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Go to Configure - Misc and make sure that the box for "Create Audit Trail" is checked. Now each day's trading record is automatically saved in a subdirectory of your TWS installation directory, such as C:\Jts\dieygxwcv. The file names follow the format "Xxx.audit.xml", where "Xxx" is a...

Sure did. I don't mean to brag (my PC is more outdated than yours... :)) but, as recently as late 2003, I ran stand-alone TWS, among a couple other apps, on a 1998-vintage, Pentium 2 266MHz (Dell Dimension XPS D266), 384MB RAM (that's the max for that motherboard), tiny / slow hard drive. And...

Rollover in the CME currency futures begins Monday and continues this week. Normally takes 2-3 days, until September volume exceeds June volume. Technically, June contracts are tradeable until 9:16 CST on Monday June 13th (if you like living on the edge...)...

One was indeed called "The $treet" and aired on Fox from Nov. 2000 - Jan. 2001. Canceled after 12 episodes. Jennifer Connelly was in it, no less, before "A Beautiful Mind".

Hmm... I am seeing 545 Euro FX June contracts (6EM5) traded so far, after 1h05m. Isn't that pretty normal, for early Sunday session?

Dealers -- entertaining sleeper from 1989, about high-powered London bond traders. Starring a hot young Rebecca De Mornay to boot.

Interactive Brokers Bulletin Board ====================================================== To GLOBEX traders: Fri Jun 3 09:43:26 2005 EST GLOBEX has also halted the Mexican Peso and Canadian Dollar markets as of 09:39 EST. (Total of 6 currency pairs down at the moment.)

Sounds like you're thinking of this excellent thread titled "Prop Trading Success Rates". Look for all the posts by Don Bright on 12-28-04 (which, surreally, happens to be my birthday).

By March 1st, IB's IDEAL Pro has expanded from 2 to 3 global banks serving as forex liquidity providers for the platform: http://www.elitetrader.com/vb/showthread.php?s=&postid=696856#post696856 I believe their plan was to add a 4th and/or 5th provider later this year. Whether that's...

Futures.

Have you done this? Configure - Order - Order Defaults - uncheck the "RTH only" box.

In that performance presentation, GFT added up the monthly returns to get the annual returns. What I did was link the monthly returns geometrically. That's the only correct way to compute percent performance over a period of time, given the subperiods' returns. As a simple example, if a...

Yes, I'll say. It is clearly a net losing performance record, incorrectly presented as if it were a net winning record, year by year. Year.....Shown.....Actual 2003.....20.52%.....-0.45% 2004.....14.50%.....-25.65% 2005.....8.00%.....7.79% Nice catch, swoop. This "Pac Tetra...

As of 9:47 EDT... IDEAL: HKD/USD 7.7728 / 7.7849 (size USD 200,000 bid and ask). Spread = 121 pips. For reference, IDEALPRO: 7.7800 / 7.7805 (2,500,000). Spread = 5.

I've inserted a bunch of IDEAL tickers on my TWS screen... here you go:

LOL. Sure, why not? Starting with a mere $1 Million of easily borrowed capital and ignoring those pesky taxes, 5% daily return, allowed to compound for a bit more than a year (284 trading days), will turn that OPM million into slightly over $1 Trillion (~$1,041,743,827,000). On day 285 one...

Well, I know of one top-tier firm that automated and executed triangular currency arb, on all 6 of the majors and their crosses. We're talking a long time ago, back in 1990-92. Which almost certainly means that there must have been other well-capitalized players, engaged in that strategy...

For what it's worth, here are the top 5 "futures brokerages" (which is a separate category than "direct-access futures brokerages") listed in Technical Analysis of Stocks & Commodities, 2005 Readers' Choice Awards bonus issue: Lind-Waldock Man Financial Refco Alaron RJOFutures...

Well, there is more than enough variability among spreads, by currency, even within a single MM. To help make your backtesting as realistic as possible, I would set the cost per trade separately, by currency, at whatever MM you plan to trade at. For instance, here are the normal spreads on the...

Interesting switch... if the minimum trade size constraint was met, don't know why that would be, since I don't have any first-hand experience with IDEAL. I assume you are using the correct instrument designation, incl. the "Exch" field set to "IDEALPRO". Why don't you run this by IB Customer...