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That's also what i think practical. But how do you decide the margin btw Ask and price you quote?

In a volatile market, for example, a stock normally have 1 cent spread between bid and ask, but when a news about this stock comes, the market is becoming volatile, the spread between the bid/ask can be 10 cents. What I want to know is, in this volatile market, how can i send limit orders...

I trade by ip api, does anyone knows the delay time of bid/ask data from tickPrice and updateMktDepth. It seems tickPrice is snapShot data made by ib every 0.5 or 0.25 second. How about the data from updateMktDepth? Can it be looked as real time data, or it's also snapshot made by ib every...

We'd better find the error and correct it by program automatically, it isn't practical to maintain the database with 7000 stocks by your hands and eyes

Hi, Recently I find there will be a lot of mistakes in history data offered by yahoo or ib if you download data regularly, (for example, if you download last week's data in the week end). That's because of the dividend and split/reverse split of stocks. Since the large volume of history data...

Hi, Recently I find there will be mistakes in history data offered by yahoo or ib if you download data regularly, (for example, if you download last week's data in the week end). That's because of the dividend and split/reverse split of stocks. Since the large volume of history data...

Hi, I'm not talking about commission. I'm developing an algorithm, according to which I buy/sell 200 shares of "C" at 11 am each day, but when I test my algorithm with history data, I don't know if I can take the historical market price at 11 am of each day as my transaction price, or...