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do ES,NQ & YM track each other enough to profitably trade some kind of pseudo hedged mean reversion of them?

are there no prop firms out there which are more or less performance based salary jobs? meaning you trade solely with their capital, a tiny guaranteed salary and some form of profit sharing contract. to me this sounds like a decent deal for both sides. the prop firm provides the capital for risk...

hey guys. i again have another overly technical trade problem i am hoping someone on ET has some insight into. basically i have an automated system simulating a peg to market order on a globex product. this is what i see on my audit trail. -PlaceOrder BUY 2 XYZ 1.12 @ 7:34:45 gmt -100s...

Hey. Iv recently run into an unhandled exception / access violation in TwsSocketClient.dll. The exception occurs during a call to reqMktData. Iv been trying to solve this exception which is thrown from the TwsSocketClient.dll. unfortunately there is no way to see what inside the dll is...

Hi. Im trying to track down the cause of a heap corruption break while running IB's TWS API. I was wondering if anyone had any experience with this type of problem or if anyone knows whether or not the C++ API creates new threads on the arrival of data. I am currently not using any type of mutexs.

Sounds too good to be true (not that this would be a smart purchase now) Distances from Chicago to New York = 719~ Miles Speed of Light = 186,282.397 miles per Second = 186.282397 miles per Millisecond Time for light to travel from Chicago to New York = 719 /...

As much as I would love to be running my software on leased circuits and systems hosted at exchanges, as I said before, that is just unrealistic at this point. As far as your suggestion of pay up or do something else, I dont think throwing away a profitable system which I have spent a large...

normally I wouldn't complain about 25ms latency. But I have a feeling my profitability has decreased since the change so I am beating my head against a wall trying to fix it. Also I know IB might not be the scalpel of a tool im trying to use it as. But I love their wide selection of products...

Iv noticed an issue with my route to IB about 6 months ago. Up until mid april this year I pinged a nice 12-14ms to the gateway at IB from Canada. Then there was a sudden change where my ping increased to 25ms. A lot of you are probably thinking that 11-13ms increase isn't worth talking...

are you saying that IB does'nt truncate data?

I was wondering if anyone had any good suggestions for over the internet data services which has a C++ API. Im looking for a service that offers 1) forex, ecbot, globex etc to start with, also has stock feeds 2) gives access to the market depth from the API (apparently eSignal doesn't)...

It seems like IB still limits market depth requests to 3 symbols at a time. Which makes it slightly useless for most automated systems whos purpose is to run over more symbols than humans can. Anyone have any experience solving this limitation? Is there a cheap data service you would suggest for...

Does anyone know where I can trade in ounce bars downtown Toronto without getting killed on the rate? Iv been told big banks dont do it anymore. Thanks

Am I correct in my understanding that this type of account wipe / margin call only happens when your unrealized P/L on opened positions approaches your cash balance?

I'll be there.

i was thinking of visually representing the current / past market state, maybe using an graphical extending valley with trees / colors, rocks, clouds, lighting, natural things etc for different market data. then hooking it up directly to a young live primate's brain forcing it to watch the...

how many contracts do you trade on average? if you dont might divulging that information.

Thanks. that solved the issue.

uhh. mind translating if it has anything to do with the topic? :D

i did short JPY.USD and it still appears as a line in the portfolio section :(