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:) An idea for the OP: you can record stats/metrics of your trading and especially slippage/missed volume, if there's intervention/mirroring, you'll notice these stats deteriorate.

Here it is different in a sense that the broker's employee doesn't need to empty anything, making visible actions, but he just needs to observe. Then replicate in his free time outside work. A free source of trading ideas. I get your point about stuff being regulated and audited, but I wouldn't...

I think the biggest threat are employees of the broker who have access to the trading data and can easily identify such profitable traders, reverse engineer and then mirror entries/exits on their own, taking away the liquidity the original trader counts on. Until proven otherwise, this...

Considering 2 parallel universes: 1. In one you take liquidity with a 100 shares lot 2. In another, at the same moment in time, with a 1000 lot. Would then the charts for the rest of the day: 1. Be the same (price will snap back) 2. In the universe 2 the chart will be shifted by the slippage...

Upgraded to the latest 9554i from previously working 9542a. The problem appeared again. The previous version has been working fine for a half a year. @Pete - IB, can you please look into this and fix it for good?

There is no audit. It manifests as openOrder() for the stop is not called back by the API. Only for the parent order. And the stop order is in fact not transmitted. Only the parent. Did you experience this problem in the past as outlined in the beginning of the thread, i.e. a year ago...

IB, this problem re-appeared again as of 24 March 2015: The stop order as part of the bracket is sometimes silently dropped by TWS, thus leaving the entire position without any protection. You fixed this last time (almost a year ago and it has been working since then). It seems your server...

When you select a company ticker in the TWS window, you can see instruments for that company, CFDs are among them (you need access to the CFD trading arranged in the account management). Then you can buy and sell CFDs instead of the real stock of the company. The way it all done underneath is...

Have you checked out share CFDs IB offers? They have more favorable margin requirements: http://ibkb.interactivebrokers.com/node/1912 As an alternative you can consider shorter holding time of your positions, as there will be less overlap, they will require less margin.

Yes, this seems to fix the problem, thanks, IB.

Yes, this seems to fix the problem, thanks, IB.

Ok, thanks, southall, this is a nice workaround to get at least the stop there. If anyone at IB cares to look at this, I'll add, that in my case it's several Gb of free memory, and I run it on 2 cores with minimal CPU load. The issue happens on both Windows and Linux.

Does anyone know a nice workaround for this, i.e. not inserting 300ms delays, but something else?

Yes, thanks for the prompt reply. The prob I described is similar to yours, but vice versa: the main is submitted, but a child is not. This way it's more dangerous as the main can easily get filled, without stop loss in place. BTW, I'm familiar with the problem you mentioned too :mad: This one...

Crossposting here, as likely more appropriate place. Short recap of the prob: while submitting a bracket order via TWS API (main with two children), one of the children (stop loss) is not submitted (stays in the Inactive state), but the main order is submitted and can be filled, leaving...

Want to bump the old thread. I'm having these problems and would like to know if a better solution was found. Short recap of the prob: submitting a bracket order (main with two children), one of the children (stop loss) is not submitted (stays in the Inactive state), but the main order is...

Ok, thanks, I'm thinking about 1000-2000 instruments at once. And all I need is European tick data, otherwise I could just use iqfeed. How's the API in general? Reasonably designed? Documented? Easy to work with?

Anyone using CQG API to get real-time tick data? Maybe you can then share: 1. How many symbols can be realistically simultaneously streamed through their API (I mean the API via the IC)? 2. Do they charge per symbol, or one can stream as many as needed and pay a fixed price (445 euro for...

Lescor, do you have own ideas or explanations of the underlying mechanics: why the price eventually went this or that way (e.g. what was the moving force, why participants behaved like this, what was their goal, etc.)? Or you don't bother with this and just trade what you see?

There can be a market regime change and your statistically proven "winning" pattern will cease working in one day. And you'll be losing gradually because of slippage and commissions (the pattern will lose its statistical significance).