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Just thought I'd chime in and say this post is very valuable. Beginners start off with plans thinking they'd stop after 3 or 5 or whatever, but it's an illogical thing to do if there's positive mathematical expectation on whatever you think a "setup" is. Now, although The Big D is 100%...

I read all the ET threads about college debt and they are good; therefore, I think this movie on YouTube is a must-see for anyone who's around 17 or 18, and ETers who think college is a huge scam: http://www.youtube.com/watch?v=VpZtX32sKVE They really attack the "million dollars more over...

Does anyone out there use Sterling under WINE? Can someone comment on whether this is stable? Winehq's appdb has someone saying it works, but that he hasn't tested trade execution. If this thing is reasonably stable, I'd like to give it a go.

^^ If the QuoteTracker people are reading this, please open source it!

You're right, except it's a hassle. The express edition doesn't even have MFC, not just those other features. You always find some vendor uses some fancy Windows toolkit or library, or some COM piece (TradeStation is COM heavy, Sterling's ActiveX, IB's example uses MFC I think, and I think...

To compile their examples, yes you need VS. But to successfully write an automated system, you don't specifically need VS. I use mingw32 and cross-compile binaries from Linux when I need something to interact with TWS on Windows. If you insist on using Visual C++, avoid the Express...

Word. Thanks.

Maybe I should phrase this better. I'm trying to get a very specific answer to a very specific scenario -- i..e, the scenario I wrote in the thread earlier. In the above scenario I posted in a previous message, say I cancel my order once I detect it's in presubmit-locate. Should my internal...

With all due respect Bill (as I am a long time fan of your posts), I don't think it's correct to say MMs are involved in "riskless transactions." MMs have to be aware of some representation of VaR and other factors. The spreads can be quoted in such a manner that spread extraction (+offsets...

Thanks, this is what I guessed. But I am concerned about the behavior of this locate-state in production. Will locates resolve much quicker, or will my order actually sit in some strange pre-submitted state for hours while a locate resolves? Here's a scenario I'm worried about: --> Order...

I'm trying to test my logic with short sells, and with the edemo/demouser account, almost all of my short sells end up going into a "locate" state -- even trades where I click manually to short sell. The problem is, the "locate" state takes forever to resolve on the demouser account. Even...

That's not what I meant, but the answer to "How should IB know" is that they can match up exchange order ID with the exchange order ID in the book feeds like PITCH and ITCH. rosy2's answer is what I thought would be the case. Thanks rosy2.

Perfect. Thanks.

Is there some screen or utility within TWS or usable on TWS that will let me visualize where my orders are with respect to the markets and the depth of book? A 3rd party utility for this would be fine, just something that acts as a "master client" and gives me visibility on what the elves and...

Well, can you tell me how to do that in the forum then? I may have missed the example code for how to do it.

I get the error message, but the question I have is what states are cancels permissable in? Only after the "Submitted" state? I take it you can't change your mind quickly and have a cancel in the pipe for an order that hasn't been switched to Submitted state? Chronos, everything I google...

Just posting this so someone else can Google find this and avoid the hassle: On TWS, IB's getting started manual says: "Modifying an Order Please note that if you want to modify an order via the API, you need to manually complete the same steps that TWS would process automatically. This...

Is it possible to have IB BookTrader show orders sent out by program using the API? So I can see where my orders land on the ladder?

What exactly are the issues? Sorry, I missed the thread. I started one in the 'trading software' section hoping to get some insight into how this activeX component works, but no one really commented. Whiteout, are you using the XML methods or the regular methods?

Mods, delete this thread. Did not phrase this correctly.