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    Does IB take responsibility? An amazing story

    We are working on that already. Thanks.
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    IB Suggestions & Improvements

    This should now be fixed.
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    Does IB take responsibility? An amazing story

    I, for one (and I hope some ET users feel the same way), would much prefer if IBj spent his valuable time on more fruitful pursuits than continuing this discussion with you in a public anonymous forum for the sake of yours and your partners. If you think (and from the contents of this thread...
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    IB relative order

    The trailing stops are based on simulated stops. As the market moves we don't resend the stops to the exchange; hence they do not consume exchange bandwidth.
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    IB relative order

    Good point about hitting the hidden order. case 2: it now works case 3: My initial reaction is negative for 2 reasons: - relative orders put burden onto our system, because as the market moves we have to generate transactions to keep the order up-to-date at the exchanges - by bidding a...
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    IB relative order

    Yes, it is - most of the time. The case in which you would not be adding liquidity is the following: - smart router routes your bid of 25.07 to ISLAND - an offer to sell at 25.07 shows up at ARCA - smart router re-routes your order and takes the ARCA offer In this case you are taking...
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    please help verify IB unbundled commission calculations

    I have one: try contacting the helpdesk; they should be able to look up exactly how the charge was computed.
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    Algorithmic trading, VWAP and Piccolo

    We currently don't have clients co-locating. However, it seems that you also have a list of other issues that would need to be addressed in order for you to become a client. Perhaps some day in the future we can do business together. Thanks for the conversation.
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    Algorithmic trading, VWAP and Piccolo

    You seem to have a hard time resisting raising your "get rid of Java" issue everywhere. Anyway, IB is not slow starting the FIX; we have had it for years and it is being utilized by all our institutional clients. We have also made it available to retail, partially on your request. I hope you...
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    Algorithmic trading, VWAP and Piccolo

    We can't have unlimited message rate. I am not sure what you mean by co-located servers, i.e. what is co-located with what. We don't do market-data through FIX; instead we use our own compressed protocol. Not all exchanges generate time accurate to the milisecond for every single trade; for the...
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    Algorithmic trading, VWAP and Piccolo

    I think the TWS-API throughput holds up well. Currently we limit the incoming message rate at 50 per second. As to the speed, I don't have a concrete number as to how much delay the "extra hop" introduces. My guess is it would be in msec. I can dig up the numbers or have new tests done, in case...
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    Algorithmic trading, VWAP and Piccolo

    I don't see how that is a problem, but thanks for the response.
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    Algorithmic trading, VWAP and Piccolo

    stephencrowley and nitro: If you describe the algorithmic order types you use (or would want to use), we would consider implementing them. Please feel free to PM me. Thanks.
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    IB and Reuters Bridge

    I'm afraid you will have to call the helpdesk.
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    IB driving me crazy!

    How about instead of calling us idiots you PM me your account#, symbol and time-of-day of the problematic order so that I can check what happened? thanks
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    Help in finding broker

    IB has both the chart and T&S data outside 9:30 and 4:00. Perhaps you checked the RTH checkbox?
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    IB Suggestions & Improvements

    DAV will respond to the rest of the new suggestions either publicly or via PM.
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    IB Suggestions & Improvements

    good idea; will do
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    IB Suggestions & Improvements

    An interesting idea, but it in the worse case scenario it could significantly increase the computer resources we would need (internally) to make it available. (i.e. we would need to process and distribute each ticker stream twice: real-time and delayed. How would you feel about it if we charged...
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    IB Suggestions & Improvements

    We are planning to do that.
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