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    IB questions

    NYSE stops are simulated and not native. IB will never cancel any orders based on changes to account positions except for resting short sale orders that will be automatically cancelled whenever a long position with a smaller size is established. O assume that this will be fixed once IB gets...
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    IB Improvements (Part 2)

    Originally posted by fleance 2. bug: Order getting filled causes row focus to be lost. There's another nasty bug that goes along with this one. When multiple order lines are created from the same market data line then those orders are resorted in descending order of their limit price...
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    IB Improvements (Part 2)

    You need build 752. I believe the standalone version of that build is not out yet. Dave
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    IB Improvements (Part 2)

    I'm unable to confirm this. I have a DDE based program interfacing with TWS that often reuns for days on end and I've never seen TWS break the DDE conversation. Maybe what you're seeing is an Excel issue. BTW, ActiveX is out since yesterday. It looks to me like the OCX is simply a COM wrapper...
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    IB Improvements (Part 2)

    Def, I've got sound to work in the meantime. It seems that Sound Manager is quite selective in what WAV files it will play. There's also some files that don't produce any audible result unless the repeat count is set to 2 or 3. In addition the counterintuitive user interface logic with both...
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    IB Improvements (Part 2)

    Is the new Sound Manager actually working for anyone to play a WAV file on executions? I'm not getting any sound at all. And what's even worse, TWS won't let you revert back to the system beep because the dialog refuses to save the modifications in that case. The only way to get the system beep...
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    IB Improvements (Part 2)

    You should be able to do this with any quote package that provides an API to communicate trade information. QCharts uses application specific window messages to send trade information. So the only thing you have to do is register those messages and set up a handler for them which performs format...
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    IB routing to PRIMEX

    PRIMEX operates only in between the NBBO spread and only accepts marketable orders. Dave
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    IB routing to PRIMEX

    You're right, like with all third market crossing networks of this kind (e.g. eVWAP, POSIT etc.) if too much liquidity should migrate there from the primary market you end up with a situation where the tail wags the dog. Price discovery becomes inefficient since just a small part of the total...
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    DDE speed with IB

    QCharts uses application specific window messages to communicate trade information. So the only thing you have to do is register those messages and set up a handler for them which performs translation and submits them on a DDE advise loop to TWS. Dave
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    IB routing to PRIMEX

    I'd say the opposite is much more likely to happen. It's not like most retail order flow has ever hit the market directly. Instead it is typically internalised and auto-executed by wholesale MMs. Thus, it has always been out of reach of direct access traders to trade against. PRIMEX actually...
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    IB routing to PRIMEX

    You can hit liquidity on ARCA and REDI provided it sits at the NBBO. What you can't do, however, is hit anything on ARCA/REDI that is out of market. E.g. in the following case NITE 45.48 100 REDI 45.46 1000 your order will be rejected if you try to hit REDI before NITE is taken out. Dave
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    IB routing to PRIMEX

    This is not how it works. What IB does is to send marketable orders as "0 seconds exposure" orders to PRIMEX as the first step in their BEST order routing algorithm (marketable limit orders are not eligible for anything except "0 seconds exposure" anyway). Such orders will only interact with...
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    Basic Questions about IB

    Have you still not figured out that wuite a few of the IB support staff is clueless? Why don't you just try it out. It works for me.
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    IB Improvements (Part 2)

    Thank god IB has blessed us with this fabulous DDE interface. Now it's finally possible to implement your own rapid order entry interface just the way you've always wanted it. I've integrated my QCharts with TWS so that I can transmit marketable limit orders with a simple double click on an...
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    IB Improvements (Part 2)

    Great to have user configurable sounds available now. Unfortunately, they did not implement separate sounds for partial fills and the completion of an order. But maybe in the next release? Dave
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    Basic Questions about IB

    Of course you can get an NYSE "market on open" execution with IB. Simply enter a market or sufficiently widely priced limit order before the open and you will participate in the opening print. Unfortunately MOC orders are not available, though. Dave
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    Huge TWS bug (for short swings)

    Actually this rule of treating such a set of transactions as a daytrade was specifically repealed with the new SEC daytrading margin rules that introduced the 25k limit. Dave
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    IB Routes to NX ?

    In this case you will receive an NYSE Direct Plus execution at 10.50 no matter what any other exchange is quoting. This holds true even if some regional exchange should be quoting at a price superior to the NYSE at the time of order submission. Based on my own trading experience I don't...
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    IB and CFCO?

    Actually I believe this is supposed to designate Cantor Fitzgerald. I don't think it ever worked, though, at least not for retail customers. Now that IB/Timber Hill has started their own Nasdaq market making in a pretty big way last month maybe you will soon see a TMBR route on that menu. Dave
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