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  1. K

    How much historical Tick Data does IB Provide ?

    You can get accurate IB volume data, but only if you use 5 second snapshot feed. This is called by IB "true data" feed and requires adding -TD to the regular "real time" symbol: ES-201209-GLOBEX ES-201209-GLOBEX-TD This is the symbol format required when you use any third party charting...
  2. K

    How much historical Tick Data does IB Provide ?

    IB only provides snapshot data, officially pegged at 100 ms, which in real life can be a bit more (100 ms means that the snapshot is taken 10 times per second). You simply can't use IB data with any tick based charts. Because of its snapshot nature, IB feed never lags in fast markets. The...
  3. K

    Ninjatrader didn't work, SierraTrader anyone? Your thoughts.

    You can browse their customer support forums to get an idea if there are any common bugs or complaints: http://www.sierrachart.com/supportboard/forumdisplay.php?f=94 Sierra probably has some kind of free trial or low fee trial. It's very lean and efficient application. For instance...
  4. K

    IB Customer Service response.

    It's not "IB platform" issue, it's IB TWS API issue. When you use SierraChart spreadsheet for order entry, the orders are transmitted to IB using API. This API has some bugs and you often need to know how to go around them. Here is API forum that you might find helpful...
  5. K

    IB Customer Service response.

    Why won't you post this on the native Sierra forums ("support board"). If the problem is specific to SPI then Sierra has a few users from Australia who might be able to sort this out. http://www.sierrachart.com/supportboard/forumdisplay.php?f=94
  6. K

    canada based brokers + IB question

    For the record, here is the latest update about accounts held at Canadian division of PFG: "In the case of Peregrine, it doesn’t look like the CIPF will be needed at all – the funds managed by Peregrine’s Canadian unit were well segregated from the failed U.S. parent, and another...
  7. K

    canada based brokers + IB question

    Here are some facts about Canadian investment landscape. Brokerage accounts are protected up to 1 million dollars. The Canadian Investor Protection Fund (CIPF) provides protection to investors who are clients of firms regulated by IIROC (Investment Industry Regulatory Organization of...
  8. K

    IB trustuworthy?

    With IB you need to avoid doing anything that requires human involvement on IB's part. Their philosophy is to have everything automated and done by computers. I'm from Canada and there are no problems with either deposits nor withdrawals, which can be done either as bank SWIFT wire transfers...
  9. K

    Ib data

    The most likely answer is Yes. Some of your questions could probably be better answered on IB's TWS API forums: https://www.interactivebrokers.com/smf/index.php?board=2.0 I think there is also TWS API group on Yahoo.
  10. K

    IB Quote Boosters

    Not necessarily. IQfeed offers exchange fee wavers for IB account holders.
  11. K

    Ib data

    IB also provides free full data (called True Data) with a different feed, but it's 5 seconds delayed. You need to add -TD to the regular symbol: es-201209-globex-td Live Data There is no delay, but it comes in 100 ms packets (it's not a continuous data stream), so some data will...
  12. K

    Charting Programs - Any Suggestions

    Here are two threads from the last year where you will find more details about MultiCharts, Ninja Trader, SierraChart, DTN IQfeed, IB and some more: http://www.elitetrader.com/vb/showthread.php?threadid=214478 http://www.elitetrader.com/vb/showthread.php?threadid=213881
  13. K

    Interactive Brokers TWS Bug Thread

    The problem during resets is with execution of open orders and not with orders disappearing from the server (that has never happened to me). Sometimes stop or target order will get executed properly, and sometimes the price will slice through your order level and nothing happens or a...
  14. K

    Interactive Brokers TWS Bug Thread

    I used to trade fx with IB during US overnight hours, last time this winter. I don't think much has changed since then. Here are my rules: 1) Reset at 17:00 - 17:15 ET. You can't trade, there are no b/a quotes. 2) Reset at 23:45 - 00:45 ET. Do not trade. The quotes can go into "pink mode"...
  15. K

    Low margin for residents of BC Canada

    I have just discovered a US futures broker with a new Canadian office (in Winnipeg): R.J. O'Brien Canada. http://www.rjobrien.ca/ The choice of trading platforms looks good (CQG, CTS T4, Trading Technologies). Margin limits and commissions are surely adjusted higher to meet Canadian rules...
  16. K

    Low margin for residents of BC Canada

    Check Global Futures, they have some Canadian customers. Other brokers worth looking at are Velocity Futures, Infinity Brokerage and DeepDiscountTrading: www.globalfutures.com/ www.tradewithvelocity.com/ www.infinitybrokerage.com/ www.deepdiscounttrading.com/ It has been...
  17. K

    Best Canadian retail firm with stocks, options and futures.

    IB is practically the only choice in Canada for futures and Forex and the best choice for options. For low priced stocks, however, their commissions will kill you, TDW will make much more sense. Please keep in mind that for Americans a "penny" stock is a stock below $5 and IB's commissions...
  18. K

    Good Canadian Futures Broker?

    Quote from OP: Because you are just starting out, going with IB sounds like a good idea. You can try US brokers not registered in Canada later. IB has physical presence in Canada (a small branch office in Montreal), the account is insured under Canadian rules (CIPF), you don't need to pay...
  19. K

    Getting the correct setup with Interactive Brokers, Ninja Trader and data

    With SierraChart, bid volume and ask volume data is stored on the hard drive, it's part of the data file, and there are several related indicators available. Time & Sales data, on the other hand, is only stored in RAM, so once you shut off Sierra, it's gone. IQfeed is considered the best tick...
  20. K

    Getting the correct setup with Interactive Brokers, Ninja Trader and data

    At retail level, multiple charting software and feeds is a standard approach. I think Kinetic is actually IQfeed data dressed as Ninja following some branding agreement. I have never used Ninja myself, so please wait for Ninja users to confirm this. For charting you can also look at...
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