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XIRR will do what you want if I read the thread correctly. However, most people really want the time weighted rate of return for the overall portfolio, i.e. one that is insensitive to cash flows... A simple example is to think of a mutual fund. If it's 100 at year 0, 50 at year 0.5, 150 at...

Seems that way looking at the listings at: http://www.interactivebrokers.com/en/trading/exchanges.php?showcategories=STK&sortproducts=ES&showproducts=C&exch=drctedge&ib_entity=llc&search.x=44&search.y=20 It also appears that OTCBB issues are not routable to DirectEdge either, though...

That's why I love IB, though personally I don't prefer the mini grains, I do prefer the attitude of making as many products available as possible.

I had earlier started another thread on this topic. c.f.: http://www.elitetrader.com/vb/showthread.php?threadid=93808

I thought they were IPO'ing one of their more recent mortgag funds in Europe somewhere.... I don't recall hearing that the mgmt entity is going public?

Ouch.

Money market funds all pay dividends. Is there not an option to collect interest on the free credit balance instead?

Another Arca quote strangeness in TWS today. A quote for IBKR @ ARCA comes & goes in TWS. (It shows up for about 5 seconds, then disappears for about a minute before coming back again for 5 seconds, and repeats) The Arca web book seems to show quite a few entries so I suspect the issue is...

I don't believe this has been the case for as long as I've been using Arca. Unless you're a MM for the security in question. http://www.nyse.com/productservices/nysearcaequities/1157018931977.html

The problem looks to have been corrected as of 1PM EDT.

Thx for the confirmation. I also just sent in a ticket (and included a screenshot....) so hopefully someone will get to it soon...

Anyone else noticed that bid/ask sizes appear off in TWS today (Fri 5/11?) They appear to be much bigger and from my digging, it looks like Arca & ArcaEdge sizes are suddenly displayed as whole #s instead of in 100s, and are being added in as if they were 100s. Is it just me? Will open a...

Curious as to how small the slicing typically gets down to... (as an indicator of how much smaller size activity has gone dark)

FXE ETF if you are OK with zero leverage? http://www.currencyshares.com/products/fxe.rails

I see it for one of my positions which happens to be both a recent ACATS transfer in and a recent partial sale -- so I can't tell if either is relevant and the ACATS was after 872, so I don't have a baseline with 871 for comparison. It's showing a 900+k loss for a 14k dollar value stock...

Bec chart data is snapshot at time intervals, not trade-by-trade. So e.g., there is a difference between a very active market with 50 trades of 200 shares each within a fraction of a second vs. a block trade of 10k shares that you can see in T&S but not from chart data. I tricked myself out...

I stand corrected. I checked with several more actively traded issues and now see differences. I guess I always follow the thinner issues where not many trades occur within a minute. That's a bummer. I thought we had a workaround for the T&S issue.

I don't personally use the API to be able to comment authoritatively, but the T&S data looks EXACTLY the same in quotetracker (if I set it to use IB for backfill) and in TWS for the 4 tickers I tried and looking at the last 10 entries, so, I am guessing it must be pulling it from IB. Esp since...

In many ways, Brent's thoughts match mine, though I take a more negative interpretation. Quite a bit of liquidity will go dark. A given broker cannot be aligned with or own too many successful dark venues by design [as dark venues don't want to be regulated as ECNs]. If your broker is hooked...

This is a very good observation -- I just tested using quotetracker and indeed it works quite well in backfilling as compared to both TWS time & sales and TWS intraday charts. (It backfills much faster and more reliably compared to TWS that is). OK, so that's better I guess!