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  1. rwk

    IB changing the Quote subscription

    I have been paying $4.50/month since 12/2014. I also had the U.S Securities & Futures Value Bundle for Non-Professionals, which I now suspect I may not have needed. I just sent a message to IB asking for clarification. The prompt reply said that I will get streaming quotes for all U.S...
  2. rwk

    Opinions of new-ish TWS API for Python, versus.....

    I think a supported version of Python is an interesting development. I have been using Pascal since the first version of Delphi, and I have I would like to change to a language that is truly cross-platform and general-purpose. There is a free cross-platform version called Lazarus, but it...
  3. rwk

    IB: Price Improvement or Fast Fill? Now You Can Have Both

    It's essentially undocumented. I have managed to do it in Pascal via the ActiveX. What language are you using?
  4. rwk

    How long did your IB Security Code battery last?

    My Safeword Platinum failed (I don't remember how long ago). IB sent me the e-card as a replacement. I used the lookup cards for a few days until the e-card arrived. Tech support was excellent, so I'm not too concerned about future problems. Smartphone is an option, but it feels more...
  5. rwk

    Switched from Kaspersky Internet Security to Bitdefender

    It's my understanding that Malwarebytes is a scanner only and does not have realtime protection. http://www.pcmag.com/article2/0,2817,2455505,00.asp
  6. rwk

    Remembering Don Brite...

    Maverick74 was occasionally critical of Don, but also spoke favorably of him: https://www.elitetrader.com/et/threads/r-i-p-don-bright.293892/page-4
  7. rwk

    IB and IEX Discretionary Pegs

    IEX's D-Peg order looks like it is doing pretty much the same as IB's Adaptive Algo. That would explain why IB is in no hurry to implement the former. IB was also not routing non-marketable orders to IEX as long as they were a dark pool. I haven't heard whether they do now that IEX is an...
  8. rwk

    IB Execution Strategy

    I don't know how much you know about trading equities, but you should have some experience if you're executing through IBKR. There are 50-60 places an equity order can be filled, most of which are dark pools, meaning the order book is not shown. Low-latency, high frequency traders (i.e. Flash...
  9. rwk

    Creating a backup usb install for Windows 10 upgrade

    I downloaded the fresh install version of Win10 on two computers, desktop and laptop. I installed both in virtual machines via VMWare Player. I was favorably impressed that I was able to install critical software that I couldn't get to work on Win8. So I am confident I can switch to Win10 if...
  10. rwk

    IB Intraday Options Data Loss

    I haven't seen missing data. It is fairly common for market makers to briefly pull their quotes on one side, and occasionally on both sides at once. That causes big spikes in the bid or offer. I am not charting the data, rather I have an app that samples quotes at one-second intervals and...
  11. rwk

    How do I report 1000s of futures and options trades

    IB will send you a Form 8949 Worksheet that shows all your trades in a format acceptable to the IRS. You can upload that to Kinko's for printing. If it is a lot of pages, you can use back-to-back printing, maybe even two-up or four-up. In a worst case, you can burn the report to a CD and send...
  12. rwk

    why is my IB real-time data glitchy?

    I occasionally see this on near-atm, expiry week ES options. I ignore zero-price quotes, so that is not the cause. I have no reason to suspect a problem at IB or my Internet connection. I believe the market maker is briefly pulling quotes. It usually happens on both bid and ask, but not...
  13. rwk

    Automatic IB Execution Based on Real-Time Intra-day Trading

    Your trading rules sound simple enough for a programmer experienced in financial trading. The difficulty is in making it robust enough to run unattended. No matter how thorough you are, you cannot anticipate everything that can go wrong. Knight found that out the hard way, and they were one...
  14. rwk

    Minimum wait time between 2 reqMktData to IB

    Everybody gets zero prices. Just ignore them. Nobody is giving away free stocks.
  15. rwk

    Minimum wait time between 2 reqMktData to IB

    I am pretty sure there is no minimum, other than maximum number of requests of any type per unit of time. Snapshot requests are asynchronous, so if you're sending many at once, you need some kind of data structure to pair the responses with the requests.
  16. rwk

    Cloning with Acronis loses all updates and reverts to 2/24/2015

    Same here... I am using Acronis True Image 2014. I used to do a nightly full backup to a second internal hard drive, and I did a full restore on a couple of occasions when I screwed up my OS. Now I use an external drive via USB 3 which I keep powered down when I am not running the backup. I...
  17. rwk

    /ES Option Spreads - min increment

    That looks correct. All the price quotes in your pic are less than 5.00, so the increments should be nickels.
  18. rwk

    How to buy USA ETF with IB's TWS as a foreigner

    This is from the IB website: What happens if I trade a product denominated in a currency which I do not hold in my account? The particular currency which is necessary to purchase and settle any given product is determined by the listing exchange not IB. If, for example, you enter into a...
  19. rwk

    Where do I start?

    That author is Charles Cottle. He was giving away his book for free at one time, but I don't know if he still does. My favorite books are Sheldon Natenberg's for basic options trading and one or two of Jeff Augen's for ideas. But I haven't found the lengendary cookie-cutter that you can...
  20. rwk

    Tax court treated a prop trader as a disguised customer account

    If prop trading is found to be a disguised customer account, does that mean the account gets SIPC coverage? Is the trader entitled to Finra/SEC assistance in getting his deposit back?
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