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Anyway as the post is in `order execution` I read today in a book from 2013 or so that dark pools are factored every day, that means that the volume EOD(End of the day) take into accounts dark pools and if big transactions occur, they MUST appear in the bar. Is this correct? Looks strange to me...

mmh looks doable, i will try an `IB().sleep(20)` thanks

Please refer to note 1 Pacing violations from https://interactivebrokers.github.io/tws-api/historical_limitations.html :caution:Requesting too much historical data can lead to throttling and eventual disconnect of the API client. If a request requires more than several minutes to return data...

I need now to build in practice my db, excluding time.sleep that is of course is a bad practice, I am wondering what is the best practice to retrieve thousands of different historical tickets for what concern limit requests from TWS API. Assuming you in the forum are using Python, Is in these...

Do not want to reopen the post, I am paper trading since started the post (23 Feb) and I gotta say that although the notional value is 20k loss for 1 MES as you taught me, the daily variation so far was even lower than 300 eu. I conclude being not expert that if one avoids calendar news as FED...

I understand thanks.

OK instead of spirituality, just bought online Mastering Futures Trading Bo Yoder

Please wich problems did you experienc with ibkr? I am building my system on daily hourly based on their data

Well Mickey, @Peter8519 mentioned Matthew from the bible, the famous verse about the rich, the camel and the needle. According to a famous esoteric new rosicrucian movement and some exegetic(please do not ask me the sources) the poverty of that verse is comparable to the poverty in spirit...

The immediate reaction would be to do sarcastic jokes to this affirmation, but scratching the surface reality may_be_maybe different.

In my experience (do not know with IB although) there is an overnight charge, not advantageous bid/ask entry points, and market with weak regulations. And never heard an interview of someone that became financially independent with CFD

my CFA 1 friend lost 30%+ money in crypto strange names as pokemon or something, we spoke a bit about trading, he had no clue about nothing to be honest, he told me he bought the peak, and then was scared to go out, then he realized the loss, and exited

I am not touching futures at the moment ,after the generous recommendations I got from a thread I started last week in the future forum section, I will execute long and short on SPX/SPY scaling up as much as i feel comfortable at this stage, few people that use futures need to execute...

I called them and at the moment they confirmed me 50 request per second, and historical data go back a lot of years, They tested by phone MSFT and is going back to 86/87. Looks pretty good for my purposes, just have to do my self (of course) the thread concurrency hassle, but gonna be fine...

warmly suggest as complement of this nice video this Stanford Professor

thank you would love to wrap up here, I got too much attention from senior traders and tons of recommendations, really do not want to abuse of their kindness. I am going to build bones with short/long SPY, while closely monitoring also ES, MES, UVXY charts for 2 years, if account grows...

OK thanks

Sorry to bother you further, but just come across this miraculous discovery! DJA and Nasdaq futures are 0.50 per tick that should be I guess 1$ per point for Nasdaq and only 0.5 for DJIA vs the dangerous 2.50$ MES, this would make as a much less risky playground considering the super strong...

To wrap up, thanks all: A)Short term solution B)Replying your quotes A)Short term solution(almost there): After exhaustive study and your feedback My real motivation to use futures is not the possibility to use margin, but to have a valid tool to make money when trend following does not work...

@BKR88 thanks to put the effort to show the chart and go quantitative: 200-300 eu loss would be OK, putting on the plate more technical predictability, and the possibility to short getting filled without tick rule @SunTrader : Thank you to give me also a quantitative response, I think if I do...