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welcome back frost. good luck with the new system. any chance you can post a screenshot of your new equity curve? im curious what you mean by its 'smoother'.

minimum sizes sub 125k notional?

0% chance of a flat day?

i had always wondered. if i were long 1 EUR contract on globex, and I am short -125,000 EUR/USD. Can I close those hedged positions just by letting the contract expire? I take away from this thread that the settling price isint the instantaneous price when the future is delivered, which may...

slightly confusing. at the bottom of the PDF it lists all the matching modes. Many using 'LMM' matching, 'F' does not seem to? or maybe you are right and every symbol listed in the pdf have some level of LMM matching beyond the matching modes descriptions. I should probably email CME for...

i am specifically interested in currency futures. in that pdf it lists the matching mode of the currency futures as 'F'. I wonder if that means that noone is allowed to jump in the queue using LLM privileges.

would it be possible to be part of the LMM program through IB? or would you need to be a member and trading directly on the exchange? there is a pdf at the bottom of the link you posted. it lists all CME forex futures as 'F' or FIFO matching. would that mean that there is no LMM matching for...

I recently started trading some futures on globex, I noticed that during times of low liquidity, even if my limit order is the best price offered/asked and there is small amounts of volume going through (1-10 contracts every few min), I dont seem to be getting many fills. Does anyone know...

id like to know the answer to this as well. are they planning on getting more soon? i noticed that they still dont offer nzd or mexican peso on ideal pro.... pour quai!

is it possible to make a single future order hidden? or can you only iceberg a portion of it. not the entire thing?

Hey. I was wondering if there was anyway using TWS to determine the position of my order at a level in the order book? I try to place a new single order inside the spread and sometimes the size jumps greater than my order size, id like to know if i am first in line to be filled or not.

thanks. does reqExecutions only return trades that are gone through, and reqAllOpen only return orders that are still active? is there a way to find out which orders have been cancelled?

Hey I was wondering if anyone here who codes automated systems on IB has dealt with this problem. I have an automated system which places and modifies a limit order. Sometimes the connection between TWS and IB breaks and because of that I dont get the 'Filled' event or 'Cancelled' event...

was he running with live money?

i got my BMath in computer science. i found that after learning in depth the theory behind cs and being well versed in mathematics because of the degree requirements, I picked up finance aspect of quant fairly easily after graduation. unless you are already have a very strong CS background i...

if im in town ill see if i can make it.

id imagine a 100x100 mile solar array would cost more money to build than is in existence. we have to wait till research creates more efficient solar technology and/or cheaper ways to produce it.

problem solved. apparently IB recently(in the past year) started compiling their dlls in a newer version of msvc which required updated dlls to read the manifests correctly.

turns out the online tech support person didnt know what they were talking about. smart acts the same for API vs TWS and send none marketable limit orders to an exchange right away. The cancel/modify fees are charged regardess of pricing model / whether or not the exchange charges cancel/modify...

same problem regardless of debug or release