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From my reading of the site, you still have to use the TWS API to request account information. This kind of kills the whole IB FIX idea for me. They also mention that you can use FIX for market data on their comparison page but if you click through they say that you need to use TWS API for...

Just to return the discussion back to the topic, I believe KDB appends tick data to flat binary files throughout and incorporates them ... into the database or something (this part I don't remember).

Why don't you try it and report? I looked at J but didn't find it as practical as OCaml. Jane St Capital (market maker in NY) uses OCaml exclusively to build their infrastracture, with excellent results. I'm starting with a FIX interface to TT and tick storage will logically follow. I'll...

I'm using OCaml to build my (commercial) algorithmic trading tookit. Apart from performance on par with C, OCaml has built-in marshalling which can be used for persistence. The approach to tick storage for OCaml is to just dump the tick arrays to disk and organize them in directories...

I don't remember anyone mentioning MonetDB so here it is: http://monetdb.cwi.nl/

The answer was NO when I asked them recently.

Also, you can be within 4ms with Dorman, ZenFire and the CME so maybe I'll go with them instead. That's time from trade to confirmation.

I need to walk before I run. At this point I'm looking at colocating with Velocity. I can then connect to the TT FIX adapter over the LAN and get 20ms or less (I think, need to check). My ping time to Chicago is ~220ms so colocating should give me a huge leg up.

Is anyone running automated and colocated near the exchange? What kind of latency do you get and how much does it cost you to rent a server? Would you kindly PM me? Thanks, Joel

Is anyone running automated and colocated near the exchange? What kind of latency do you get and how much does it cost you to rent a server? Would you kindly PM me? Thanks, Joel

Folks, Is anyone profitable trading on EOD data? What data feed do you use then and how do you enter your orders? Thanks Joel

Is anyone colocating at the exchange? Using TT FIX? Leasing the server from Velocity? Please post or PM, I'm looking for your experience, positive or negative. Thanks in advance, Joel

I particularly like this idea! I have already blown away about 1/3 of my trading stake and I'm obviously looking for fun ways to blow the rest of it!

Why? I would love an explanation too!

Folks, Where would you go to trade 1-3k contracts monthly with very low number of contracts per trade in a 10-15k account? Thanks, Joel

How do you trade options afterhours?

Is that 20 contracts per ticket? Is anyone getting IB rates with ToS with a monthly contract minimum?

The earnings strategy of buying straddles and strangles seems to be working for me so I'll definitely stick to it. What I set out to do yesterday is put on a large number of small trades, one straddle or strangle per stock. What I realized is that even with the ToS desktop software I can...

The most effective exit strategy seems to be to sell at the open if there was an overnight gap and to sell 20-30 minutes after the opening otherwise. My QCMO and NFLX would have been winners if I had done so but no cigar. The other lesson is the large IV drop right after earnings. On LMT, for...

Overall, I bagged one winner for 10 losers. Apart from EBAY I have: BOT +1 STRANGLE MSFT 100 MAR 07 32.5/30 CALL/PUT @.93 ISE (.45 x .48) BOT +1 STRADDLE NFLX 100 MAR 07 22.5 CALL/PUT @3.30 ISE (1.75 x 1.55) BOT +1 STRADDLE F 100 MAR 07 8 CALL/PUT @1.03 ISE (.64 x .39) BOT +1...