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Then I would try KOSPI (Korea)...it's the biggest on the Globe.

Yes IB...but you have to be a non-USA inhabitant..(because the SEC does not allow it....just another strange-rule...{only serves the income of the USA marketmakers}). luckily I'm Dutch...:)

THAT list is not complete, and shows only the worst Options-exchanges in the world.... For the best Options exchanges you have to go out-side America...look at LIFFE-FTA (Amsterdam-model) and KOSPI....that are the best exchanges a trader can dream of... No protective MarkerMaker models...No...

Understand that when you have a IB universal Account it does not matter what you trade or in what country you live....if you trade a DAX-future, you will get Euro's in your account (P&L and commission). The same as you trade Forex, you are just MOVING currencies, between your base-currency and...

If not, then you will immediately have a USD.CAD position. I don't know if that is the position you want to hold.

Yes that is it. When two non-base currencies are involved, then there are 2 times an foreign exposure against your base-currency (CAD). In which case IB calculates 2 times margin. But you can solve it by changing your base-currency to USD (instead of CAD)...which I advise when you only trade...

Ok, that explians it ...my posted numbers were only for March-2006

No not quite...at 14:30 EST which is 19:30 LondonTime TWS showed 27,739 contracts WTI-March-2006. At that time NYMEX closes and volume after hours will not add 16k on IPE...I'm puzzled..

?? on Tuesday Feb 7...it showed on TWS, for the March-contract, the numbers I posted....

Correct, on a dollar base. For scalping I like to see a lot of traded contracts in a moving (volatile) market. Both QM and WTI show a good contract volume, and thereby a nice real-time TickChart. The TickSizeValue of WTI is 0.01 tick ($10) and that of QM is 0.025 tick ($12.5). So when the...

Now just after close of QM-Nymex (14:30 EST): QM close 45,988 contracts WTI now 27,739 contracts COIL now 55,218 contracts. Well it looks they have a winner: the WTI is just 3 trading days old, and already at 60% of the QM :)

Well, IB is in luck that more and more traders have very fast systems (> 3 Ghz CPU's). I just measured that only the drawing of a 50 ticker-row sheet, costs about 500 Mhz of CPU...just imagine so much power only to draw the ticker-cells of 50 rows of fast updating cells. {optimized code uses...

It's now 7:00 EST, the morning session is done at IPE. For a new contract that is just released (WTI) the Volume is quite good compared to QM: QM now 1,502 contracts WTI now 1,785 contracts COIL now 10,080 contracts. Nice thing is that WTI has a smaller ticksize: 0.01 ($10) compared to...

Thanks. I would have called it auto-ordering, but I understand it now (although I'm interested to know where the Bid and Ask prices that are auto-send are generated from). IB has trading-access to Nymex and IPE but doesn't have auto-ordering.

Let me explain, and this is to all TWS/IB users who don't use the default IB shortcut to start TWS in the way IB has meant it to be used. Every release might have new Java-files that needs to be linked in the TWS startup string in order to start TWS. So IF you use other ways to start TWS...

Ahh.. now I understand.. It is only the USA-stocks that give the lower intraday-margin requirements... Hhmmm... maybe IB can consider to give none-USA-stocks the same risk-levels as usa-stocks? (as it is the case with none-USA-Futures, which all have 1/2 margin rules during RTH).

In the past years, I have complained (at IB-programming) about the page-drawing many times (especially because my clients got problems using the API when CPU reaches 90%)...and explained my finding with the hypothesis above (which was not denied nor admitted (so hypothesis is not rejected))...

Nope...all my time goes to IB...But as far as I know is IB the only snapshot-provider, and is thereby always faster than streaming-providers. For charting and Time&Sales you need a streaming-provider, for fast scalping during FOMC-events you need a snapshot-provider >> best of both worlds...

IB-feed is build for after FOMC events ! It's extremely efficient while only snapshots and only field-modifications are sent...other-vendors (like eSignal) will very soon lack more than 10 seconds during events like FOMC. BUT.....IB spoils it all by how TWS processes all this info to the...

Please, explain to me the term "autoquoting" ?