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    DDE speed with IB

    Sure. I've done that in order to integrate my QCharts with IB's TWS for order entry directly from QCharts. Now I don't miss those setups any longer that used to be long gone by the time I had a new market data line set up since I can transmit orders simply by doubleclicking on L2 quotes. Dave
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    DDE speed with IB

    Unfortunately, IB decided to make the checking for uniqueness of IDs persistent across sessions in on of the recent TWS releases. Transactions the reuse IDs are dropped and ignored by TWS (check the TWS log files to see if this is happening to you). TWS stores the last used ID in the entry...
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    IB routing to PRIMEX

    I think a lot of you guys here should take the time to actually study the PRIMEX documentation before starting to make up conspiracy theories about evil MMs inventing PRIMEX in order to steal your money. It's all very well explained including detailed trade examples. There's no such thing as...
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    IB DDE Excel: is it now possible to automate trailing orders

    I'd definitely consider this global and persistent ID checking behavior a bug. Whenever several independent applications concurrently make use of the DDE Server major problems are practicall guaranteed. The only workaround is to have all applications log their IDs to a shared database and make...
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    IB DDE Excel: is it now possible to automate trailing orders

    Are you sure you are not reusing IDs? TWS ignores any transactions with IDs it has seen before in the same DDE conversation.
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    IB DDE Excel: is it now possible to automate trailing orders

    Just ran a few tests using the DDEML library in VC++. This is fairly easy and straightforward to set up. However, IB's DDE Server seems to support only advise loop transactions even for order submission. XTYP_EXECUTE and XTYP_REQUEST don't work; the former fails with error code on the call to...
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    IB improvements

    They may not be quite as intuitive anymore but from an aesthetic point of view I find them much more appealing than the old ones. The placement is kind of odd, though. Or is there a purpose in placing the Transmit and Cancel button miles away from each other? Dave
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    changing an pending order with TWS

    I don't know about others, but that's how it works and has always worked with IB.
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    IB improvements

    The problem with default volatilities for option models not being set correctly is still around in 735g. When annual volatilities are selected default model vols are not annualized and thus are off by a factor of SQRT(252). I had submitted a bug report about this two releases ago, but...
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    IB improvements

    Def, here's some more information concerning the bugs that have been introduced with version 735g that cripple hot key functionality. The first problem with order lines jumping around on submission seems to be due to TWS sorting all order lines by limit price that are attached to a...
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    changing an pending order with TWS

    That's not true. The charge will still be $7.50. As long as the order is not fully executed it is always treated as a single order no matter what changes are applied after partial executions. E.g. if you start out with a 500 shares order, receive a partial execution of 400 and then change...
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    IB improvements

    735g seems to have introduced some really nasty bugs with respect to hot keys and order line management. - When there's more than one order line opened from the same market data line, an order line is moved to the bottom of all order lines when the order is submitted. This is very confusing...
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    IB charging exchange fees

    Def, is there an ETA for the DDE link into TWS? Dave
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    IB Interactive Analytics improvements

    The option analytics is a wonderful and much appreciated addition to the TWS platform. But of course there's always room for enhancements. The following is a few things I'd like to see in an upcoming version. Maybe def could relay this to the people in charge of this at IB. - Option pricing...
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    Bvsn trade rationalle.....

    A good rationale for the trade is that the selling pressure on Friday was exacerbated by all the S&P index funds that had to be out of the stock by the end of the day. All that selling pressure is gone now making a technical reaction to the upside very likely over the next few days. Index...
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    Best Day Trading Stocks

    When a move is cash-led then tier 1 stocks will actually lead the futures not follow them. As for recommending NVDA to a newbie as a trading stock I would agree that that's a bad idea. AMAT, however, is a rather slow mover, highly liquid and thus definitely suited for a beginner. Dave
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    TWS Quirk

    Are you sure you're not highlighting several rows at once? In that case right-clicking gives you the option of deleting that cluster of rows provided there's no order lines attached to any of the market data lines. This feature was added in a recent build. Dave
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    futures riding down the markets???

    Imposing a short sale rule on futures would be against the very nature of the instrument. A future contract represents an agreement to buy (long contract) or sell (short contract) the underlying instrument at a specific price at a future date. A futures trade is a purely contractual transaction...
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    SuperSoes execution algorithm

    That's not true. SuperSOES orders can be cancelled immediately and in my experience it doesn't take any longer than with ECNs. There is a bug with IB's BEST routing algorithm in that respect, though, that can cause partially executed orders to be left hanging in the SOES queue under certain...
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    new daytrading rules for futures...

    The SEC does not have any regulatory power over futures trading. Futures are regulated by the CFTC. You should also note that the notion of margin has different semantics with stocks and futures contracts. While with stocks it represents a collateral loan towards the purchase of stock, with...
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