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How much do IB logs show? I’d agree with the others that could just be some standing orders you did t realize we’re there. Algo run wild.

It is fun to experiment. Try drawing random lines and see how price reacts to it. Obvious support and resistance levels don’t need lines. The random lines experiment kind of highlights this notion around whole numbers. Most people keep a grid up for time and price, the whole numbers get your...

Basically you were getting pinged by a market making/ HfT algo to see if you were a real order or another algo. If it hit your order for 1 and it disappears and widens on the ask, then it knows your most likely not a retail order hanging out.

Whose the broker? Never seen a brokerage charge like that. Usually say it’s a limit order, it’s charged a lot fee or per share. If it’s per order they generally charge once if the order is partially executed or all. Only time you’d get charged is if you change a partially filled order .

The problem is someone exercises the option early to collect the dividend or stock goes down and you want to close the positions.

For a single ETF, id just grab from yahoo. Can export to a csv. Depending on how simple your idea is, Excel be easy enough. Any programming language be simple enough and free. I use Amibroker myself but that’s more because of portfolio level backtesting and charting.

TMX owns TSX, TSX Venture, Montreal exchange, and quite a few other exchanges/operations. https://en.wikipedia.org/wiki/TMX_Group

Way large population south of the border of me, but here in Canada doesn't seem like the numbers are up. Know most provinces that have kept the control of sales under their own corporations have been losing money steadily. My friends who do smoke still source it from online retailers they always...

If I owned a brokerage. I feel like having 10million accounts with a couple hundred bucks sounds like a pain. Just imagine the amount support needed. Not sure what their average account size is now but remember when they started out it was well under 1K.

Not far off fro each other. Both your buying in hopes of a profit in the future.

If a tick kills it you might want to reconsider. I’m guessing your assuming “x” happens, place limit and you get filled. So now your at the back of the queue waiting for a fill, most likely it will trade through and against your position before you get filled. Never hurt I guess to try a...

Can’t route orders for rebates across the exchanges or receive payment for orders with Futures being on a central exchange. Perhaps interest on cash but that wouldn’t be enough to cover exchange commissions.

I’ve only ever heard of monthly updates as this is how the Exchanges report it.

I remember a Vpro documentary where Eric Hundsader, owner of NAnex showed some replays of the data. The crazy part was the lag everyone got. The timestamps vs the actual time was way behind. Only people catching the real market were those co-located.

Amibroker comes to mind since I use it. http://www.amibroker.org/userkb/?s=trade+lines Theirs an example of plotting lines between buy and sells. Theirs a wide assortment with plot() , plotshapes(), plotline() functions.

Out of curiosity how was this portfolio built. Very easy to use hindsight bias and build a great portfolio that will never be replicated. Did you go back to 2005 and just look at all the previous data and build there. Even doing that it’s pretty easy to have survivorship bias knowing which...

If you can get the data free from say something like Yahoo or Quandl, Excel or a bit of python be a cheap/easy route. To be honest though, with a portfolio of 33 stocks, your going to look a lot like any index. If this is just a buy and hold from 2005 of the same stocks(never rotating). Your...

They all are. I remember the same when I had IQFeed hooked up to Amibroker. I use to just adjust the data using Amibrokers tools based of EOD prices. Amibroker also had tools to detect splits/recommend possible splits. Wasn't the easiest process. Googling and looking at IQFeed's forums, they...

First assumption is yahoo is probably back adjusted for dividends. Which theirs a lot noticing all the D’s at the bottom of chart

Only benefit I can see for Qcollector is a simple way to collect data for backtesting. From my understanding it knows to subscribe and unsubscribe symbol request so you don’t hit your symbol limits. If your trading futures with IQFeed doubt you’d hit 500 symbol limit or if you add to your...