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  1. E

    uptick rule and automated trading

    We will probably trade 1 mil shares a month. They offer $0.03 per share for limit order, but 0.004 per share for market order. Our system trades stock volatility, so it is high frequency trading. We will use FIX to send orders to Bear's desk.
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    uptick rule and automated trading

    The broker is Bear Stearns. They do support limit order, but the commission for the limit order will be substantially higher than market order. Therefore, market order may be the only viable way for us.
  3. E

    uptick rule and automated trading

    Suppose my broker only takes market orders sent by my program, how will that affect?
  4. E

    uptick rule and automated trading

    I'm developing an automatic trading system. I am concerned about the uptick rule in short selling. Will I always have an unfavorable price? What can be taken to prevent any negative effect? By the way, does uptick rule apply to limit order?
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    Will Windows 2000 Advanced server help?

    How to expand the limit from registry?
  6. E

    Will Windows 2000 Advanced server help?

    I am running Tradestation on a double CPU Xeon 2.2, 1G memory computer. When I add more than 200 charts in the TradeStation, the system crashed. The tech guy said that Windows 2000 Professional, which I am using right now, has a limit of 200 objects;so, it is the operating system problem, not...
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    Sleepless Nights

    Lundy, From your attachment, I found several trades are made before 9:30 AM. Which exchange allows to do that?
  8. E

    Does investment banks compete business in disadvantage?

    I have a question in my mind. How do investment banks manage their clients money? Those BB banks often claim that they have hundreds of billions of dolloars, but can they use the money as freely as the commercial banks do? Or they must follow strict rules? I also wonder why those "pure"...
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    Automatic Order Entry API for IB

    Can you guys recommend some sources of Excel programming for trading? Thank you.
  10. E

    IB quotes problems?

    If you open the log.txt you can find which server you are using. gw1.ibllc.com, gw2.ibllc.com or gw3.ibllc.com My problem is not only the quote, but also the executions and loginning. Called IB several times, but only get some cliche responses. I notice that my server is gw2.ibllc.com. My...
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    def - question re: IB implementation of SEC rule

    Def: how about options? Can that rule apply to options trading?
  12. E

    Any good books on Elliot Wave?

    Any elliot wave theorists here? I wonder if you can recommend a book to me. I remember a guy in "Market Wizards" mentioned two books, but I cannot locate those books on Amazon.com. Do you have any ideas about the good books you think? Thank you.
  13. E

    an anecdote

    Why did Clinton care? Ususally, market going down is considered not auspicious, especially in China.
  14. E

    an anecdote

    When I was in Shanghai, China, I heard about an anecdote from friends who worked at Shanghai Stock Exchange. In the early July, 1998, Bill Clinton visited Shanghai as a part of his China trip, and one event was to visit the Shanghai Stock Exchange. The original arrangement for him was to...
  15. E

    ADSL vs Cable

    $200 a month? Your budget is high. You can have a business level DSL for that.
  16. E

    IB cannot display market index?

    I do not know how to let the TWS station display the nasdaq, dow, and S&P indexes, and I use its live help. Customer service said that the retail customer cannot access such information since they are not IB's products.
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    Where can I get free intra-day option charts?

    Thank you very much for your insightful reply. Do you know whether I can find the streaming quote?
  18. E

    Where can I get free intra-day option charts?

    I am a beginner in options, and I think the stock price may be most related to the option prices. But I am not sure how strong is the relationship. Thank you for tell me there is other factors. Can you explain a little bit to me?
  19. E

    Where can I get free intra-day option charts?

    I am busying looking for intra-day option charts, but do not know where I can get for free. Do you guys have any ideas, or what do you use? Delayed price is also fine.
  20. E

    do you IB customers have difficulty to short in down side?

    I traded TLAB yesterday. When I place the order, it was 43.25, but I got filled at 42.81 ten minutes later. For IB, does the limit order at NAZ help short in down tick?
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