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I would like to use FIX to automate my trading. one problem is how to calculate positions if positions are from overnight?

sorry I did not check back. I do not have historical imbalance data. I checked with NYSE about their taq imbalance. it is very expensive.

I downloaded TWS API 9.72.18. I also tried to compile using visual c++ 2012 express, visual c++ 2015 community version, and 2017 exterprise. Although I successfully compiled its samples, but with numerous warnings. Anyone have compiled tws api samples without such many warnings?

that is not the answer for the question. anytime there are short sellers and buyers for various reasons.

HLG jumped 2020101.92% instantly after market open on 11/08/2017. all those short sellers margin call had been triggered, what would happen to them? will the broker closed their position at such incredible price?

NYSE and nasdaq both have imbalance only order to offset published imbalance on the market close. IB order type has attribute "imbalance only" in old version, but it looks disappeared in newer api version, how can I place imbalance only orders on IB platform or via API?

My program needs to receive realtime nyse and nasdaq open and closing imbalanace data. where can I get it? Iqfeed does not provide this. I heard IB has it, but IB has limitations on how many ticks each second it can stream. any other choice?

nasdaq rolled out intraday cross in 2007. since then, I saw very few discussions on their intraday cross. My strategy is best to use their intraday cross? anyway to use them in IB?

any details, e.g., the payout structure?

Suppose I have unlimited capital to day trade this pair, how much capital can I handle?

If you trade currency EUR/USD , based on your experience how much capital can the pair absorb with not moving the price?

what you mean is that the fund asset does not sit on my friend's account, the managers of fund advisor trade through investor's account?

not close friend, just classmate many years ago. he has high ego. so i never approach him with questions that may make him feel not so great.

My friend opened a fund called xxx fund advisors, managing half billion asset (only a few clients I guess). Its strategy is statistical arbitrage holding 1 to 3 days. I heard its return is single digit. I checked zoominfo website, last year its revenue is only 2 million. Is that possible so low...

James simons' medallion fund use intra-day trend strategies. most of quantitative funds on wall street are based on arb strategies. I know a few quantitative trend fund, but their performances are not stable and at least swing-based. my question is: is there any other quantitative trend-based...

Suppose I have a friend working for a biotech company which has a drug on clinical trial. My friend DOES NOT know if the result will be good or bad, but he knows when the result will be announced. when the result is announced, either the result is good or bad, its stock price will change...

what is the credit spread you were talking about? treasury or option? and what is the symbol in IB?

can you explain in a short paragraph why your strategy should work?

do you need to look into the entry and exit of every trade?

I used to make close to 1 million per year for the last decade, this year, my profit is only 200k, worst ever.