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Yeah that wouldn't be rocket science to dynamically build an accumulation/distribution table keyed by unique ID if said ID never changes, even across multiple price levels, volume (which can be quickly aggregated), and time. It could even be flagged based on passive or aggressive fills.

Well I don't mean using the data to steal trading strategies - nothing like that. I mean identifying large orders/big players on certain instruments and keeping track of that as a form of a future tip off in either the instrument it was found in or other instruments. Just another vector...

Obfuscated how though? I'd imagine it's something that changes from session to session - otherwise one could fingerprint these unique id's over time and correlate them with major players.

There's definitely something screwy going on with far dated spreads. TWS thinks initial margin on a may18/jun18/jul18 butterfly is like 14k whereas something like jan17/feb17/mar17 is 1.1k. I wouldn't be surprised if this has something dumb to do with the underlying contracts not having a...

Try a dec/jun/dec one and see what it shows. It could be possible this is an IB "issue" which wouldn't surprise me in the least.

Seriously doubt one needs a "workstation class" laptop for automated trading unless you're computing genome sequences and dna helixes as part of your strategy. Modern CPUs have an immense amount of computational power and you should profile your automation first.

There's something up with the attitude of the developers. Quite frankly I think they must be a bunch of bull-headed Russians or something because I find it impossible to get anything handled unless you can outright prove it 100% up front it's their problem. Anything else is pushed back on the...

Yet another thread designed to get everyone to pay attention to surf. Seek help for the NPD, man, because these noisemaker threads (stops suck, TA sucks, hail mary SHAK calls, etc) are getting old.

BTW you realize if he's using a Roth IRA he's laughing all the way to the bank right? :-)

They don't; that is, they don't gain an edge via latency arbitrage specifically.

Total loophole. Kill it.

Yep typical IB weekend maintenance is all.

It's not synthetic data - read the description on the site. They're real charts.

Not specifically that model but it's a bit like changing oil on a car, all cars take the same standard approach but minor details vary. Take the card out of the computer, find out how to get the fan shroud off the card itself (there will be some kind of clips, and potentially small screws...

Fan clogged with dust and most likely heat sink for GPU clogged with dust. This happens when the heat sink fins get dust lodged between them. The GPU then can't be cooled effectively and triggers the fan controller on the board to speed up because it's running hotter overall. Take the card out...

Chart game is cool but a major problem with it is the total lack of context and CONTEXT but with the instrument and market environment is important.

And we have a winner. Guys the reason the "mean reversion" against an SMA method works is simply because the market is trending and trending markets almost always have rotations, retracements, and continuations within the trend itself. The SMA is simply **reflecting** that. The fact that the...

50% away? Dude if the trade is going that far out without stops then *thats a big problem anyway*. Just because it eventually recovers does not mean that's sane trading and "stops suck." *This*

See this is another sign of a likely reversal - bears I know here are throwing in the towel thinking NQ is back to 5k. Look guys, we just need that last hurrah and we're not through with it yet. In all truth you might not even get that total blow off top (just look back in mid-2015 where it was...

So anyone happen to try the latest version of TWS and see if any of these multi-leg combo issues have been fixed? I'm considering it myself but wanted to check with others first.