Search results

We are heading toward socialism (frankly communism) and any remnants of free economy have to be destroyed. Trading is one of them. In the old days comrades would just shut down trading by force coming with the guns to the exchange. What we see now is new paradigm of doing the same in stealth...

To keep system stable use another variable as a switch/state to signify order in progress. This will prevent submitting another order until last order status is resolved (not easy considering partial fills, no shares to short, order routing issues, network issues - you get the picture). By doing...

If you read about market crashes like say 1987 market makers did not step in and provided liquidity either. Market makers are not required to provide liquidity but rather fair and orderly markets. Anyway no one can provide liquidity for the currently issued paper simply because the money has not...

If you clicking your reaction time is 200 to 300 milliseconds, they are talking about 500 microseconds. Now, say everybody colocate, have direct feed and then what? Do you know what to do with incoming tick? Do you have enough capital to trade at that speed for more than a few seconds, minutes...

There is no Santa. Infrastructure, maintenance cost money. You want them to do this for free for all? Do you have capital to trade in microseconds? Just get real. By the way having latency edge is as old as markets themselves.

Does it mean that MSFT is a good short sell candidate? For me Win 10 is not an option in such case, Visual Studio 2015 is apparently buggy (I found one, others found more) because they have re-written lots of the compilers. Luckily, seeing where all this is going few years back I put emphasis on...

Microsoft new privacy policy apparently states that your private data and folders are not really private any more and whatever is there they can store, share with whomever if they believe it is good thing to do unless you opt out from this. So if you guys have any super duper strategy write it...

You think that you are aware. This is not about taxation. This is about control and politics if you missed Lerner case. Trading is about free economy. Not everybody likes that.

Proponents of the tax may not go for open discussion and legislate it as a footnote to another spending bill when everyone is asleep. When you wake up you have to pay.

Bad prints and bad data are part of the business of trading. It is the trader ultimate responsibility to deal with this issue.

works, win10 is very similar to 8, java installs and tws works

The concept of FTT is not based on logic or on economic fundamentals and since it is idiotic idea that violates core principle of free economy (free flow of capital) it has good chance of being implemented.

I have noted that some liberal media are lamenting that TPP (trans pacific partnership) would prevent participating countries from introducing FTT. It probably has something to do with capital flow controls. It is difficult to get more reliable information at this time but any informed input on...

does not help either, there are tools to reverse engineer

zeromq was originally designed to handle financial market data and then the project was extended for other uses. It was highly optimized for finance in the first place. This is not true for Rest.

You talking about price feed which is continuous stream of data with variable number of messages per slice of time. For all practical purposes all communications occur using sockets - both Zeromq and Rest in this case. Zeromq and Rest are running on top of sockets adding extra layer of...

This statement is incorrect for technical and practical reasons. Just for the record so any unsuspecting reader would not take it as real information. Please do your research on the topic.

IB API offers method call requesting historical bar data and returned data can be used in your strategy. IB Api is accessible through C++ or .Net (C#, VB, C++/CLI), and Java. There are also other ways of doing it through R, Python and other 3rd party ports. Until Api Version 970 it could be used...

This example is mixed assembly C# and VB. Make sure that you are opening file .sln (solution) to have both assemblies (projects) active in the editor. C# is the API part and it generates a dll that needs to be registered with Windows. That requires Visual Studio to be started as an Administrator...

You can still try experimenting with IB API for free using demo account with the goal of testing your skills developing things like connect, error management, trade/account management, your own UI. Unfortunately demo feed is completely useless as it is randomized and spliced collection of quotes...