Search results

  1. C

    Interactive Brokers FIX Interface.

    Well, commissions are critical for me. I'll mull over your analogy though.
  2. C

    Interactive Brokers FIX Interface.

    I don't need to know it as part of the submission process per se, I store the commission cost against the order as I receive execution reports, this seemed a fairly logically thing to do, as the profit loss reported not inclusive of the commission. If I want to track P/L in real-time, I don't...
  3. C

    Interactive Brokers FIX Interface.

    OK. I was hoping not to have to keep up to date with all the exchange fee schedules. Isn't that the point of SMART?
  4. C

    Interactive Brokers FIX Interface.

    How are you obtaining the commission cost of your orders?
  5. C

    Interactive Brokers FIX Interface.

    I thought I was clear enough, but maybe not. The API reports the commission cost per executed order in the 'OpenOrder' event, is there no equivalent in their FIX spec?
  6. C

    Interactive Brokers FIX Interface.

    How does one get the commission cost for an executed order using IB's FIX interface? I've been reading the documentation but there seems to be nothing regarding commission. Am I missing something?
  7. C

    Traders Hall of Fame...

    Things are quiet because rampant trolling stopped anybody worth listening to from posting. Hence now ET is basically dead.
  8. C

    Is There In Truth no Beauty?

    I read TEHM when I came out as well, I think I was about 20, long time ago. You're correct, of course we are not privy to the course of technology in the future, we cannot know future developments. However, brains do not intuitively seem like a complexity limit of current technology. Given the...
  9. C

    Is There In Truth no Beauty?

    If you're interested in this line of reasoning, I suggest reading 'The Emperors New Mind' by Roger Penrose (if you have not already). It's a fascinating subject, my view is that we are simply missing something about the way brains work, something more than computation as we understand it seems...
  10. C

    Which language to learn

    In all seriousness, what volpunter said is pretty on the mark. Coding is going to be the least of your problems. To answer your questions, I would learn C#, it's easy, fast and powerful and comes with a great development environment. Being able to deduce that your backtest results are not random...
  11. C

    Which language to learn

    https://en.wikipedia.org/wiki/Brainfuck
  12. C

    Lightspeed trading or Interactive brokers

    Really? I though the max was 4:1.
  13. C

    Automated Trading - FAQs

    I would back everything rwk says, except .NET pretty much just works on Mac and Linux through mono. The coding and debugging tools for .NET are the most productive, esp. for a beginner. But, in the end, coding is going to be the least of your problems.
  14. C

    C# IB API

    Cheers for that, you are correct, I never even thought of that (duh).
  15. C

    C# IB API

    Is anybody using this in anger? https://github.com/krs43/ib-csharp There don't seem to have been many commits lately, so I would assume it has fallen behind the later IB API releases?
  16. C

    Having Issue with NxCore C++ Program ran with WINE

    No idea sorry, that's were my WINE knowledge ends. I would ask on the NxCore forum (I assume they have one).
  17. C

    Having Issue with NxCore C++ Program ran with WINE

    If you have a look under at the control panel/uninstall window, you'll see a bunch of entries that look like 'Microsoft Visual C++ 2010 x86 Redist' blah blah. These are the runtime files for programs which are complied using Visual Studio. I know that IQFeed automatically installs the relevant...
  18. C

    Having Issue with NxCore C++ Program ran with WINE

    Have you installed the windows redistributables under Wine?
  19. C

    IQfeed sucks

    Yep, between this and the arbitrary back adjustment of daily data, they don't seem to be overly worried about keeping customers in the loop. I guess since they're kind of the only vendor in this space they can get away with it.
  20. C

    IQfeed sucks

    Indeed, handled poorly. The more amazing thing is that between here and their forum only a handful of people seem to give a shit about the problem.
Back
Top