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    IB Java API, placeorder in wrapper causes problems. Why?

    It looks like your program does what it is suppose to do; after order is placed main() terminates and your socket connection is automatically terminated unless there is more code that is not posted due to space limitation.
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    HFT Myths

    How about thinking for 1 minute before you post on this board or pay huge tax. We have civilized discussion here which brings related question. Each time we have flash crash and the like there is a call for tax on financial transactions or more regulations like this exmple above trying to...
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    Why is there no inflation?

    Modern financial system largely avoids physical money printing and uses sophisticated debt instruments and derivatives instead. It occurs on global scale when portion of liabilities is being hidden and shuffled among central banks and big dealer banks internationally. It is similar to US banks...
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    Quantitative Order Book $ Flow Analysis

    It looks like poker player is letting you see their hand - this comment is just to keep things in proper perspective about the value of information placed in order book.
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    IB Java API, placeorder in wrapper causes problems. Why?

    How do you increment your order Id? When you connect you should get NextValidId and then each consecutive order Id should be different. Normally you have to increment order id by 1 unless you have another method of assigning unique id number to your orders. In addition limit price of...
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    IB Java API, placeorder in wrapper causes problems. Why?

    post it on tws api yahoo group. IB also has message board with API questions on their website.
  7. V

    Why is there no inflation?

    There are all kind of definitions, statistics and official measures of inflation with one goal in mind: Keep everybody confused for as long as possible. Inflation is stealing from savers and paying for liabilities with money of lesser value. Concept of inflation is brutally simple and this...
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    TWS API: SMART vs. ARCA?

    Post your question on IB TWS Yahoo board or IB message board for technical issues. To start with do not specify primary exchange just exchange and try that. SPY SMART STK should work.
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    Why is there no inflation?

    Money printing is inflation. Prices are not measure of inflation. Once people notice that there is inflation through interest rates or prices the excess of money is being taken out of the system through higher prices of goods and credit cost which is post inflationary effect.
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    graphic package that can be called from c++

    If you are using Visual Studio and do not mind C++ in CLI/CLR mode then you have charting and drawing available as form(UI) control or you can design own graphics object using either bitmap or directly drawing on your surface of choice. You can create dll as well and reference in your...
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    HFT Myths

    What is the difference aside technology/speed between Market Maker or Specialist and HFT. This question is related to allegations of front running because MM would see buy and sell order first and then he would become intermediary in matching them pocketing the spread. People can accept that...
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    HFT Myths

    What is the ratio of winning trades to losing trades and if this can be further split into ones attributed to algo entry/exit only and attributed to trade management. Second question: what are the most common general groups of algorithmic trading being used in practice and how they evolve...
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    Automated Trading for a Living

    dr. Evil it has been already done! Markets are being actively randomized on top of normal market noise just to prevent any pattern formation giving consistent results. If you run this strategy I would suspect that it will give you 10-20% success ratio at most which is not sufficient to make...
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    Charlie Munger, 90 years old , and smarter than 100 of you put together

    HFT concept is as old as markets and it was re-labeled as HFT just recently just to keep with modern times and better technology.
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    Automated Trading for a Living

    50 core Xeon Phi is co-processor using PCIe bus with own Linux OS using old OpenMP model plus some Intel in house developed software packages. It looks exciting on the surface but I suspect it will be a flop because implementing it will be no easier than GPGPU code. It is based on x8086...
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    Charlie Munger, 90 years old , and smarter than 100 of you put together

    OK. Who will take the other side of your trade then? Here is little help to understand the problem: The money to cover market valuation of all securities issued and currently traded have not been printed yet. You need somebody to create artificial liquidity to create illusion that there...
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    Charlie Munger, 90 years old , and smarter than 100 of you put together

    Who are you going to trade with if there is no HFT? MM and Specialists are undercapitalized. And the same wording scum, front running was applied to MM and specialist not long ago.
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    1/4% Tax on all stock trades pushed in NY Times today

    Many opponents of HFT came to realization that HFT is new market maker for all practical purposes and they hesitate to target HFT directly. Yes HFT player does not have the same obligation as MM but they keep forgetting that in 1987 crash MM did not pick up phones either. I doubt that HFT...
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    Automated Trading for a Living

    I am less dependent on hardware limitations because I design and program my own data storage and do not use commercial databases because they are to slow. In the beginning I was also using RAID until I found out it does not offer me any real protection or better data storage. I agree if...
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    Automated Trading for a Living

    Agree. RAID is not reliable and high maintenance. Same or better results can be achieved without RAID.
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