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Thanks for the reply. My latency to IB is 30ms which should be fine. SPY and IVV are very heavily traded and move very fast during rush hours. But again, individual legs do not concern me for as long as the BID and ASK of the combo moves. Which i thought depended on the price of the LEGS. But...

Does your trading also depend on latency? Like pair trade or arbitrage of some sort?

Hello Fellas, I am looking for answers and solution to this problem. I do pair trading and some times calendar spread. These spread are very very tight but also almost risk free to trade. My problem with IB is that their "Spread chart" does not seem good to me. First of all there are no wicks...

How does IB calculate BID and ASK of the combo in watchlist? It doesnt seem to add up any way. Isnt it suppose to be ASK1- ASK2 and BID1-BID2 OR ASK1-BID2 and ASK2-BID1 ?

I understand the concept of liquidity... thats not even my question. But thanks anyways

So I can see the profit but cant take it? I mean if the last price is where the profit is calcuted from then shouldnt I try to take the profit ON THE LAST PRICE? When that last was the "Current" price? also i see that right now last is actually the Ask price of that order...

Okay, i will do that. But what difference does it make if the qoute is old for as long as its calculated right. Ex: Sell calculated from Ask to close and buy order calculated from Bid to close. Also shouldnt the Bid and Ask change of the combo even if the ONE of legs price change?

thank you for the reply, the rep said something similar but i didn't quite catch it. Its actually a good news if Bid and Ask is meaningless, but if i close the position fast enough at the point (i will get that PNL, right? (How to close position on Pnl is still a mystery.)

Thats a relief. But i really wonder a broker of this size pays no attention to these things. I have a really really profitable HFT algo i designed couple of momths ago but its just sitting there because i cant get the execution required for that. Anyways, if there is any idea how to go about...

2.25 per side is per order or per contract?

Thanks but that i know. That's the price of combo. I want to close it on Dollar pNL since i dont even see price movement properly. Question: whats the fees for futures in tos? Hows the execution? Also can you trade any calender and any duration? (When i tried to search it, i think it was...

I mean even on the chart i see the static price but bars keep changing.. i dont know which one to trust. Oh man... please give me some advice how to go about doing that in the platform. I saw someone suggesting use excel and route the orders with macro. Is there any other way?

Thats a million dollar question. I just spent 2 hours on the phone with them. Getting transfered from person to person. One of the "experts" explaination was.... "spreads dont move much but the underlying assets do that's why you see this." I dont know how to explain to him that spread is...

FINALLy, Someone said it. All over the internet i see people chanting for TWS where its missing a basic function whats described above. I see that my protfolio window shows something and then Account window shows a whole different story.

Hello Everyone, I am fairly new to the Interactive brokers TWS. I see that people say alot of good things about it but I find that some of the basic functions are missing (or i dont know yet). I am trying to Pair trade the futures (aka calender spread). Suppose I open a Buy at 2, i see that...

Hello Fellas, First post here from a long time lurker... I just moved to IB TWS, the platform is powerful but hella difficult. I am so used to metatrader that I find it really hard to follow the reporting on TWS. What would be the best execution method to send combo orders? Is there any way i...