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Quote from zmui: [presumably buy of DIA at 110.87] I use prophet.net chart. The time of the fill was at 1.27Pm 3/10/06. On my chart, the high of the bar starting at 2006-03-10 13:27 is, indeed, 110.87. Looking at T&S, at 13:27:34, AMEX printed 400 shares @ 110.87. At the time, INET's offer...

Red: Can you clarify which Thomson product you use? Their website is big and it's tough to find what a particular product is/costs. Is there an API available? Ticker limit? ECN books, pre-market, after-hours quotes. $300/month is relatively attractive, as I'm currently paying more than...

Quote from plugger: If you have a legitimate complaint, fine, something should be done. I think, though, it's still helpful to bring up an important issue like this and get it resolved, even if it doesn't currently affect you. Not only will it help others, but it might help you in the...

Did the order go dark blue on TWS? If so, I think the website is a red herring. It seems that, if these order types are not working yet, they should be rejected by TWS, not make the user think they are working.

Quote from plugger: How does this actually pose a problem to the original poster who does not trade overnight? It's been pointed out that this is a problem for others, who need to trade products that are open at that time (i.e. pretty much every significant futures market on the planet...

Ram: It would have been useful to include the account window snapshot (without the account number, of course). The Yahoo quotes are correct - the last trade was on CBOE for 1.05. AAPL hasn't been near $83 in two months, so the 8.30 price is obviously unreasonable (and not on the tape). IB...

Where are you getting your chart? Some show only the primary exchange. Some show others, but only at some times of day. Please give the exact date, time, size, price, and exchange that the fill occurred on.

I should mention that the (free) OHLCVx bars I get from Yahoo with AmiQuote contain unadjusted close values as well as their claim of a running adjusted value. It's just that their split, dividend, etc. data is not reliable.

Improve performance for generating audit trails in TWS. The performance degradation is very noticeable on a slower machine with only a few hundred orders. I suspect it currently forces (as much as possible) immediate writes to the audit file, which is understandable if you want the highest...

Add a setting: "SMART only for API orders for US stocks" To make sure one doesn't accidentally incur the non-SMART routing surcharge and/or cancel fees because of a software bug in one's app. Making a mistake like this just for a single day could add up to a significant amount of money. I...

Make sure the pass-through fees are accurate. If they mark up the ECN's rates or "accidentally" set them incorrectly, this greatly overshadows most current commission rates.

Quote from achilles28: Leverage proportionate to risk was already discussed. By me. So thanks for 'coming down' to my level and telling me what i already know... gay. Nice. The first sentence was a response to tomcole. The second was to some other posts that implied that an absolute...

Did anyone find a cheap solution to this? I recently spent way too much time auditing about 2 year's worth of captured data for only a few hundred stocks, collected from my trading app (via myTrack), AMEX, Yahoo, and Morningstar. It took forever, and I just gave up on some of them because of...

Or you have a low-variance, low-yield strategy that requires a lot of leverage to yield worthwhile gains. It's all about using the amount of leverage appropriate for the risk.

Quote from jimrockford: please clarify whether your positive comments about Zonealarm are based solely on your own experience, or have some statistical basis going beyond just one person. Myself, and a few other people. No statistical significance. However, I've used/followed the products...

It really depends on your broker, your specific order types, and which stocks (ETF vs. other). Most brokers do not keep up with the correct fee schedule, and there are all sorts of other issues (like total volume, specialist charges, intermediary charges, etc.). Start by searching for "fees" at...

Quote from MR.NBBO: A PC (or string of networked in-line computers), can attempt millions of brute force tries per second. Not if the system you're attempting to crack takes a while to respond. TWS seems to take between 1 and 2 seconds, so I used 1 second. Not to mention that, even if you...

I'm using ZASS 6.1.737 successfully on XP, and 5.5.094 on Win2K. There were a lot of problems with ZA* in the initial 6.* releases, but this latest one seems to have fixed them, at least if it's a fresh install and you have a reasonably vanilla installation (i.e. a new XP install). BTW, I...

Quote from nassau: I posted the post as is seems sometimes you get a faster response on ET. This particular thread, though, is supposed to be for suggestions. If it degenerates into an operational issue forum, it might not get the attention it's been getting from management.

Quote from MR.NBBO: An eight character maximum can be fairly easily hacked, how about 15-20+ character maximum. Can you help me understand how? With about 100 possible characters, an 8 char password is 1x10^16 combinations. Assuming a brute-force attack gets there an average of half-way...