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Doesn't Polygon supply what you guys are looking for?

OK, cheers.

What's the background here? What is QUODD?

My observation is that "b" is the most common approach. Lots of little bets.

I didn't understand all of them either, but there is also a lot of writing and pictures some of which contains good fundamental ideas.

Trading and Exchanges - Harris Option Trading - Sinclair Sorry, I can't think of 3, I've read nearly everything and it's 99% crap. Style: Automated day trading.

The IB API is a a series of clear text TCP messages, so you can use any language you want. I started with C++, but then moved to C#, they provide an example client in C#. The hard part is covering all the little inconsistencies they have built in, for example, there are two different ways to...

I've got it now, my email provider had some problems with the spam filter. I'll check it out, cheers.

Did you get my email Robert?

Couple of questions: * Do you still do the gateway product? * I have a services comparison document for API trading at Lightspeed from a few years ago, it quotes a minimum fill rate required for the C++ API at 4%. I assume these fill rate requirments no longer exist given your previous answer?

Hi Robert, Answering your questions in order. * No * Does Lightspeed place any minimum fill / send / cancel ratios on API clients.

Resurrecting this old thread, how did the posters get on with the IB and their OER? I'm now getting this problem and wondering how others resolved it. Can anybody using Lightspeed confirm this is not a problem with them?

Good riddance. What a PITA it was.

Good, it was a PITA for auto trading.

This pretty much sums up ET these days.

Just for comparison, I get 10ms to IQFeed and 1ms to IB from "Speedy". Cancellation acks typically take about 30ms through the IB gateway, though this number can vary wildly during the day, especially at the open.

Suggestions?

I'm using "speedy" to connect to IB, I know the website looks ramshackle but I haven't had any problems and the support is responsive.

You are trying to assign meaning to a random walk.

Isn't it obvious?