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Never questioned that ATSs can work. But it is important to see in which league the code mentioned in the NYT article is playing (assuming the whole thing is real and not just one more "Wunderwaffe"-story as they come up from time to time): They are certainly not talking about...

Don't worry. You are much smarter than you think. Just remember that it was a "gut feeling" (in fact it was the brain) that brought you to realize that something is wrong with the ATS. If you really take the time to get the experience and you are honest in papertrading you will exactly...

What about: 4.a Let the ATS do its work untouched 4.b Take time to aquire more practice with simulated trading cons: for a short time you will think you loose some money because you do not really trade pros: in reality you save much money, the ATS makes some money and you can build the...

Go to the "Market Value" section in your "Account" window. To the right of the header line there will probably be a green "+" sign. Clicking on it will expand the "Market Value" listing and you will most likely see that there are some positions left from your currency trades. If so, these...

No, unfortunately no support at all for roll-over on contracts. Right the opposite: Expect pain when trying to glue things (futures with different expiry) together. For information on principles how a cont. contract can be constructed...

Completely understand and support your idea of turning demo-mode into something really useful. The thing that I cannot share unfortunately is your trust in IB wanting to improve things. E.g. many people asked them over years to make it possible to allow historical downloads on weekends. IB...

The answer was given to you already: When the other indexes are (more or less) shut down due to some holiday DAX (and others associated) is free to do whatever it wants! That means it is free to do any possible move and it can be manipulated easily. There I may repeat what I stated...

@cunparis This thread started already in 8/2008 and there were some good recommendations. So I guess you brought up already the index and you are using it for a time. Would you like to share some of the experiences with it?

It certainly is a good idea to make your own program in order to implement valuable features. There are so many commercial products out there but they fail to offer the features that are really helpful (which is logical - why give away good stuff for a handful of dollars?) But .. you are...

That seems to be a subjective statement. First it is all about information accessible. If you can get additional (valuable) information you have an edge, not just a probability. It can be seen that you discovered this principle for yourself because you recommend not to enter blindly but...

Thank you for the link. What confuses me (slide 27): "As an option trader I deem dynamic hedging unattainable - most of the package variance comes from the jumps." I thought, Taleb is a major exponent of dyn. hedging? Is he making fun?

Here you get it fresh, every day: http://finance.yahoo.com/etf/browser/tv

IB sends aggregated data at a rate of 3-4 price/size events per second (that would be 250-300 ms intervals). This is the reason why even quite slow computers can keep up with many data streams. Sometimes their data is (pardoxically in my view) lagging for at most perhaps 1-2 sec which you...

No problem (assuming you use ActiveX for interfacing, if you use C++ or Java adapt accordingly) : You can use the "reqMktDataEx()" sub for subscribing to a symbol data stream as you probably already did. [ReqMktData is obsolete in the view of IB]. The point is that you may want to use the...

They are absolutely strict about it and it does not at all matter where you live. I had a Euro-based account and traded US stocks only infrequently but it was quite fun to see what happened to the PDT flag when my account was fluctuating around the magic 25k USD value due to changing currency...

Au contraire: An expensive feed may be the first step to ruin. Assuming that it takes 2 years to get profitable and you pay 120 per month (for the feeds you are talking about probably much more) traders are paying 3k over the time just for the feed. Therefore people will be heavily...

Sure. Now I am using multiple feeds for different purposes which improved the overall functioning.

I have been with OT also and think I know how you feel. Yes, they had a pretty good design for their API, not such a mess as e.g. IB. If you look what positive could come out of this Fractals may be right: This is the way I went too (well not exactly limited to one future). For the...

Obviously this would be placed more appropriate in classifieds. A propriate moving average - hope nobody believes that this is the latest development in trading tools?

Ok, I understand that you see FDAX as a bit fast at times. But please specify what exactly you are looking for since FESX is also not what you want? You can scale up FESX how it seems appropriate by trading more contracts since margins decreased recently with IB or you go with one of the...