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thank you so much for a wonderfully informative reply. We will certainly revisit the strategy BUT we we would probably ONLY need this for when we screwed up a spread ( like we did last week). We also have an exit in mind GTC so that's another strike against this. Again thanks so much.

no to both. They have a linked educational arm called www.tastytrade.com that we like watching. Part of their concept is to make DARN sure that the underlyings you chose have narrow bid ask spreads. We kinda screwed that up hence the interest in adaptive algo. Tastyworks doesn't have an api but...

never trade stocks, always options. sometimes options on futures.

will do but we're already looking at tastyworks. gotta say they are pretty impressive and VERY responsive.

WOW seems we REALLY screwed up AGAIN!!! Thanks for the heads up on that, we missed that little factoid completely.

Hi there, our chum in Greenwich has asked us to reconsider our flight to tastyworks and pointed out this function https://www.interactivebrokers.com/en/index.php?f=19091 If anyone has a successful experience with it please could they let us know. thank you

Hi there Not really, we can get more leverage from other places. IB was suggested to us by one of the people in Greenwich and to be honest it hasn't gone very well for us. The API works as advertised and it's fun to implement fin calc's using python and pandas. We tend to use Julia and other...

we do build our own tools. Mostly in Python and Pandas, more recently with Julia. The questions were targeted at the IB brokerage and should be present in a mature environment like TWS. We were just making sure that we weren't missing something.

1 as we said right from the top "we're checking we didn't miss something" We use the API which is pretty good but we wanted to make sure we couldn't just run the calcs inside TWS or mosaic. 2 Strategy builder is just annoying to us after Tom Preston's work on the TOS platform. We're moving...

1 We know that stocks have many calculations, that's why we were specific. On the tos platform we had the the thinkscript language to calculate watchlist columns. I wanted to know how to get at IB's variant of that. I've written a calc for the API which is ok but we wanted to see how to change...

1 all stocks have 20 10 5 historical volatility. It's a calculation. 2 we are not chartists. Dr Andrew Lo pretty much put that chestnut to bed. 3 not really an approach we would consider given the results we've seen so far

Hi All we're probably shifting all our accounts to Tastyworks BUT thought we'd ask here just in case we missed something. We are active traders but NOT daytraders. Our trading style is dte 45days, 75-80% p(otm), selling premium, mostly options. We spend more time considering trade entry. So...

No point in being impolite and you were kind enough to help me. I'm still laughing about your user name, really a GREAT choice.

The api I am referring to is the IB API for coding against. Can't speak to mosaic specifically but all we do is start up a tws session and run the python code against it. I suppose we could use the gateway but I wanted to see the scanners. The REST API ( when they remove the need for a gateway...

first of all EXCELLENT user name! love it. second thanks for the reply third I feared as much. It's not a huge one as I can code it using python but REALLY wanted to have the same thing going we had in Thinkorswim where the thinkscript was pretty ok. thanks again ps we are TRYING to get IB to...

Hi all starting with mosaic and looking at option scanner. We sometimes like to look at different durations of historical volatility and can't seem to find the code area to build this custom feature. So in Thinkorswim we could use thinkscript to easily code for 100 day in one column and 50 days...

Ewald has created the fastest path to using Python on Ib's api. Even if you just run his cookbook examples and work from there you will be off and running VERY quickly. I don't use it for trading just for data flow and I love it. Make sure you join his group and PLEASE read the posts before...

have worked with python for 6 years was on the insync beta and have code running with it for years. Ewald is a star. when you set up the gateway does the nightly reboot work consistently. For insync we use TWS and have never used the gateway. thank you for your help most appreciated

it was a joke. I have many many chums from both Stanford and MIT. My question poorly phrased. I want to see how well Julia performs and that has nothing to do with IB so latency is not the issue. My bad. I want to know if anyone has actually coded ANYTHING to the REST API and what their...

Hi all I'm about to start looking into using the IB rest api for my personal trading. I'm moving from Python to Julia ( under duress from MIT :-) )) and thought it would be a giggle to see how well it performs. I was wondering if anyone else has tried it out? I would be interested in how...