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Thanks sjfan, any idea how to calculate optimal put and call holidings? can you give an example please? just want to see how that's done in practice

Hi there, I' trade futures, stock and ETFs mainly.... for a long time... never tried myself in the options space... go get myself going, I wanted to understand how... in practice... once can create synthetic leveraged product. For example, I have 1 euro. I want to buy company X and...

currently I work on a sub-system for execution.... The function of this component is to get rid of order handling complexities... here is what I intend doing.. 1. Trading system class 2. Each system can have more than one position 3. The function of position is to SPECIFY what the strategy...

Dloyer, few questions if you don't mind? 1. Why you use virtual methods to handle ticks? 2. What do you mean by "The main state logic you need is what is the current position, anything you need to calculate entry/exits, price." can you please add some details. Thanks

Hi there... I became very interested to pursue a direct market access stuff... What is the simplest, cheapest method for one man API trader to access the exchange directly.... Does it make sense which exchange? Bats, NASDAQ, NYSE ... Some non US

Does this mean that our limit order orders may be stuck for minutes... While the mountain of traded can go trough inside market... Either via broker price improvement stuff or by the guys who access direct market? I really want to get into direct exchange access stuff...

Very useful. Thanks. I'll do my homework and come back.

Dloyer, I'm beginning to implement state driven order handling mechanism... mind sharing some of your experience here... what to watch for? My idea is to look at the states such as fillRequested, filled, cancelRequested, canceled... do you define all possible/and impossible combinations...

thanks for idea.. but it's not I trade 1 lot futures contracts...

A little bit of clarification... it says "order Filled" twice...

When my order are filled, I get more than one order state update trough order status method: orderStatus(int orderId, String status, int filled, int remaining, double avgFillPrice, int permId, int parentId, double lastFillPrice, int clientId, String whyHeld) Why is that? It all happens...

Limit order

ES GLOBEX

Guys, I have a situation here... I'm investigating a reason why my trading platform sometimes leaves order not transmitted even if I specify order.m_transmit = true; I recorded messages from orderStatus method and figured that those orders change their status from submitted to...

I'm looking at the page of error codes: http://institutions.interactivebrokers.com/php/apiguide/interoperability/socket_client_c++/errors.htm There are two error codes which I use to identify un-succesful cancelation: 161 and 136. 136 = This order cannot be cancelled. 161 = Cancel...

I see!

ok. I'm blind.. I don't see any pricing information on that page.. can you please tell me whats' the price to cancel a GLOBEX order via IB please?

Can't find this information on IB site.... anyone?

Yep... Considered ... fix but some expirienced posters made point that it is not designed for tradeing.... So I decised to continue search... And better explore fast brokers... And their Own APIs.... Keep seaeching !

Examples of a c++ api converted to java using JNI.... Never did it.