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  1. W

    IB API Compile Issue.

    no XP. a little more detail. when i comment out the parent class EWrapper from my IB handler it runs fine. but when I compile with EWrapper as a parent class it errors before it gets to the first line of the app. the IB handler is initialized on the heap after the app starts running so it...
  2. W

    IB API Compile Issue.

    Hey. I decided to finally bring my version of TWS and C++ API up to date today and am running into a error I cant seem to fix. When I compile my app it compiles and links correctly, but before it runs it gets an Application Error and doesnt start, this is before it gets to the first line of the...
  3. W

    IB Modify Fee Question

    i wonder if that means that API smart orders are messed and not TWS originated smart orders. if both API and TWS originated unmarketable orders are sent to the exchange then i still cant see any reason behind the Direct/SMART differences for modify fees coming from the API
  4. W

    IB Modify Fee Question

    i just got off help chat with IB. i was just told that the reason why IB Smart orders arnt charged the modify fee is because limit orders used on smart arnt sent to an exchange until it is marketable. meaning if you are using smart through IB your orders will only ever be filled against...
  5. W

    IB Modify Fee Question

    if they do that then they must delay the API Smart limit orders which are being modified often. otherwise it would be the same costs.
  6. W

    IB Modify Fee Question

    Heres some questions iv been scratching my head about for a while and I thought maybe one of the gurus here would know. Why does IB charge a modify / cancel fee for US Direct API stock orders but not US Smart API orders? Why picking on the API clients? How can they tell that an order...
  7. W

    Short Google, MA, AAPL AND RIMM

    GOOG didn't go up after they went live with the street level viewing technology? im surprised. i thought it was pretty ground breaking.
  8. W

    IB TWS Disconnects.

    another question. if i modify my order to change the GTD. will the order be modified on the exchange/will i lose my place in the offer queue?
  9. W

    IB TWS Disconnects.

    good idea. how do i set the GTD in TWS for futures? i cant seem to find it. its not in the time in force drop down. i also ran into a strange problem where my system cancelled about 5 pending limit orders. all their flags turned pink and it just sat there. one of the orders ended up getting...
  10. W

    IB TWS Disconnects.

    Hey. Iv recently been running into problems with TWS disconnecting from IB. I was wondering if there was a way to set it up so my limit orders are automatically cancelled if the connection between TWS and IB is lost. I run an automated system that modifies limit orders depending on market state...
  11. W

    Long and Short at the same time

    work it out on paper. trying the long term on one account and the short term on another account works out to the EXACT same as trying both on a single account (exiting and reentering the 'long' position at a better price a based on the short term signal). there is no magic here.
  12. W

    Long and Short at the same time

    total profit at the end of the day is equal to sum(notional_sell_prices) - sum(notional_buy_prices). how does having buys or sells on different accounts have ANY effect on end of day profit. my current understanding is that long and short on the _same_ security at a single time is all smoke and...
  13. W

    The 1 ES Point REALITY

    5 minute abs? dont be stupid. you wont even work up a sweat in that time. 6 is the right number.
  14. W

    The 1 ES Point REALITY

    6 minute abs??? brilliant!
  15. W

    IB API questions

    i am under the impression there is no way learn if there is shortable shares through the API until you've submitted an order to short and it fails. In TWS itself i believe there is a color coded indicator which shows available shortable shares.
  16. W

    Interactive Brokers: STP With 1 Week Notice?

    I wish IB gave a little more notice about this switchover than a single week. I left my device at home in another city while Im away and I didn't plan on going back for a couple more weeks. Looks like im going to have to make a phone call every time I want to log into IB.
  17. W

    URGENT, Secure Device Required for TWS

    any idea when it will be rolled out for individual traders?
  18. W

    IB API multi leg order.

    Hey I was wondering if any of you IB API gurus out there know wether its possible or not to create a multiple leg order which places a limit order on one security then if that limit is filled it automatically places a market order on a different security using IB's servers only? without having...
  19. W

    easy money - lots of arbitrage opportunities out there (so easy a caveman can do it)

    you think a hypothetical ~50000microsecond advantage is moot when it comes to arbing? seeing an arb opportunity on an exchange earlier means sending your order to the exchange earlier. when liquidity is first come first serve, its quite meaningful.
  20. W

    time frames being variable. does it reveal weakness in a system?

    does that mean i can front run you if i use the same indicators on a 2.9 and 4.9 min chart?
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