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Oh, sorry, I had misunderstood.

Why would you wait until the very end to roll over these contracts? There's plenty of liquidity in the next contract to roll over early. That way, if you forget to roll, have a computer problem, go on vacation, etc., you'll still have time to roll over when you get back to it.

Hey Rob or anyone else who uses Rob's execution algo (or something similar): Have you noticed a change in executions the last month or so? Historically, I paid about 60% of the bid-ask spread (I know Rob has paid about 50% historically), but over the last month it's been more like 80%. I did...

I would wait to see if you ever get a second notice about reaching reportable limits. Perhaps it's just a one time thing and you will never have to report it again. Or perhaps they'll require a new report annually. We'll see.

It wasn't that hard and didn't take too long. Did I fill out everything correctly? I sure hope so.

A regular Ether contract is pretty big: CME has a maintenance requirement of $22,272. https://www.cmegroup.com/markets/cryptocurrencies/ether/ether.margins.html They really should have made the micros 5 or 10 times larger than they did.

I am currently short 33 Micro Ether contracts (a nominal value of a whopping $5,104) but haven't gotten anything from the CFTC. I did however get one of these requests from the CFTC in the past because I had a position in a futures contract that had been on the CFTC's approved list but was...

Any way to see which futures markets IBKR has added recently? Their "New Products" page (https://www.interactivebrokers.com/en/index.php?f=1167) hasn't updated since June and I don't see any futures on there anyway.

You can't "trade" the Won with IB. You can only close out open positions in the Won created by PnL from positions denominated in Won.

If he reduced his past gains the same proportion as his past losses, the return/risk stays the same and I see little problem (as long as you don't run into geometric issues, like reducing a 100% loss to 50%).

I've been watching the micro Copper futures, but even if I wanted to trade them, when I preview an order in TWS, Interactive Brokers tells me "Your order is not accepted. This product is only limited to certain test accounts." I wonder how many people would like to trade these but are not yet...

A friend suggested I just export my watchlists' page contents (which include the bid-ask spread) to csv and import those into Excel. Since I don't currently use the API to connect Excel to TWS, that's the simplest solution for me.

Once a day, I want to get bid-ask spreads on about 200 instruments from TWS into Excel? Since I'm limited to just 100 quotes at a time, I would need some way to cycle through instruments and record each spread. Anyone know the easiest way to do this?

Oh yea, I had the same problem. My returns were in the 100th percentile but I was afraid I might attract too much attention, so I made my system worse and now I'm in the 98th percentile. Good on me. :D

Yes, I know, but the bond and the yield are not perfectly correlated (the convexity issue) and the yield doesn't have the longevity needed for me to trade it yet.

I wish there were a micro 30-year bond future. I can trade the 2- and 5- year futures, but the longer maturity bonds are beyond my reach.

Down about 7.0% today (that number swings wildly each second). 40in20out is down 7.9% today. How are you all doing?

Wow! Great job Rob.

Are you still up 5% Rob? I was up about 3% overnight but gave up all those gains and then some as energy and grains gave back some or all of their gains, depending on which grain, and I suffered further losses in copper and OJ (which I know you don't trade). I see 40in20out is up 1.9%, so I...

Yes, finally seeing this skew I've also heard so much about. Up more the last three days than I was all last year (and I had a good year last year).