Search results

My automated execution system took me about a year, working it a couple hours a week. Could have been done in a couple days if it was really bare bones and I had a solid plan before I started. You can learn how to program in a week or two.

Ummm, yeah they will charge a fee.... its called commission. The reason that free automated software doesn't exist (which is false, it does exist) is because there is value in using the software. Why would someone give something away for free when they can make money off of it? If you are...

I am using Bid/Ask size/price from the order book. Is this poor quality from IB? As far as traded volume goes, not so much. Although it would be nice to have a sense of the rate of change of the volume for momentum observation purposes. I may end up just trying the IB data feed and see how...

Thanks for the insight! Delta time should work for me, as long at the quote is accurate within the delta window. I consider what I am going to try to do low latency, but I don't think the industry would. It certainly wouldn't be considered HFT by industry standards. My goal is not to be...

I just sent a price list request to NxCore, I will let you all know what I find. Based on their website, their data feed seems to be exactly what I am looking for, other than the fact that it appears that it is a Windows application and all of my software is designed to run on a Linux box...

Hmmm, that is too bad. Right now IBs data seems like my best option (if my strategy involves the CME order book). When you say that the data was unacceptable, what do you mean by that? Was your 5 minute chart just slow or was the data erroneous? From the link the gentleman above provided...

Hello, I have been working to stand up a C++ based automated/algorithmic trading platform for my own personal use that is based upon the Interactive Brokers API. I'm finally getting to the point where I am ready to start testing my FX Futures strategies (trading at as high of frequency as my...

Yeah, I realized that. Thanks for the help everyone. Your comments are all very helpful!

I figured out the problem. For the Futures contract, the symbol is just "EUR". And for the the FOREX, it is also "EUR" Its unfortunate that the the symbols listed in TWS don't match the way the must be defined for the API. I found the contract search feature on IBs website much more...

Hello, I am in the process of developing my automated trading platform (unix c++) that will interface with the IB TWS API (I'm very early in the process). Right now I am working with a demo account to work out all of the bugs in my software out. I have been able to succefully get quotes and...

I see. Thanks for the info!

I would assume they would get deal based on their volume? Isn't that what the exchanges do for the big guys in the equity markets?

Hello Everyone, I'm just starting to explore the world of currency futures (and futures in general), and when I discovered that there are varying contract sizes (E-Micro, E-Mini, and Standard) I immediately asked my self why CME doesn't consolidate all of these contracts into the MIcro...