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<10ms from FIOS in NYC. not sure if it's good enough for IB. Is <1ms at IB useful?

you need to give an exact definition of "TREND" first.

I longed roughtly 1M usd with half AUD, half EUR. IB charges couple hundred per week. how does this calculated? Meanwhile, I noticed my Account summary tab from TWS is not so accurate and realtime. Net liquidation value changed to some old value hours ago, and changed back after a while. The avg...

http://www.cmegroup.com/trading/equity-index/us-index/e-mini-nasdaq-100_contractSpecs_options.html forgot NQ options settle with /NQ close price at 04:15 or 5:15 or 4:00 pm EST? many thanks,

with 10/10 pips tp/sl, I think 0.5pip + $5/$10($10 per pip for 100K), which is 1 pip cost, it's still possible to do it.

Hi, I am writing a forex scalping program with IB POSIX C++ API, there is one question: I need to submit one parent order and attach one trailing stop order and one profit taking order. parent order is market order as I don't want to miss any opportunity, filling as fast as need. but...

Hi, I am writing a forex scalping program with IB POSIX C++ API, there is one question: I need to submit one parent order and attach one trailing stop order and one profit taking order. parent order is market order as I don't want to miss any opportunity, filling as fast as need...

ZC K-N SPREAD, AVG cost around 0. now it's 6, should I cut loss? or still hold it? and suggestion? thank you, I sold K2, bought N2

thanks, I figured out the first question myself by trying some combinations. still no clue about second one. order_parent.totalQuantity = totalQuantity; order_parent.orderType = "MKT"; if(action == "BUY"){ order_parent.action = "BUY"; order_stoploss.action...

m_pClient->placeOrder(m_orderId, m_contract, order_parent); m_pClient->placeOrder(m_orderId + 1, m_contract, order_stoploss); m_pClient->placeOrder(m_orderId + 2, m_contract, order_profittaking); trying to make a MKT parent order, and two child orders, one sl with STP type, one tp with...

Yes, for futures, it's not that regulated, see? ESM1 = makeFutContract('ES', 'GLOBEX', '20110617') NQM1 = makeFutContract('NQ', 'GLOBEX', '20110617') YMM1 = makeFutContract('YM', 'ECBOT', '201106')

pretty sure that expiration date could be YYYYMMDD

you made one point, I didn't say that one should try a startup with that type. But indeed, there is a list of electronic market markers out there which are in the same level of Getco, like knight cap?

if he pays no exchange fee which is majority of commission for ES, then it's doable, but it costs million dollars at least to get a seat.

far from enough if you do a market maker type HFT.

OCA, read all supported order types documentation since you came to this level. But I don't think it's not that easy to do such scalping this way, it's very tricky to set up an optimal stop loss order. I think it will often be taken advantage of by market markers as they can identify such...

Type: STK should be OPT

far less attractive than you might think. little liquidity + great bid/ask spread.

TAO, really illiquid

what a joke. check the liquidity of the whole options market.