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Presumably the two computers are connected to a router/modem that provides the internet access. If so, you should really have a firewall that denies any network access to the trading computer from the other machine. Otherwise if the other machine is compromised, then an attack on the trading...

I think you will find that limit orders for example are not processesed in exactly the same way on different exchanges eg some may honour first come first served, some may give some priority to size in the queue. You need to research the particular exchange if the IB order type is native.

You don't know what you are talking about. It's quite difficult to get into Australia these days. The days of the 10 quid pom are long gone. Australia would be absolutely flooded if there was an open door policy. The fundamental purpose of a society surely is to promote the well being of...

I read an article a little while back that claimed that the best performing stock markets in the world over the last 100 years were 1. Sweeden. 2. Australia. Australia currently runs a budget surplus. Australia has traditionally had a strong trade union movement, substantially...

Def is referring to the JFreeChart charting library written in Java which is open source (GPL license) http://www.jfree.org

AMD already has cut x2 prices by about 50% this week. My guess is that in performance per dollar there won't be much difference between AMD and Intel. If you want the highest performance then the Intel Core 2 certainly looks to be the business at the top end of the scale.

Other 'interesting' S/R levels intraday are the VWAP (calculated dynamically since the open) and the VWAP +/- (HOD - LOD) / 2 (also calculated dynamically since the open). VWAP is often different from POC.

Remember the TWS data stream is not time stamped, so bar boundaries are determined from the PC clock. If the latter is off, then your bars boundaries will be off too. If the PC clock is not synced frequently via NTP, it will certainly drift - by quite a lot. Add in internet propagation delay...

piggie, Nice thread. Wrt IB data feed, the attached chart, generated by my own charting software shows a market delta type chart over roughly the same period as that in 5Pillars post. It's obviously a bit different due to the nature of the feed. X axis is US EST. The lower histogram is a...

I think Comstock had/have a real Java API but it's a bit expensive.

I think this could be implemented without changing the TWS API at all - just send an extra LAST price event before this LAST price event if HIGH > MAX (previous LAST, this LAST) or LOW < MIN (previous LAST, this LAST). Where HIGH is highest tick since previous LAST etc. If you get my drift...

Another good MP thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=63202

No it won't. Firewalls won't stop attacks via email attachments or browser vulnerabilities or social engineering (user stupidity).

"The most popular brands of antivirus on the market… have an 80 percent miss rate… So if you are running these pieces of software, eight out of 10 pieces of malicious code are going to get in,"...

Have a look at http://www.opentick.com It may not be quite ready for prime time yet, but it's open source and does not require dlls, local servers or any other dross. It's also free, with the exception of exchange fees which are miniscule for Level I stocks. According to a post on their forum...

We may never find out if IB considers this to be confidential information ie proprietary intellectual property. I hope this is not the case. A bit off topic, but has anybody any experience with opentick http://www.opentick.com feed ? I realise that it's still early days for them, but I...

Yes, but it depends on the the algorithm that is used to aggregate ticks from the exchange - not because a tick has fallen in the crack between two time windows. I have seen IB reps here deny that their feed is 'snapshot' (without really specifying how it works).

This makes no sense at all. Ever heard of a queue or FIFO ?

One possibility. Check CPU temperature. I have seen a Windows box repeatedly blue screen due to an overheating CPU. An improperly installed heat sink / faulty fan can cause this. Run any hardware diagnostics you can get you hands on, starting with memtest86.

I most definately don't claim to fully understand it. But here's one possible scenario that MAY be part of the picture. When a SIF gets 'too far' out of wack with the cash market arbs will sell the future/buy a basket of stocks (or the other way round). To do this in the futures market you will...