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IB - Two significant bugs related to the NYMEX intercommodity crack spreads, RB.CL and HO.CL 1) Margin/equity treatment when buying is incorrect, i.e. buying 50 HO.CL or RB.CL results in a 2mm hit to equity on the check margin page. Selling 50 works correctly. While initial and...

Assume I have none. Then perhaps you can educate me on the consequences of making one-sided markets on 4 correlated instruments with adequate margin to carry only one (why stop there, let's add 6E, Brent, TF, and AAPL for good measure) on your "generally bullish day" when disastrous news hits or...

OP, get over it, this is a non starter. Rule #1 is it's your responsibility to stay in margin compliance within the context of your broker's rules, in this case 50% of initial for ES. This is a vanilla outright, not a complex spread calculation. You say you were fully aware your order would...

No mention of SPR Anyone got a good online source of free old (2005ish) energy charts? Looking for Katrina analogies.

All the NYMEX data issues appear to be fixed as of this morning, depth & spreads are quoting normally again, thanks IB. RPEX - I'm pretty sure you can do exchange-routed verticals, straddles, etc... in the softs; I just quoted the Dec 75 straddle in cotton and it came up fine.

If anyone is looking at this, the "flashing and disappearing" market depth appears to have been corrected around 10:45am eastern, fingers crossed!

Just to clarify, both issues started happening at the same time last night so I assume they are related. Also in addition to not being able to trade the intercommodity crack through booktrader (because it centers on the incorrect midpoint), any buy orders you submit on the RB.CL crack throw...

Anyone have issues with CL market depth through IB/TWS? Driving me nuts, please call it in if it bothers you.

IB - Market depth for all the NYMEX products (CL, RB, HO) has been flashing in and out like crazy since the 6pm open yesterday (August 21), sometimes lines disappear, sometimes it shows 20 bids, no offers, etc... Also getting strange negative quotes for the intercommodity cracks, i.e. OCT...

IB - Two minor bugs related to the native intercommodity spreads: (1) The new RB.HO spread appears to have some sort of price rounding or decimal error when your back end is sending the orders to GLOBEX, for example the front month spread is currently quoted (approximately): -0.0450 x...

I heard the tax is only assessed if you have long CAC

Nobody knows when the long end will implode, certainly not me, and not even Bernanke. But he'll ultimately lose control just like the ECB or any other entity that tries to fix long maturities for any extended period of time. If you're long US 10's at 1.35% (using JGB's as justification)...

Phil jumped ship to some no-name firm a month ago, must have known something was brewing. I'm embarrassed to say I was checking these guys out since they were advertising a competitive X_Trader pro monthly rate, fortunately I was too lazy to pick up the phone.

IB - Any orders placed in the energy-related intercommodity spreads (RB.CL & HO.CL) are coming back rejected with message: "Invalid inter-commodity spread order" Using TWS 928

Thanks for the help Pete, will upgrade this weekend.

IB - Many thanks for resolving the Java scroll issues (without having to double-click), 926.5 is working great. One order management bug someone else mentioned which still appears in 926.x is if you have *multiple* working orders on the new exchange routed intercommodity spreads (RB.CL or...

http://www.skai.gr/ekloges2012 http://www.bloomberg.com/news/2012-06-17/greece-s-new-democracy-opens-up-narrow-lead-in-second-exit-poll.html Still early, but that's what the markets have to chew on.

I had the exact same thing happen in all futures markets last week on 5/31, I would place an order (non-API) and get the cyan status for 5 secs before it turned green, yet if I watched the DOM my order was obviously going to the market instantly. Fill reports had the same delay, i.e. I would see...

The stock bulls have plenty of bad news to worry about, but it's not Greek polls. The first data point looks almost equivalent to the last, and the S&P was above 1350 then.