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Don't assume she actually figured out and placed those transactions herself. She is, after all, a former teacher. When you join the club of political elites all sorts of opportunities become available to you. More likely someone else is trading for her in her account. A very common...

As a contractor I wouldn't think you'd care how many re-writes you did as long as you got paid for every hour you worked.

I predict this thread will be moved to Chit Chat any time now.

Heh. I just backtested the WR2 and IBS systems since they were very simple to code and I hadn't heard of them before. Kind of amazing. Both have 68% win rates, and positive expectancy.

Yes, bring on the Ministry of Truth!

Jeez conduit you sound like a recent college grad in search of "safe spaces" and "trigger warnings"

It's like the Hotel California. :D

BWB = broken wing butterfly I know about the fees but they're lumped in with commission on the statement.

I trade SPX BWBs so I get hit with the CBOE fees, etc. That $0.70/contract figure ropes them in but isn't the whole story. Effective commission is $1.22/contract for me on a 6-lot BWB IB commission = 0.70 CBOE exchange fee = 0.44 US regulatory fee = 0.04 OCC clearing fee = 0.04 Total = 1.22

Yes there is. Create an std:map keyed by strike (i.e. the "first" of the pair). Create a struct that contains the bid/ask/last for call and put (the "second" of the pair). Subscribe to the tick data for all the calls and puts for all the strikes for the desired expiry. I can assure you that...

Not to be a pain but why do you feel you need 9.72 as opposed to 9.71? What new features does it bring you that you need?

On top of this, there's the underlying presumption that you've somehow stumbled onto the Holy Grail. My experience in looking at other peoples' "amazing" strategies is that they're NOT. There's nothing new under the sun, especially in the trading systems world. There's nothing worth...

I strongly advise using this excellent C++ wrapper for the TWS API: https://github.com/JanBoonen/TwsApiCpp

Snapshot data is limited to 100 tickers. Just use non-snapshot data and maintain the latest values in a data structure that updated by the tick callbacks.

Your biggest risk at this point is that you've been lucky and think you've found the Holy Grail. Nov 5 2015 - Feb 3 2016 is not a long period of time and does not cover every possible market condition. If you think your system has legs why not forward test in demo or even better live with 1...

That's not true. IB's tick data is consolidated ever 200-300 milliseconds. To OP: It sounds like you want to build new bars in real time. While it's true that ticks don't have timestamps you just have to use your server's time. Just make sure your time is frequently synchronized with one of...

No

INB4 World of Warcraft. INB4 World of Warcraft :D

Microsoft's Triple-A credit under review at Moody's after LinkedIn acquisition Actually classmates.com is a far worse spam-a-thon but I know what you mean. That said, I've found linkedin useful during job searches for working my network.

It's all over the interwebs. It's believed to be a surge in Chinese interest in BTC as a way to bypass capital controls.