Search results

I followed up. This is where we are: 1) Instead of getting an instant green, I now get blue to varying degrees especialy pre-post market. We have rolled out the fix to improve the pre-market cases. We are still tracking down a couple of examples you sent us. 2) Duplicating a Smart...

Certainly, but we need to leave the beta out for a while, then when we know it is stable we will do the web-based production and then we will do the standalone. (That is the procedure we normally follow).

New beta web-based.

We are listening. That is why we (there is a few of us from IB here almost 24/7) keep asking for specifics, examples, etc (both trough public posts and PMs)... so that we can verify the claim, reproduce it and have it fixed. General statements are unfortunately not enough to get the problems...

Thank you, really helpful.

We have great many very happy API customers. We have implemented FIX connections for retail customers and now also offer market data outside of TWS. Would you mind elaborating a little bit on the basic design flaw you are mentioning? Also, what is the "infamous freeze phenomenon"? Thank...

The alerts we are offering are managed on the back-end. They will stay up when the TWS is shut down. In the first version we are offering price and time triggers. In the later releases we will add credit events and executions as triggers.

Could you please PM me some clarifications: - The market depth of what symbol does not work? (If it is IDEALPRO, you have to be on the new tick-distribution system). - I need to know the particulars of the market order that took 10 seconds to execute. - What STOPS were "blown" through? Thank...

I will review the list of your issues tomorrow. I think we have kept you abreast on where we are and what the issues were - at least one of which was ARCA problem. I hope we did better than 1 out 7+, maybe we have not communicated all that was done.

You could (I believe successfully) use the following: - BS for pricing of European style options; you will need to model the volatility smile - Binomial for pricing of American options - BS for the 'Greeks' The IB TWS has the section Option Analytics. Both models are available in it.

We have isolated the problem. If you PM me your account number we can start a fixed-up version of the software for you.

We'll have a look tomorrow.

I think having some programming skills will help you regardless of whether or not you will directly put them to use in writing automated trading systems. The benefit comes in simplifying and focusing your thinking. i.e. in order to express an observation and/or trading rule in a computer...

The oex quotes are wide. There can indeed be a situation where a customer order improves the quote and you would like to hit it electronically. But a more likely scenario would be for the bid to go from 6.0 to 6.1 (instead of 6.5). Also, that 5 lot that improves the market (instead of just...

Please look at my previous posts. I explained that it only affects spx, oex and djx on cboe. The reason why we do this is that the customer often gets a better fill. The quote that the auto-ex executes on gets fed in by a single market participant. (This is not an electronic market). The...

The change took place within the last year.

I can't commit to a date at this time.

There is no such thing on the TWS, only the closing prices from the previous day. Sorry.

I am not sure that I understand your question. If you are asking whether the volume displayed by the TWS in the volume column is correct, the answer is yes. If you run a third-party application that gets the last sales from the TWS and adds up their volume, then you will show a smaller...

yes