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It seems the regulators are doing anything in their power to make sure their algo-buds make a profit. Pretty ridiculous.

I don't know about Windows 10, but in Windows 7 I think you could do this by typing "msconfig" in the Run box, clicking on the Startup tab, and then disabling the TWS Checker there.

CME Order Types Just reading this page: it seems like in the case for CME futures that stop orders could be native if your broker submits them properly.

Total conjecture here, but since stop orders are changed into stop-limit orders by the CME (with a wide band limit price), there should be time priority but no order type priority. So: 1. Market 2. Limit 3. Whichever order gets processed by CME first

I am not going to be able to answer your question but I think the way you asked it is confusing. So to clarify, you are saying that you enter those stop orders and they are *not* marketable at the time you entered them. And then later in time they become marketable (because the price goes...

Well it is only bad when it is not one of Icahn's companies doing the inversion.

Thanks for the link. I found the end of the story to be illuminating in how the US government reacted to the cornering of the onion market. Typical stupid and short-sighted behavior by our representatives.

Fed officials need to be jailed due to crimes against humanity and not letting capitalism work (i.e., letting businesses fail). Just curious, which bond instruments in the world can I short that give negative yield (i.e., pay me to be short)? Seems like the best trade in this history of mankind.

I guess it depends on your outlook. If you think that jailing Martha Stewart was good for the retail trader or if you think spoofing is bad, then I guess you have a point. Personally, I think spoofing is fine - anything that leads to HFT losses is great in my book.

Considering how every decision they have made in the past two decades seems to have hurt the retail trader, I'd rather they just watch porn.

You also must consider which market you are trading and what hours it trades. For example, a stock such as AAPL might have an earnings report after the market closes but it is still trading in "afterhours" trading. So the prices may be more continuous if you look at the complete record of trades...

Reports --> Activities --> Flex Queries I looked at past files that I have generated and dividend activity shows up under CTRN tags (for cash transactions). Again, you'd need to parse the results for what you want.

Probably not what you want, but if you look up in the Tax Forms section there should be a Dividend Summary for the previous year. If you want the current year, not sure. It might be possible to generate a Flex statement with just dividend activity for the year, but I think you'll still have to...

Already tried and failed: https://en.wikipedia.org/wiki/Swedish_financial_transaction_tax

If VXX doubles overnight, wouldn't UVXY theoretically quadruple overnight (i.e., 16% x 4= 64% exposure)? Is my math wrong?

Suppose VXX doubles overnight, then your 16% short UVXY position becomes a 96% short position. Unlikely, but definitely in the realm of possibility. Maybe IB has extreme cases built into volatility products? A "solution" might be to hold your UVXY position at another brokerage.

I don't really understand your question. But I will try to answer it anyway. You can test against years of intraday data at QuantConnect or Quantopian (for free), but you can't download that same data (it goes against their terms of service, plus they make it impossible to do so).

There is a possibility that IB made a mistake in their algorithm. What did they say when you contacted them?

Probably not what you want, but maybe look at QuantConnect or Quantopian. You won't be able to "see" the data directly, but maybe you could run backtests on what you want pretty easily.

Yes I have this problem. I personally think Baron is forcing us to monitor ET 24 hours a day in order to follow these ultra-important threads.