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  1. G

    Liquidation with no Margin

    In general IB is reliable and their fees are very low. Over the last couple of years I can only remember once where I had an issue connecting and executing trades. I also like the ability to use their API and create my own front-end.
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    Any American trading outside of the US ?

    My question wasn't related to reporting requirements. If you're in a country other than the US and a broker in that country offers accounts that provide access to the US market, where you're from originally is a secondary concern, I would think. There will always be reporting requirements...
  3. G

    Any American trading outside of the US ?

    Why does being American matter? I'm Canadian and trade US stocks all the time using IB.
  4. G

    Any American trading outside of the US ?

    I see Republic of Korea on the IB open account page. This would be worth looking into.
  5. G

    Canadian options -- expiring OTM on Dec 31st. Which tax year?

    When they expire on Dec 31st that's a deemed disposition at $0. This would be a capital loss on your 2022 tax return. If you want to realize the loss in 2021 sell on Dec 30th or before.
  6. G

    Real time prices printed automatically in googlesheets

    TOS supports RTD which you can use to get realtime data into Excel using the RTD() function. I don't think this function is available in Google sheets since it's cloud based. It is possible to get a custom value via RTD. When you copy and paste the data from TOS is will assign a custom name to...
  7. G

    Near 70 degree 18 month rise in NDX100

    Plotting this on a linear scale is deceiving. To put the move into perspective you need to set the vertical axis to logarithmic. Absolute moves are meaningless when comparing to historical moves.
  8. G

    Highest traded stock volume day ever nasdaq

    For the Nasdaq 100 it looks like AAPL traded over 7B shares on 9/29/2000
  9. G

    what's happened with MLHR stock

    Ticker symbol changed to MLKN
  10. G

    Simulated historical 3X ETF Data

    Not if you're simulating the data.
  11. G

    Error in YahooFinance market data

    I'm not sure this is bad data. When I look at the data on the Thinkorswim platform they don't have an implied volatility assigned to this contract either.
  12. G

    patriciate opening auctions in IB for IWM

    You want a market order with time-in-force set to OPG (opening). You need to enter this order a few minutes before the open (NYSE and Nasdaq have slightly different rules for their auctions so it would be a good idea to review their documentation). I've never had an MOO order not fill. You...
  13. G

    ETF Correlation Tool

    BOIL is leveraged and KOLD is an inverse fund. These aren't included in the list.
  14. G

    Screener real-time stock market data, using ib api and python.

    There is a good screener built into Thinkorswim (called Scan in the UI). Very configurable and operates on real-time data.
  15. G

    Simulated historical 3X ETF Data

    The close values can be calculated by applying the daily change to the previous close. The open is random but can be simulated statistically by looking at the average and standard deviation of the open vs. previous close for the reference (UPRO). You can do this easily in Excel using the...
  16. G

    Simulated historical 3X ETF Data

    This may help: https://teddykoker.com/2019/04/simulating-historical-performance-of-leveraged-etfs-in-python/ Even if you don't know Python, you can look at the equations to get the basic gist of what he's doing. To summarize what he's doing to calculate the leveraged return: 1) The % daily...
  17. G

    List of All Tickers for Historical Years

    I buy my list from a company called Siblis Research. Not expensive and clean data in my experience. https://siblisresearch.com/data-services-pricing/
  18. G

    Monte Carlo Simulation

    Initial capital amount doesn't matter since it's all relative. What you're interested in is the ratio of the final amount to the initial amount.
  19. G

    At the open order could not be executed

    IB paper trading does not simulate MKT OPG orders properly. I've never had a live MKT OPG trade not fill (unless it's a buy order and there's insufficient buying power).
  20. G

    Spikes/plunges at the open: out of hours movement: how does it happen?

    There was significant volume in the pre-market once BBBY announced earnings (7:45am). Between about 8:45 and 9:29 average volume was about 90,000 shares per minute. On a typical day BBBY only trades about 8,000 shares per minute during regular trading hours.
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