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    Customizeable Clock Utilities

    It's the hardware, not Windows. Linux machines have the same problem. I re-sync mine every 30 mins which generally keeps PC time accurate to a few hundred msecs.
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    IB data feed

    Sorry if I was misleading, I meant anybody developing software to use the TWS API must calculate bar volume as stated.
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    Aphie's Security Corner

    One should also consider the AMD dual core Athlon or Opteron. Runs cooler and faster than the Intel dual cores. On the topic of AMD based machines, here is an interesting deal from SUN that is a viable alternative to a '"PC". They are giving away free SUN Ultra 20 Workstations (AMD Opteron...
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    IB Suggestions & Improvements

    Completely agree about trading hours info. This is available in TWS, but not in the API unless things have recently changed. The API should be enhanced so that trading hours are returned with other contact details in the ContractDetails object in response to reqContractDetails ().
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    IB Suggestions & Improvements

    Yes, I agree that getting 1 days worth is not very clever. Much better to be able to request say 1000 bars. However it can be done if you know the market closing time for each market and the 'last date' time stamp in the request is after the close and before the open when you need other than the...
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    Closing Prices with extended hours

    IB TWS reports it as 5195.50. I think IB has always reported the price at the close of the cash market as the closing price.
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    IB Suggestions & Improvements

    I think this is nonsense. While I do not particularly like the TWS historical data API, and it is a bit nasty to code to, it does work reliably and will retrieve up to 6 months of data as IB state in their release notes. If I can manage to code to it, then I'm sure Neoticker can manage it if...
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    Automated email signals executer.

    I'm sorry, but I think talking about automated trading by email is quite frankly daft. Surely you want to know in real time the status of your order. Email is for messaging, and there are no limits as to how long an email will take to arrive, or even any guarantee that it will arrive at all...
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    a gap in IB data

    Only other thing I can think of is that Eurex has extended it's trading hours for DAX, ESTX, starting today (close at 22:00 CET) - see the Eurex website. I'm not familiar with Amibroker, but maybe they have made some change to accomodate this and things will be OK tomorrow with the extra 2 hours...
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    a gap in IB data

    Possibly something to do with Amibroker and your PC timezone setup. On the chart, the open is shown at 8AM when it should be 9AM CET. Did the problem start with the changeover to summer time ? As far as I can see the IB data is OK.
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    IB data feed

    You must calculate volume bars from TWS VOLUME events (not LAST_SIZE event). These report cumulative volume. If you do this then volume bars are fairly accurate and fairly closely correspond to backfill data. Jerry Medved has pointed this out several times and he is quite right about it...
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    IB API Questions

    1. Java 2. Reasonably robust. 3. Building price bars from the streaming data is not particularly difficult, but you need to make sure your PC clock is accurate as there is no time stamp on the incoming data. PC clocks are quite poor in this respect so frequent (eg hourly) synchronization...
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    IB data feed

    A representative of IB discussed this issue somewhere on these boards. As I understand it, the number of tick (ie LAST_SIZE) events you get (and I extrapolate this to mean the possible aggregation of ticks) depends on the number of instruments you have requested market data for. ie more...
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    Wired or wireless router?

    Some time ago I saw a noise reduction kit for PC reviewed. Apparently it was reasonably effective. Included things like some special material to glue to the inside of PC case to absorb sound, damp resonances etc. I forget where the review was. You can probably google for it.
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    Microsoft office trial expired

    There are some training videos for OpenOffice here http://business.newsforge.com/business/05/11/09/2044220.shtml?tid=35&tid=136&tid=130 I havn't watched them so no comment on how good they are. Learning OpenOffice should present about the same level as difficulty as learning MS Office. No...
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    Anyone running Windows XP 64bit ?

    There is a Windows 64bit JRE on the SUN java download page.
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    The death of Microsoft

    OpenDocument rolling along ... http://news.zdnet.com/2100-3513_22-5942913.html?tag=zdfd.newsfeed
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    We Need A Linux Distro For Trading

    I belive that it is possible to get QuoteTracker working under wine. I have had it working in the past, but on a later release of QT and a later wine and 2.6 kernel, I could get it to install and run from the installer but not startup normally. I did not persue the issue too far but I believe it...
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    Data feed overload in live testing!?

    No, I've always found that order status events are sent promptly by TWS eg 'submitted' when order reaches the exchange, 'pending' if order is a simulated order type such as trailing stop. Don't know about the VB stuff though. I never use it.
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    Data feed overload in live testing!?

    I doubt that it due to TWS. I can easily monitor all NAS 100 stocks + ES, NQ, YM etc without the machine raising a sweat. (Java application). If by simulated trading, you mean IB's demo system, be aware that it has message rates that would put a snail to shame. Have you checked the CPU...
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