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  1. T

    Real time PNL in excel with Trader Workstation

    will try that tomorrow, thanks a lot!
  2. T

    Real time PNL in excel with Trader Workstation

    getting errors in hidden modules..
  3. T

    Real time PNL in excel with Trader Workstation

    and you manage over $1b? is there a way to get the xlsm password free?
  4. T

    Real time PNL in excel with Trader Workstation

    does your fund have a website?
  5. T

    Real time PNL in excel with Trader Workstation

    will give it a try, thanks. how much has your hedge fund make in the last years?
  6. T

    Real time PNL in excel with Trader Workstation

    using average price would not work for my calculations by the way, I want to realtime YTD pnl per fund or daily pnl
  7. T

    Real time PNL in excel with Trader Workstation

    Has anyone managed to get the real time PNL in Excel? I want to know what my pnl is after all the stocks open.
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    Where to find historical Open auction volume

    Hello, What would be the best place to 1 year of historical open price auction volume of about 120 US stocks? Thanks
  9. T

    How to speed up IB's DDE Excel file

    The only problem is that you would have to turn on the calculation to Automatic yourself. I cannot figure out where to place this code yet: Application.Calculation = xlCalculationAutomatic (at the above example it does not turn it on by itself)
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    How to speed up IB's DDE Excel file

    open VBA by pressing ALT + F11 go to Modules, uti then find this Function: Function rangeNameExists(ByVal rangeName As String) As Boolean Dim existingName As name rangeNameExists = False For Each existingName In ActiveWorkbook.Names If existingName.name = rangeName...
  11. T

    Best way to execute my pair orders

    Hello, I am looking for the best and secure way to execute my orders. I am trading a stock (for example BAC) vs. a basket of stocks (1 till 10 different kinds of stocks) First I want to make sure that the BAC gets fully executed and then I want the other 10 hedge orders to be placed...
  12. T

    IB order types: Pegged to Primary = Relative Orders?

    any updates on this matter?
  13. T

    Average pre market spread

    Ok, never mind I already don't need it anymore
  14. T

    total nyse imbalances

    I don't need it anymore, thanks anyway!
  15. T

    Regulatory vs. Informational Imbalance

    Never mind, thanks!
  16. T

    S&P future ES Tick data for sale

    This is not pirated data. Our company gathered the data ourselves. Thank you
  17. T

    S&P future ES Tick data for sale

    Yes, $166 for 120GB of trade and quote tick data with millisecond precision, don't think so...
  18. T

    S&P future ES Tick data for sale

    The data would at least cost 2000$ on a regular website. I do not know where you come up with such information. Unpacked the 4 contracts are about 120GB.
  19. T

    S&P future ES Tick data for sale

    from 1997 till 8-2011 trades and quotes SYMBOL,DATE,TIME,TYPE,TRADE,VOLUME,BID,BID SIZE,ASK,ASK SIZE ESH1,03/07/2011,13:05:54.577,Quote,,,1307.00,254,, ESH1,03/07/2011,13:05:54.588,Quote,,,1307.00,257,, ESH1,03/07/2011,13:05:54.600,Quote,,,1307.00,260...
  20. T

    S&P future ES Tick data for sale

    I have one file with the continues contract and 4 files with each contract separated (ESH,ESM,ESU,ESZ).
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