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I made a comment and you didn't answer, am I banned already? :)

Did you have to do the daily logout/login like you have to do with TWS?

...and how reliable did you find it to be?

Ok, to change tack a little bit, does anybody here use the IB CTCI FIX gateway?

Thanks for that, a brief look seems to imply that both Fortex and Integral run some sort of (in one case ActiveX based) client, I was hoping to avoid having to run any client software on my server (just one more thing to go wrong). But at the rate things are going with my current broker I may...

No response from their gateway for order placement, one is unable to determine the state of the order. My own. A test environment was provided, the same problem arose, I was assured it didn't exist on live. But unfortunately it occurs with alarming frequency.

Connecting though FIX.

Has anybody had any experience with Oanda's FIX offering?

Does anybody have any positive experiences with Futures/Forex brokers (not IB or MB) offering FIX? I'm currently using one of the two mentioned brokers and the reliability of their FIX gateway is driving me to despair, so I'm casting around for other options.

That is what I was looking for, thank you.

True, but I'm assuming you wouldn't want to leave it that late to get out.

How much interval do you leave to close trades before the end of a session? (10min, 15min etc), and is there any strong reason you picked that particular number?

Looking forward to reading your journal, it's good to see some more respected members of ET posting again.

MBs FIX/Quote API is a TCP protocol, no other dependencies.

I think it would be interesting, it's the process which is important.

When an ATS places a limit order, there is obviously a chance that this order may not be filled. How do people determine when it is time to cancel a limit order in an automated situation? Imposing a time limit on the order getting filled is the first thing that comes to mind, but I'm wondering...

Creating an OHLC chart in Excel is pretty easy, but I can't for the life of me figure out how to overlay other data series on top of the OHLC chart. I've done a bit of searching around on the web, but can't really find anything that directly addresses the issue. Can anybody explain this process...

Really? Bugger... I was also a bit worried by the whole Oracle buyout thing and some of the code forks that were happening, Postgres just seemed more stable. It's probably overkill as I use about 1% of its features, but it has worked well so far.

I use Postgres, I was going to use MySQL but at the time MySQL did not have a sub-second time-stamp, which I needed for execution timing.

OK, giant leap into the unknown here, if I assume that my graphs are not in error, it seems that on larger timescales the relationship produced is linear with respect to time. A classical random walk has has a square root proportionality to time (or steps) as given by sqt(2 * n / pi). In my...