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truer words were never spoken.

not sure why anybody would protest your contribution, rosy. the framework is helpful. can people please post what version of tws / gateway they're using, their version of ibpy, and the repositories they used to get them. i can't seem to get an older version of ibpy to work.

don't make me laugh. https://www.interactivebrokers.com/Universal/servlet/Registration.formSampleView?ad=order_routing_disclosure.html ib receives payment for order flow. any idea why someone would be willing to pay for orders ... any idea at all?

what he means is that smart routing will look to fill your order if it's marketable at the best price (their claim, not mine). if it doesn't execute, they'll park it somewhere, hand it to their market making arm, and mug you when shares trade through you on any other exchange. payment for...

it's coded, been running for years. it's relatively high frequency (thousands of modifies daily). i would like to improve it -- port it to a framework that's faster, more stable, more productive.

i believe a lot are stuck here. things work, but aren't optimal; rebuilding is a monster project with what appears to be limited payoff. i wasted a lot of time working with linux, sql, and the trading shim -- what seemed like a simple command line interface for ib's api -- was nearly...

you should include modify (a resubmit) and cancel examples for completeness.

your gui is strategy dependent. do you have a working orders display window? in the window, can you manually manipulate your orders? do you have run and stop buttons? do you have specific order cancel and modify buttons? building a generic gui to simply run an algo is easy enough. i...

any word on this pocket? i see this crap daily in my executions -- most posted execution times are a total fraud. they rip clients on fake exchanges then hit the market makers on other markets -- stealing the trade and stealing from clients. i see this day in and day out.

a question for api users, especially those using the gateway instead of tws. what kind of front end do you use for your applications? excel is so easy -- gives you a lot for free. is there anything already built, anything out of the box, any simple development ideas, AND would anybody be...

rather than looking for a location of change, why not find the link via symbol / side / etc? the setlinkondata can be fine tuned with a lot of precision.

i trade live via excel daily -- have for many years -- and i don't see the delay you're talking about. you're a lot more likely to be slowed by ib risk checks, your hardware, and your network connection than excel.

excel IS liberating. i'll never understand the need to change something that works for the sake of "speed". are you going to beat getco to the fill? you're better off upgrading ram and network connection than rewriting something that already works. useful high level languages to learn...

netflix?

sub-penny trading is the biggest problem in the market. assholes lean on guys taking risk to "price improve" and steal the trade. how does speed throttling prevent this?

throttling's fine. most exchanges exist for big brokerage to pick off client orders, so lose them. on a meaningfully united marketplace, ban sub-min-increment trading. this solves most of the problems.

use the activex/excel page for positions in the morning, collect opening day positions to insert in system, then use ONLY ats state positions (incrementing and decrementing during the day on fills, not querying ib server). if you have accurate updated positions, set up a vba clock in your main...

could you add some sort of email writer to that class? i'd love to know when one of your users is about to run that.

i can think of no bigger waste of time and resources than attempting to compete with the big boys on speed / latency.

my data's stored in flat files (csv) indexed sensible for fast(ish) reads. my analysis is done with python, kicking out data parameters for use daily with excel. in excel, i run on tick events, have watch "it" run tens of millions of times a trading session, but governed down to 10-20k runs...