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    IB - Futures price capping, denied ability to trade

    BUMP, anyone get capped on CHF derivatives last night?
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    T-Bills Trading on IB

    www.elitetrader.com/et/index.php?threads/ib-futures-price-capping-denied-ability-to-trade.285931 Read the above thread, make no mistake this will happen in futures too. Am I the only one who thinks it's repugnant that IB continues to modify prices on *HELD* customer orders without customer...
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    OPEC Thread - November 27 2014

    Anyone have an idea when the announcement can be expected on Thursday (New York time)? My guess from the OPEC link would be 16:00 CET (noon EST). If anyone has a better idea on time please share, trading ideas welcome! BBG says the following: (I think the time they quote is the start, not the...
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    IB - Futures price capping, denied ability to trade

    Thanks for the responses everyone, hopefully we can keep attention on this. It seems as though no one cares in this low volatility environment because these 2% "events" are triggered less frequently, but I can count dozens of examples from the 2008 era where I had to participate in such gap...
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    IB - Futures price capping, denied ability to trade

    IB has implemented an arbitrary 2% price cap from the previous close on every futures contract, prohibiting one from entering orders before the open above/below that level. No other futures broker does this, for obvious liability reasons. Unlike the exchanges themselves, IB's price cap bands...
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    ZN pickoff yesterday 28k+

    I think you answered your own question, that smelled more like a prearranged trade than a pickoff.
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    IB Exposure Fee

    So roughly 1%, more important what's his typical overnight maintenance margin relative to size of account?
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    Unofficial TWS bug thread

    Hi all - Hi/lo/last/volume are not displaying for any intercommodity spreads in TWS versions 940 and above, it's currently working fine in 939.4 or my older versions. Examples: NOB COIL.WTI RB.CL
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    TWS - Severe booktrader lag on NFP

    For the last several months I've been experiencing significant lag on my TWS futures booktraders/depth of market during any market stress (payrolls, FOMC, etc...). They will stutter, freeze, and show data sometimes 30+ seconds old until they "catch up" usually two or three minutes after the...
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    IB - NYMEX Order routing problem 11/6

    Thanks IBSoft and techs who helped me out, this has been working fine since Monday. Cheers
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    IB - NYMEX Order routing problem 11/6

    Started happening 11/6 and 11/7, orders are not being acknowledged in CL futures in the 5 minutes prior to the 6:00pm eastern reopen (they remain light blue status in TWS until right after the open). Other NYMEX futures (QM, NG, etc...) are sent in timely fashion ~5 minutes prior to the open as...
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    CME Loophole that benefits HFT traders: WSJ Article

    Waste of time, the headline should have read "Colocated servers experience less latency than retail traders 500 miles from the exchange" Analogy ten years ago would have been "Guys in the pit execute faster than retail guys phoning in orders" No shit!
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    FX Futures Depth of Market (D.O.M.)

    All the IMM currencies are still 5 levels, it's an exchange limitation.
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    Trading outside Globex non-reviewable range

    Penalties for improving the inside market? That's absurd. If you're retail you can quote whatever the hell you want as long as you abide by messaging ratios. GCC is very fair in my experience, worst case if the counterparty whines it's adjusted to last trade +/- no bust. Now please do tell...
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    Interactive Brokers TWS Bug Thread

    Happy New Year everyone! Not sure if this falls more into the bug or feature request realm, but there is a long standing issue with booktrader in which bid/ask size is obscured whenever the order key is displayed for bracket orders: The only solution is to widen the columns, which is...
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    Interactive Brokers TWS Bug Thread

    Thanks dst - Appreciate all your hard work on native futures spreads this year, the suite of offerings has gone from poor to top notch.
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    Interactive Brokers TWS Bug Thread

    IB - The new market data on GLOBEX spreads is great (now TWS shows last/high/low in addition to just bid/ask). I was seeing the same for the ICE spreads (COIL.WTI) the past few weeks but now it's not displaying anymore. Any idea why it randomly seems to appear or disappear certain days?
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    Interactive Brokers TWS Bug Thread

    Anyone else having issues with mouse click delays and pauses? It became real noticeable with TWS 932 and higher, if I roll back to 931 the problem is gone. For example, I've got an autohotkey script (which still works fine in 931) to populate several fields in an order ticket, and due to...
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    Are Nymex limit orders different from CME?

    The last few days the NYMEX distillates have been trading crazier than I recall for years, so it's possible it was just bad timing on a spike. I would call your broker in the morning and have them check the fill against time and sales, maybe it was just a bad report. These aren't OTC markets...
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    Are Nymex limit orders different from CME?

    There should be no difference from ES when you're taking liquidity, you sweep whatever is displayed in the book. What was the contract?
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