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Wow -- it makes a big difference if you minimize the TWS window. TWS's java.exe process goes from 40% of CPU down to nothing. Yeah, I can confirm the CPU problems for version 848.8. I've got it on my test setup and (when onscreen) it uses typically 30-40% CPU (on a 1.4 GHz Athlon) and no...

You wouldn't be able to get a passport or travel very easily. :eek:

Don't blame the hedge fund managers for not providing easy access to the information you are looking for -- it was Congress who passed the 1933 Securities Act that made it illegal. The hedge funds are just obeying the law. Aaron Schindler Schindler Trading

Thanks for your timely post, IBsoft. It is comforting to know IB is aware of the problem, has it diagnosed, and has a plan to fix it. Aaron Schindler Schindler Trading

Thanks, Stephen. That's great that you have it automated!

When you are saving your futures data, how do you handle contract rollovers? After you save your data, do you then append it to a long historical datafile? Do you make any adjustments for rollovers? Do you save the #f (eSignal notation) continuous contract data? Now that I'm trading more...

Anyone else having problems with e-mini crude (symbol: QM Q5) quotes tonight?

No problem, Sammybea. While Ffasttrade has better commission rates and better customer service than Interactive Brokers (or at least they did when we used them), Schindler Trading moved to Interactive Brokers for IB's superior API. Being able to automate our trading is worth the slightly...

Thanks, Nana Trader. Laocoon, it appears you could also write a scalping application for TS8 as well. Aaron Schindler Schindler Trading

Yes and yes. The efs script language is quite useful. Aaron Schindler Schindler Trading

One possibility you might explore for automated scalping is eSignal data, processed by an eSignal efs script, with orders sent to Interactive Brokers via Dynaorder. It's simpler to code up than writing to Interactive Broker's or (heaven forbid) J-trader or X-trader's API directly. Btw, do...

Did you make your profit, Ripley? Did you buy SPY or ES at the open and sell after 90 minutes? Or do you trade it some other way? Aaron Schindler Schindler Trading

One way to think about it is that buying a long-dated crude future is the same as buying some crude at approximately the spot price _plus_ a supply crunch option. The supply crunch option pays off if there is a refinery fire, Mideast terrorism, Nigeria war, whatever. It makes sense that the...

It looks like the tick for the SGX Nikkei contract is half the size of the OSE contract. And since both markets tend to be one-tick markets, it would seem you could execute with less slippage on SGX. What do you think? Aaron Schindler Schindler Trading

He posts daily on another website. He took a loss on his last short trade and went flat oil on June 20th. He's been out of the oil market since. Aaron Schindler Schindler Trading

Incredible. Index options are cheap. Have the put buyers disappeared? Or is the supply from put writers just overwhelming the buyers? I think this is a bubble in risk complacency to rival the bubble in crude oil and Google. There's a sale going on in SPX and ES options. Buy some puts or...

I also fit a distribution to my trade results and monthly returns and make draws from that distribution in MC simulations. I like BestFit by Palisade Decision Tools for quickly picking the correct curve and parameters. I also use @Risk from the same company. I also found that a normal...

Yep, I noticed the hotkey problem myself and downgraded. Aaron Schindler Schindler Trading

Ah, thanks much, Snoop! I see that this is a rebalancing of stocks already in the index and there won't be any new companies added at this time.