration in C++, but I still used C# to do my IB integration (using this C# API http://www.dinosaurtech.com/), I did this for a number of reasons, 1. GUI & DB integration is much easier. 2. The speed of C# is enough in this instance, remember everything...
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    Ib Api ?

    CString will be in the MFC headers, if you don't know what I mean by this your going to have a tough time with the rest of the project, if your not good with C++ why not try VB or C#? It will be much easier. To answer the other question, every .h file does not require a .cpp file, but this...
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    Ib Api ?

    There is a type the compiler can't see the definition for before the '&'.
  11. C

    metatrader data export on demand

    The Metatrader 'history center' will export data to .csv files.
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    TWS forced logoff

    Hi Tums, Thank you for your reply, I have two further questions... 1. It is mentioned in another thread on this question that preventing TWS from logging off would lead to TWS not working correctly (I believe the post was from a IB rep), has anybody experenced this? 2. What software do you...
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    TWS forced logoff

    I've done forum searches on this problem in regards automated trading without finding what I would call a satisfactory answer. The answers seem to be one of two suggestions... 1. Set the log off to a convenient time where you can restart TWS. 2. Use a third party application to restart TWS...
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    C++ Compilers.

    You could consider c#, remember that unless your doing a lot of calculations that by far the biggest performance bottle neck will be your I/O with the broker. I find the Borland compiler awful, the IDE is atrocious.
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    Anybody autotrading spot FX?

    1. Which API/platform is popular for doing this >Currently using MT4, I'm in the process of switching everything over to IB. 2. Which broker or dealer do you go with? >IBFX for now. 3. What data feeds are reliable. >Most MT4 bucket shops f**k with the price to some extent, the impact that...
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    Normalizing Neural Network Inputs.

    If I normalize all data at the inputs (at each time interval), won't any data that exists in tighter ranges get squashed by the larger inputs?
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    Normalizing Neural Network Inputs.

    I am currently messing around with various NN models, one thing that I can't seem to find a clear answer on is the normalizing of input data into NN's. I can see how it is possible to retrospectively scale input data, but what about unseen data, how does one normalize this? (i.e. scaling an...
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    Automated execution

    "1 GB of executable code", I've worked on big distributed telecoms projects in C++ where the collective code size got nowhere near that, 1 GB is like operating system size.
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    Partial Fills.

    Let's say I execute a forex order for 30,000 units though IB, let's say I only get filled for 20,000 units, a few of questions come up... 1. Do I pay commission on the 30K or the 20K? 2. Since IB's commissions go up for orders under 25K does this them mean I would pay the high commission...
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    Backtesting.

    tradesystem - What problems did you have with OpenTick?
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