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Ok what BIG1 is saying is that if your trade decisions are based on the bid/ask data coming from IB, those decisions would be different than if the data were coming from IQFeed. That's correct, because the IB bid/ask data is aggregated while IQ's data is tick. But what Jerry is saying is that...

You know what, I don't understand that move at all. There was no news reason for it. I am not sure how the S&P re-balancing for funds is supposed to work but I would doubt very much that they would all do it at the end of Friday - that is too predictable and works against them.Those huge 695...

This is OT here :) but I loved Delphi. Maybe 'cuz I used Turbo Pascal way back when. Which was amazing for its time. Wrote several games in TP. Wrote my own windows-like system for several sets of commercial software. Pre-windows times. Ah memories.

Turveyd, yes, Quotetracker was written in Delphi. Medved Trader is in C#.

Was watching that. It was insane.

Could you run IQFeed on a Windows machine on local network and Socket-connect to it from your Linux application?

I am not sure what you mean by timeframe. If you are talking about candle sizes, they can be as small as you like (with a limitation of not more than, I think, 200,000 candles in the chart). The question is whether the data feed you choose in Medved Trader supplies tick quotes either in real...

I know Medved Trader can do it through IB API (see the trading ticket). Not sure how it would be done through TWS.

Learn to bowl?

I don't know about "attach" after the fact but when you're placing the stop order, see if you can do it as an "OTA" - that is, "one triggers another" with the first leg being sell stop market at 74, and second being buy limit at 73.50. I never use TWS, I use third-party software to access IB...

ThinkOrSwim had some problems the last few weeks, seemingly due both to server screw ups and bad software releases. TD Ameritrade's API servers, though, are separate from TOS servers, and were very solid throughout, and any software connecting to Ameritrade's API ran uninterrupted.

You always have an option of using third party software connecting to IB that has much better charting.

You would need to do *some* programming. If you can do (or you can find someone to do) do an async websocket connection and JSON (or XML) parsing, in Python or in any other setup, PM me I will help you with a solution.

As I showed, though, both Google Finance and Yahoo Finance have values for candle volumes that are closer to TDA's streaming data than to TDA's backfill. Could it be they use the same feed as TDA and aggregate the data?

One thing: could it be a slight shift in time that causes you to record volumes in a candle that AMTD would sort to be in an adjacent candle? One way to check would be to do 5-min or even 30-min candles - two ways, one aggregated from the streaming data and the other from backfills. If the...

Medved Trader (http://www.medvedtrader.com)

Medved Trader (http://www.medvedtrader.com)

Midland, no. Austin, Dallas or Houston - why not?

They are determined to kill the goose that lays the golden eggs... Except the goose is not tied to them. The goose will just fly away. Probably to warmer climes.

Well, 10K orders is a lot... let's say 500 bytes per order... that's a 5M download to get all of them. Granted today bandwidth is cheap. But still. But in general - why not? Any reasonable API would send you all the orders in a few messages (probably paged) at start of session, then will only...