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I trade with both, TS since 2005, IB since 2007 I have to say that overall IB is better: better DATA QUALITY( TS is awful for this ), better commissions, access to every possible exchange in the world, they don't make money on datas, an API, an universal account... Problem is IB has no real...

I understand this point for high volume instruments like ES( unbelievable we haven't heard of ES traders getting fined on ET???:confused: ), but if you take a look at ZQ back months, you will know that Daal didn't made the whole ZQ complex freeze with 13 cancels in 30 min or so...LOL

What does AustinP sell?

OK thanks a lot

Hello, I've never traded nasdaq nor US stocks so don't flame me please...LOL. For any given nasdaq equities, is there something like a main book like NYSE OpenBook? What is Nasdaq TotalView? For most nasdaq stocks, what is the ECN, book that gets the most volume? ARCA? What is the ECN...

Heavyhitter78, AustinP, Anekdoten( I believe him ). There was also Chauncey1 that posted for a while in 2007 with impressive numbers and spooztop making 1 to 3 K per day on ES with great consistency... Currently, F d'Anconia seems good too. I agree that equity guys have a better...

Not at all, he doesn't want to pay the spread. He's right to do that on a slow moving illliquid instrument.

Message is an order submission, cancellation, size change... that you send to CME

I had the same exact problem with an automated bot on an other instrument about two weeks ago: http://www.elitetrader.com/vb/showthread.php?s=&threadid=143194 I was doing 130 cancelled/1 filled on a 50/1 instrument. It's not CME but IB that is warning you that CME can fine you for this. IB...

I have a question: How long do you have to trade successfully to be considered profitable?

Sorry, I meant on european trading hours. I am in Europe as well but trade ZG and GC... It seems it is less volatile than in US hours. I made a quick study on charts and found 6-7 occurences of those in the last year. It seems most spikes, due to illiquid market orders or Europe moving are...

Hello, A big spike of about 8 $ just occured on GC and ZG. Does that kind of spike often happens on gold after hours? Thanks.

No need for CFTC, this guy will "implode" in no time writing a longer, more senseless post than usual, leaving a black hole similar to what the particle accelerator in Geneva was supposed to create.

Spanish, please continue posting your gains, nobody cares about losses...You're just so predictable.

Mine is a lucky story... I started trading my domestic( France ) stock market in late 2002 while I was in my second year at college. I made like 60 % return in the first year on 5K( I didn't used stops, short selling and it was 2003...LOL). I was the king with my cell phone bullshit alerts at...

Rosy, I find most of your posts interesting, especially reagarding automation, but how does it come you are so negative about trading profitability, retail winners...? Saying that there are just 5 profitable traders on this board is pure non sense... There are more posting on the P§L thread...

A calendar spread market with a distinct order book from the 2 outright expiry markets. I believe that if you use Combo legs in TWS API to buy a spread, they give you the further expiry ask minus front month bid instead of the "real exchange calendat spread"( LOL ) ask. Capiche?:)

Thanks a lot TraderTX, That was my point, there are no distinct order book for intercommodity spreads. It is harder to make a market when you have to leg in, although I understand it can be done with dedicated software.

Hello, I think I 've already posted this one time before, but does someone know if we can get futures calendar spreads quotes on TWS API( excel )? I am talking about the real exchange calendar spread market and not the combination of expiry( like I think we get using "combo legs" to get...

WRONG. -Both systems will have profitable and unprofitable periods. At the time you switch, the initial can become profitable. - You don't take commissions and slipage( if any ) into account, both opposite systems can be net losers in the end.