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    Global Stocks

    I presume he means: CFD - Contract for Difference DA - Direct Access
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    IB TRIN and TICK

    Yes, the auto-scaling seems to be broken for values less than zero.
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    IB TRIN and TICK

    I expect that is the case and that it is done server side, so it shouldn't be too hard for IB to store these calculations along with all the other historical data. Would be nice to have.
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    IB TRIN and TICK

    Has anybody managed to get backfill working for TICK-IBIS or TRIN-IBIS ? I always get Error 162 - HMDS query returned no data. Data subscription is correct and both can be entered as TWS data lines with last column updating correctly. There apppears to be no historical data for TWS charts...
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    lost internet connect

    Sorry, missed the bit about replacing the modem. It may not be properly configured. Log on to it and check configuration if you can. Check it's set up as DHCP server if thats the way your PCs are set up.
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    lost internet connect

    I presume you have an ADSL modem/router. See if you can ping it from any of the connected PCs. If you can the router bit at least should be OK. If you can't, connect your PCs via a switch if you have one, or x-over cable if you have one. If they can all ping each other, everything should be OK...
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    AMD 64 X2 3800 for multitask trading

    Simple rule of thumb - If the hard drive activity light is on 'a lot' and the machine is very unresponsive, you may need more RAM otherwise more CPU. More systematically, use top, vmstat and/or some of the stats from /proc to see CPU utilization, paging stats and so forth.
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    AMD 64 X2 3800 for multitask trading

    Cheapest dual AMD is a bit more expensive than cheapest dual Pentium, but performs better and runs substantially cooler and cooler is a GOOD THING. The motherboards are about the same, I think - it depends on 'features'. Nvidia and VIA are the big names in chipsets for AMD and both are well...
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    AMD 64 X2 3800 for multitask trading

    For those not in a hurry to purchase, a new consideration is that AMD are introducing a new processor socket next year called M2. The current dual cores are Socket 939 and use DDR memory. The new dual cores will be M2 (940 pin) and use dual channel DDR2 memory. Presumably there will be some...
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    IB data feed

    I think I've seen it said that Eurex data is also. Perhaps somebody could confirm or deny this.
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    Should IB program a non-Java TWS?

    Yes, but it's not deployed over thousands of machines outside of an "IT environment". I'm not saying thay Python is not up to the job, just that I would like to see examples. And I'm really not trying to get inside the minds of IB management. These issues will be considered by any any IT...
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    Should IB program a non-Java TWS?

    You can have FIX over the public internet, but according to IB website, it's not free - $500 setup, and then $100 per month.
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    Should IB program a non-Java TWS?

    Nonon, The point is not whether Python or Ruby are better than Java. I can virtually guarantee that IB would not consider either as a platform for TWS. There just aren't enough people with the experience available and rightly or wrongly, management would see this as an unacceptable risk. It...
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    IB data feed

    My own written in Java using the JFreeChart library (modified). http://www.jfree.org
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    IB data feed

    And here is the chart derived from IB backfill. For 1 minute bars, it is important that your PC clock be accurate as the IB feed does not time stamp messages. PC clocks are notoriously poor at time keeping. I synchronize my pc clocks with a network time server every 30 minutes. Drift is...
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    IB data feed

    Here are two charts of the DAX futures. The first, attached to this post was obtained from the IB real time streaming data commenced about 5 minutes after the DAX open ie about 9:05 CET. The second, in the next post, was obtained from backfill from IB. I can't see any significant difference...
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    Should IB program a non-Java TWS?

    It doesn't exhibit this type of behavior for me. (JDK 1.5, Linux), ie no mouse clicked event is sent to either column. In general Swing allows the application programmer complete control over mouse events, should they wish to alter default behavior.
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    IB data feed

    You've got my attention here. Does the problem exhibit itself only on short time frames such as 1 minute or is it equally evident on all time frames. Also, what instrument (s) are you looking at ? I have my own charting software. I will take some screen shots and compare 'real time' and...
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    Should IB program a non-Java TWS?

    Why does this nonsense resurface every now and then ? And why is it so woefully misinformed ? And why does anybody with any common sense expect IB to rewrite TWS in C#/C++/Python or anything else without providing any real evidence of any problem that would be solved by doing so when the costs...
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    IB data feed

    I think quotetracker claims to do it properly. The correct way to do it is to calculate bar volume from cumulative volume events via the API rather than last size events. Volume bars should then be reasonably accurate.
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