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well i was exaggerating for sake of example to show a better data processing / transmission time would improve arbing. i know the kernel quantum on most modern computers is about >=50micros. as long as the response time from when the data provider gets the change from the exchange to the time...

i dont quite understand this. executable? you mean that when i see a change on IB i can execute on it? i am under the impression that IB sends a max of 1 change per 50milliseconds, say eSignal or something sends a market change to me 50microseconds after it happens. in both cases...

a question to anyone who arbs through a retail platform like IB. would you suggest getting a 3rd party data provider which provides faster / more accurate market changes? if so which one?

are you running the API? it loses connection and reconnects fairly quickly, so if you arnt logging the events you probably wouldnt see it.

Has anyone else running the IB API noticed over the past two days that IB has been losing connection with TWS frequently. I am trying to track down the cause of the problem, I dont think it is my internet connection. It has happened about 10 times this morning. Thanks.

how about all three above? :p

ah so thats where my money comes from? :D

really? i think there is a limit to the number of people willing to give you money. but no limit to the number of people willing to take it.

give a person 10k and another 10m. who do you think will double their money first? obvious. its a matter of liquidity, opportunity and psychology.

Does anyone know if its possible to use to use EFPs to close globex currency futures into real money on IB. I asked IB and they replied 'No'. But I dont trust their support team, so I thought id ask here.

any idea how exchanges handle AON orders which are > min size and are between the spread? do they just not show them in the sizes until it can be filled against a market order of sufficient size (or the spread moves over it)?

Hi. I was wondering if anyone has any detailed information about how all or none orders work through IB and the exchanges that support them. If i wish to place a limit bid inside the spread of 300lots of a stock. does my order wait at IB until the ask price comes down, matches and appears to...

I was wondering if anyone has experience trading SDS. It is supposed to be 200% the inverse movement of the S&P 500. But when i was looking at it today and it seemed to only be around 80% of it or so? anybody know why? is it 200% movement per notional dollar? i notice the price of SDS seems...

no i was hoping for someone else to chime in. i obviously wont put the time and effort into setting up a new account and interfacing the API with my system based on a single opinion. thanks for your help though, your suggestions gave me a good place to start looking. ill see if i can find some...

too bad neither man or fimat have reviews on forexbastards. i looked at man last year and i think they did'nt have a c++ api. i could be wrong though. fimat looks promising though.

Id doubt if anyone who has found a niche to arb at < 1MM through retail would post what it is on a public trader forum. Anyone care to prove me wrong? :D From my experience the latency / cost limitations which retail traders must deal with are almost impossible to overcome when looking at arbing.

thanks. im looking for opinions. what would you consider the best currenex provider?

ah im already running on IB. im looking for more liquidity though so im interested in adding another ECN similar to IB

thanks for the reply. the only reason im inquiring about oanda because they usually have decent spreads and have a c++ api ready to go. do you know of any other good ECNs with c++ apis and good spreads?

does anyone have any experience trading the news on oanda compared to IB? which is better?