Search results

  1. rb7

    anyone use alpaca, the commission free api trading?

    Alpaca and Robinhood don't do futures, just stocks. So, trading stocks with IB and having $5000 commissions/month, RESPECT!!!
  2. rb7

    Opening Auction and IB

    Trading stocks via CFD!!!! What the hell does that mean. CFD is CFD, stock is stock. If it's really CFD, then it's a different ball game. Cause you trade CFDs with the broker, not with the open market.
  3. rb7

    Understand PHLX Order Price Protection

    Q1: In this example, the 0.75 is the triggered price (or stop price) and the 1.60 is the price at which the order is booked once it's triggered (at 0.75). Q2: The order shouldn't be cancelled because it doesn't exceed the 1.6 limit. It's probably an error in their doc.
  4. rb7

    Understanding Trade Executions with NBBO?

    For the US Option Market, that's the way it works. If required, the order will be re-routed until it gets fully filled. And the exchanges are doing it.
  5. rb7

    IB FIX CTCI interface experience

    ????? I don't think this is possible. Europe is what, 5500km from the US (London to NYC)? That comes out to 180ms, minimum, without calculating the latency from the different hops.
  6. rb7

    Understanding Trade Executions with NBBO?

    In the US option market, you cannot trade through the NBBO (there are some few exceptions!). An exchange cannot execute an order internally if another exchange is showing a better market. An order can be routed and re-routed many times.
  7. rb7

    IB FIX CTCI interface experience

    Response times can be affected by many variables: a) Your hardware (computer, router, etc.) b) Your Internet connection/setup/type c) Your physical location d) Your OMS application e) Exchange time to process your orders (CME in your case) f) Your broker time to process your orders (receiving...
  8. rb7

    Understand PHLX Order Price Protection

    Because once the stop order is triggered it becomes a regular limit order and it is now subject to the price order protection.
  9. rb7

    Understand PHLX Order Price Protection

    The calculated limit over $1.00 is 50% (of the opposite side of the order), so for a NBBO of 100.00-100.50, the max will be (100.50 + (100.50 x 50%)) = $150.75 for a Buy order. In your first example, the NBBO is lower than $1.00, so the limit is 100% of the opposite limit. For a Buy order, if...
  10. rb7

    Disabling reply to thread older than 'x' years

    I saw many replies in threads that were inactive (without any replies) for many years. I don't know if this is feasible, but it would be nice to disable the ability to reply for threads that have been inactive for 'x' years. I'm guessing that people don't always look when the last reply was...
  11. rb7

    ES liquidity

    It means that you shouldn't trade ES if you don't understand basic stuff!!!
  12. rb7

    When stop loss doesn't trigger and price improves:)

    I meant, my question might be stupid, not the OP's original question! Check the 'but' right after.
  13. rb7

    Bamboo

    I'm all in bamboo, underwear and sheets. Bamboo all the way!!
  14. rb7

    When stop loss doesn't trigger and price improves:)

    Stupid question, but, how do you see that the stock traded at 35.67 (below your stop)? I assume that you had a sell stop loss.
  15. rb7

    Math Challenge/Find better Position Sizing

    I scrolled down so long that I can't remember what was the original question..... More seriously, my advice: Don't try to overfit your backtest trades. And median and average P/L of trade are not very useful in terms of strategy evaluation (if your goal is to make money!). Most important is...
  16. rb7

    Reliable data providers to download historical data five-minute data for S&P 500 stocks

    Most real-time data provider limit the amount of historical data you can download. For instance, IQFeed limit historical download to the last 18 months I believe.
  17. rb7

    Reliable data providers to download historical data five-minute data for S&P 500 stocks

    10 years for 500 stocks, 5 min tick...that's a lot of data. Unfortunately, you won't get that for $50-$100. Check tickdata.com to see how much it would cost you.
  18. rb7

    What I buy or sell when I trade with ES

    Fyi, when you trade CL, you are not buying/selling light crude barrels. You are just trading an agreement to trade crude oil at specific conditions (price, date, quantity, quality, etc.). If you don't understand the difference, let 1 contract of CL expires...
  19. rb7

    Best site to view biggest winners/losers and most volume for the day?

    Like I wrote earlier, free real-time market data, I doubt that you can find it somewhere. All free stuff are delayed. Market Data is a big business ($$$) for exchanges.
Back
Top