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Thanks, good resource :) Possible to get historical stock lists also like over last 10 years? Any source for that (Free ofcourse)? I guess CRSP might have that information on payment.

Sorry, but I am currently too busy with other projects. Once I get free with my current developmental projects, I am going to code something similar for myself. Then I can send it to you.

good question

ping - i asked 3 questions. hope at least one gets a reply :)

When you say simultaneous execution, are you planning to buy at ask and sell at bid at the same time across 4 different legs? If this is what you are trying to do then this is possible through IB - just use their API and write a macro to simultaneously send 4 orders across these 4 legs by...

First, Thanks for responding. The point that you have not addressed however is that Sundays Globex open, there is no one to pick phones and answer on chats. Please increase staff for this shift. This is a shortcoming in your support structure as of now, and I urge you to act on this aspect...

In my experience, HK office customer service agents have been more helpful than US agents.

Transfer some money to my account so that I can get over my one lots. LOL :D It is reputed, not reputable. Your English sucks! :D

interesting question. let us see if someone in the knowhow cares to reply!!

Steve, you are suggesting a round-about approach. Instead of directly using DDE worksheet provided by IB to get data in spreadsheet for further processing, you are suggesting capturing data through a VB/C# program and then streaming it into excel using NDde. I am wondering what benefits does...

why do you say work done by IB regarding both DDE and ActiveX worksheet is very poor? On the contrary, I find that those worksheets provide most of the basic functions that someone needs including passing quotes, orders, account level information etc. etc. It seems possible to build anything on...

Can you please clarify: 1) why is it a better approach to instantiate the ActiveX object using VBA rather than embedding the activex control in the worksheet? 2) what nasty bug are you referring to? Does it exist in office 2010? or has MSFT already released a patch for it? Thanks.

at the very least someone from IB should respond on this thread - as to why they were down and more importantly why they were not reachable by any means - chat or phone???? This is completely unacceptable behavior. IB is not a bucketshop - it is a reputed brokerage house. Having such outages...

ping

correct. must be an outage on globex then.

among index futures only YM is available. ES, NQ and EMD are down - no quotes for them.

I simply clicked on T&S window in IB and tried different options like displaying only trades or trades + bid ask size etc. I don't think selecting any of these different options can lead to re-ordering of trades that are printed in T&S. So, I think my display is not wrong.

I have not compared IB data with a true feed like IQ FEED or bloomberg. Primarily, I trade at 5 minute frequency, kind of few trades a day - so it doesn't matter to me if the ticks I get is not numbered properly. In future, I would go ahead and do a proper research on this aspect. Thanks for...

what technology do you use to transfer the data to excel? RTD, DDE? ActiveX?

Just like Money Never Sleeps, our J2EE also never stops!!!! LOL.