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I need to pay more to buy bid ask level subscription in order to download that level of historical data?

and IB does not have ask bid level data.

So I can only download historical data for the market that I pay subscription for the live feed data?

Last two trading days good luck

For example, if I want to backtest gold future, oil future, hang seng future, gold miner etf, I need to buy live data subscription of each market in IB?

any updated program or code?

I got the complete list of 3X etf from here: http://news.morningstar.com/etf/Lists/ETFReturns.html I copy and paste the data to excel. Filter by name contains the term "3x". 50 of these 3x etf has 3 years return. Average 21.1448% lose 60 of these 3x etf has 1 years return. Average 11.80% lose...

look at any day of dwti and uwti, their daily raise or drop percentage almost never match. Just today day close percentage, do they match? No. I just find out hole not long time ago and I do plan to short. I do not live in the world for like 1000 years and know everything. Can you find high...

pick like 10 3xetf and short all for months is not a bad strategy especially cut lose if one has strong trend against you in short term. Definitely much better chance than randomize buy index future raise or drop.

even just daily speaking it has a high percent of days not close to exactly 3x. It is pure their and game trap.

I dont know how many times we have told you that we are discussing the holding weeks to year case not day trade case. down98% from their highs over last four years means decay, not “unexpected result” like you said. Welcome to find a pair of 2x or 3x etf that raises together for a good amount...

Their official page shows they 100% hold future of specific month of oil future but I am not surprised if they trade option daily or somehow to achieve 3x daily. Anyway the decay may comes from the very detail of it and it is evil. I am not surprised they may even short both themselves by some...

uwti and dwti constructed from 100% of future.

but almost no one talk about it even it would not be traded in exxhange soon.

both uwti and dwti drop over 50% in a year, same kind decay for most of the 3x etf year over year. Can you find a pair of 3x etf that raise together, even not 50%, in a year? If you cannot find such an ”unexpected” result then in practical world most 3x etf just decay over time. It is real and...

both dwti and uwti drop around 50% in one year period, how can you explain it without using the decay?

surprisingly no one care

we are talking about holding the 3x etf for weeks to months or even over year, them there is decay as long as it doesnt go to one direcrion almost every day. The advantge is if it goes to one direction almost everyday it would be over 3x, even 4x is normal. Of course if you bid the wrong...

both are evil stuff

Interesting that the etf discount % has been daily increased/decreased a lot after this news is public.