Search results

  1. A

    Import/Link IB quotes into Excel using DDE

    I meant to answer that one :-) You do not have to change the ID number each session for quotes. I assign the IDs when I add a symbol to my spreadsheet. Bringing up the spreadsheet with existing formulas in it will receive quotes for those formulas just as it did when the spreadsheet was...
  2. A

    I'm Home MaMa

    I'm entertained already. And anticipatory. If a stock is bid 5.38 by 6.22 at what price will you (try to) enter the market? Pass (no entry). That's not a market - it's a killing field. Do you know what forces drive the market? (don't say supply and demand, please!) Fear, greed. Do you...
  3. A

    after hours today...

    I looked at the tape for a number of NYSE stocks, and they all seem to have the same pattern. At about 17:45, the NYSE and the regionals re-printed the day's opening few minutes, and most data vendors and websites took the last of those prints as the close (incorrectly). What a mess.
  4. A

    mechanical exchange arbitrage

    The game is almost over. The days of picking off crosses on the ECNs have almost evaporated, since there are people that are running very fast automated systems to do this, not to mention inter-ECN linkages. Trying to arb against or among exchanges (NYSE and AMEX) is very treacherous...
  5. A

    Import/Link IB quotes into Excel using DDE

    You should never use a 0 value - each type of instrument has its own parameters, all of which are required. September S&P E-mini: ES_FUT_200209_GLOBEX Nasdaq 100 index: NDX_IND_NASDAQ Note that the exchange to be used is not always obvious (like "CBOE" for the SPX). The best way to find...
  6. A

    Import/Link IB quotes into Excel using DDE

    To clarify further: IB's DDE works a little different than others in that you have to first tell it you want to get quotes for a particular instrument, and associate a user-defined ID with that instrument. Once this formula is entered, you can then use that ID to get the various quote values...
  7. A

    The launch of NYSE Open Book this month

    Just to be clear, you're saying that you see more than one update every 10 seconds to the NYSE OpenBook display? If you send three orders at different prices, 1 second apart, you'll see 3 updates, 1 second apart? According to the NYSE spec, it only updates every 10 seconds, unless it's...
  8. A

    NYSE OpenBook billing?

    Has anyone been billed by the NYSE for OpenBook? Any clue how/when/where they will do this, and whether it will be retroactive? Reminds me of when I first signed up with Sprint 15 years ago. They didn't bill me for a year, but then I got a real mutha of a bill :-(
  9. A

    what's your favorite stock market tv show?

    At least Faber knows what the heck he's talking about, along with Kernen, Haines (mostly), and Art Cashin (who should have his own show!). It's nice to see I'm not the only one that hates having to watch CNBC all day and listen to some of the stupidity that issues forth from these people. But I...
  10. A

    Loading IB's home page.... strange page??

    I, too, have been getting problems like those described while loading their main page for about a week or so. IB: Time to check those web server error logs, guys. Looks like the problem is for real.
  11. A

    bullets

    Because this is ET, and the tags use [square brackets] here, not <angle brackets>.
  12. A

    Backing Up TWS Layouts

    Before doing this, keep in mind that the execution report files are in this directory as well. Because the executions that are pushed to a TWS session upon login do not always include the whole day's execs, you could over-write execs in the target directory that will not be visible anywhere else.
  13. A

    IB's Short Inventory

    That's great to hear. In the past, I got the impression that the short list was what it was, and there was no real procedure in place to accommodate new short requests. Just out of curiosity, do IB (or other firms) still have to handle short requests for stocks that are not on either the hard...
  14. A

    Special features....

    :) :) :) :)
  15. A

    IB & Emini data today.

    Are they not subject to the "elected during RTH hours only" restriction, then? Under what circumstances does GLOBEX trigger stops? Any trade at the election price?
  16. A

    IB and BRK.a

    You don't feel like ponying up the $7M, huh? :) I tried to buy 1 share (which I have enough margin for :) ) and got the "NYSE odd-lot restriction message". On the tape for both BRK.a and BRK.b, I see that the prints are always in multiples of 10 shares (instead of the usual 100), so it's...
  17. A

    Shorting on DOWNTICK

    Actually, you can't, since the ECNs have all closed that gap. Instinet will mark any short sale at or below the last NYSE close, up to 0.01 above the last NYSE close. Island and ARCA will simply reject any short sale priced at or below the last NYSE close. REDIBook, of all people, has a...
  18. A

    New IB Customer Agreement

    You should then send it to NYSE instead of BEST (ok - SMART :( ). By allowing it to go to TMBR, you are trading speed of execution for potential price improvement. When a stock is falling and you want out and TMBR happens to be short and wants to catch some, you get to get out quickly instead of...
  19. A

    ib is not working yet this morning!

    Huh? Are GLOBEX orders automatically AON? I thought you would get a partial (of 50) in this case (assuming you were the first order in time priority).
  20. A

    "I'm a scalper!!!"

    And for those of us that are forced to watch CNBC, we get to listen to the bozo in the Brown commercial say that he uses options to "edge" the risks in his portfolio, a zillion times a day. This from a broker that has this elitist "we're for experienced traders only" attitude. Somebody please...
Back
Top