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TWS (895.3) still shows 5 deep for ES, NQ AND EMD. It shows 10 deep for YM, ZN and other 10 deep contracts. I opened a ticket on ES and NQ market depth on Monday and the ticket was just assigned to a rep today. Usual wait for IB to admit there is a problem and then maybe fix it.

What a truly bizarre response to my post. The word "perfect" does not even appear in my post and there is nothing in my post that even suggests that bots are perfect. It is nonsense to think that every bot is going to be doing the same thing. Each trader using a bot implements their own...

Please educate yourself on the basics of index futures premiums. http://www.indexarb.com/

Your trading history ??? The data is nothing more than the top of the order book (Level 1). Best bid with size, best offer with size and time and sales. Big deal, just a standard data set.

The 10 deep ES/NQ/EMD DOM started one week ago on 05/31/09. http://www.cmegroup.com/tools-information/lookups/advisories/market-data/Q2009-098.html

22% a month gross profit !!! Why aren't they running the world's most successful hedge fund? I don't see 22% a month claimed on the website. There are "results" for 5 full years listed and for the last full year the results are: "Below are the raw returns before commissions and fees...

I have never had a problem with TWS locking up at the open, but I do have a problem with TWS locking up when a DOM that has been running for a while is exited. TWS locks up and thrashes the disc for 60 to 120 seconds. After the disc thrashing is over TWS reconnects and works normally again. I...

High frequency trading bots are exciting only when they don't work properly. Step up your trading and your brokerage will love you. You appear to have missed my correction posts. So here it is again. I made a mistake in stating "High frequency trading is thousands of trades per hour. It...

Have you followed all the setup directions at http://www.quotetracker.com/help/ib.shtml ?

Yes, he probably would trade differently paying retail commissions. He does what works for him. If he can't maintain his focus he will not keep making big money. His style of trading does not work for me.

You sound like a very sensible trader. Having a trading strategy that matches your psychology is the way to trade. I wish you continued good trading.

Sorry, but my dear mother passed away years ago. I have never traded penny stocks. IB is my broker. High frequency capable bots are the future of electronic trading.

No, not really. I made a mistake in stating "High frequency trading is thousands of trades per hour. It should have been "High frequency trading systems are capable of thousands of trades per hour." My fault for being too focused on bottom up and not top down. The maximum frequency at which...

I see your point of view. I made a mistake in stating "High frequency trading is thousands of trades per hour. It should have been "High frequency trading systems are capable of thousands of trades per hour." My fault for being too focused on bottom up and not top down. The maximum frequency at...

Sorry, but I am not the idiot here. You quite obviously have no clue what automated traders are currently doing with high frequency trading of the ES, ZN and other futures contracts.

If you get crappy fills with IB then it is time to switch to another broker. Higher prices are better fills for short and sell orders.

Go to TWS and check your audit trail to make certain that you are using limit orders and the fill prices. Maybe QT is not using the IB API properly for limit orders. I have never been filled worse than the limit on a limit order.

Yes, OHLC is a bar chart. I can't help with TD Ameritrade data feed. Maybe your data feed doesn't have good $TICK data. Try going to a TD Ameritrade user forum and ask about it.

Try a bar chart and please tell us what data feed you are using. I use IB's data feed and NYSE:$TICK-NYSE works fine for me in QT.

You are seriously out of touch with the speed and frequency of modern trading. Professional trading firms colocate servers to reduce latencies by 10 or 20 milliseconds and are able to make multiple trades every 100 milliseconds. The Globex price matching engine is capable of matching a trade...