Search results

An Escher print of a sentence.

Thank you.

I have a server in New York, yet every time I start the IB gateway, it insists on connecting to the Chicago host (cdc1.ibllc.com). I tried changing the entry in jts.ini to ndc1.ibllc.com but it keeps flicking back. There is some noise in the log as follows... 2019-05-24 18:42:52.617 [XR] INFO...

Take this from somebody who has been down this rabbit hole...it doesn't matter how many trades you have in your back-test or what fancy stats tests you use, if you're just mashing together indicators, all you are doing is fitting noise to noise and it will break down live. Your trades need to...

Now there is a blast from the past!

The day I found out that IQFeed's news service doesn't report *all* earnings, the hard way.

Last thing I heard about Lime was that you needed a few million to open an account. So no..:) The person I talked to might have had me pegged as a piker, because everybody seems to get a different story. I don't think what I'm doing is particularly latency sensitive, but faster may help...

Obviously it's impossible to prove either way. When I turn off dark pools my live trading matches my back testing.

Yes I did, it was a buy limit that was about 5c from NBBO. Got filled then the price tanked on no news. Fewer surprises with no dark pools.

My experience was that I would magically get filled on toxic flow when my order was miles away from NBBO.

I don't have logs in front of me, but I'm getting about 30ms to cancel an order. Typically 50-70ms for placed order acknowledgment and marketable orders will typically start getting executions about 10ms later. The server is in NJ and the dark pools option is off. Take this all with a grain of...

What is the question?

Laughs aside, it's hard to believe not a single other person has come across this. Given that it's a web-site for traders...apparently.

I've noticed a new 'feature', when I log into the IB Client Portal, my notification bar goes crazy with all the executed trades of the day. I can't find anyway to turn it off. Does anybody know how I can stop this?

For what it's worth, I use binary files of tick data indexed by symbol and date. When you need to test across years of tick data with hundreds of symbols, CSV just isn't going to cut it.

This kind of crap amazes me, a year ago markets were just dandy. But now they are broken because of HFT and as a consequence everybody should have to trade like me. What a dick.

Crikey!

You weren't the only one who went down this Rabbit hole, I never found any value in it beyond an intellectual exercise.

Thanks Dave, I'll be interested to hear what you think. I have been looking seriously at them as well, the thing that is holding me back is IQFeed's news support. They seem to have news items, but they look to be historical only and there is no indication of how far back the history goes.

OK, that is pain. I currently use IQFeed, but it's full of little gotchas and I would not describe their support as responsive.