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Haven't used IB for this but I'm trying to find out if IB already does (or is going to) list the NYMEX TAS contracts.

HOW DOES THE DE MINIMIS EXEMPTION IMPACT MY TRADING? As a result of the trade-through rule, the Island system will perform price checking at the time of order entry and afterwards to ensure compliance with the trade-through rule. Below is a description of these checks. Order entry - At the...

HOW DOES THE DE MINIMIS EXEMPTION IMPACT MY TRADING? As a result of the trade-through rule, the Island system will perform price checking at the time of order entry and afterwards to ensure compliance with the trade-through rule. Below is a description of these checks. Order entry - At the...

For QQQ/ISLD, looks like IOC's are now a necessity but I don't think IB offers IOC do they?

Island now recommends using a fast flurry of IOC orders to get the best price. (see island.com/etffaq.asp) I notice IB has IOC as a Order property option in the API. (tif can be GTC, DAY or IOC). Is this currently operational? If IB wanted to it could just set TimeOut=0 in the order's...

This is what I take from the announcements: 1. SEC has disallowed the dissemination of any data by anybody doing 5% or more of the equity's trades, that would cross or lock any of the NMS markets. Island could still publish (display) those orders that don't lock or cross. 2. Island is not...

Does anyone know if you will be likely to experience longer than typical Island delays in SuperMontage before execution or cancellation takes place? Will (the unacceptable) 30 seconds still be the rule? Will the Switch have a real IOC option for SuperMontage? That means immediate not 30...

http://www.wallstreetandtech.com/story/inDepth/WST20020306S0006 http://www.wallstreetandtech.com/story/inDepth/WST20020516S0008

I was surprised when the ability to select the routing destination was eliminated from the TWS when you use the API. You now must always use BEST when using the API. If this was necessary for API trades does it stand to reason that eliminating direct routing selection from the TWS altogether...

I had similar experience with JAVA 1.4 v.s. 1.3.1 until I deselected the Console (check: "Do Not Start The JAVA Console"). That seemed to fix it.

I think you will find that the parameters in the events causing you trouble include one called "currency". VB objects to naming a a variable "currency". Just rename them "curency".

Unless they changed it the last id is remembered in the user.ini file. The id is fabricated from the raw date/time number so each day is higher. In addition a rolling count of 0 to 10 is added to it to keep multiple orders placed at the same time from having the same id. So you can change...

I have it running. Be sure you upgrade even though the TWS doesn't tell you to. I have been concentrating on the API. The API is expanded and improved. The API ticker delay is still about the same. You still can't direct an order anywhere else other than BEST EXECUTION when using the...

Thanks for your comments. My understanding is that IB's BEST EXECUTION recently stopped using AMEX for QQQ. I guess that leaves us with the risk of possible routing to other non ECN's.

When you place the Market orders, you are using ISLAND. With the API only BEST is available. What would you predict the difference would be?

It works if it is requested right after connection but before anything else is requested. It also works during a session if you disconnect/reconnect first. But on the version I downloaded 2/25, the event "TWS_openOrder1(...)" contains the parameter "currency" which VB6 objects to. It should...

It works if it is requested right after connection but before anything else is requested. It also works during a session if you disconnect/reconnect first. But on the version I downloaded 2/25, the event "TWS_openOrder1(...)" contains the parameter "currency" which VB6 objects to. It should...

The ActiveX ocx has a new (to me) method "reqOpenOrders" and its events "OpenOrders1" and "OpenOrders2". The VBA ActiveX Excel Workbook (dated 2/20/2002) uses it in sheet3 (Open Orders). I tried it on two computers using the VBA Excel Workbook supplied and also tried using it in my vb6...

Does anyone have the new reqOpenOrders, openOrder1 and openOrder2 running?

There is a new TWS.ocx dated 2/25/2002 1:19 PM I downloaded the whole works again and a quick test with the 30.03 price was successful. It appeared to be a change in the ocx rather than a change in the TWS. Let me know what you find.