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thank you guys, Comintel seems to be right - if you rout directly this will be executed as exchange spread.

Hi all, sorry if this has been answered before - I didn't find it in this forum yet: How can one trade the commodity spreads in Interactive Brokers? For example I want to trade the actual CLH3-CLZ3 spread contract as it is provided by the CME, as opposed to manually create the spread...

How is the rally around the facebook IPO working out for you?

Rol, any chance you gonna get back to your old strategy? It seemed very interesting and I loved the fact that you meticulously kept records and provided weekly stats - would be great to see that again. As for dip buying, I would recommend to include canadian stocks as well - it works...

don't you get an order rate problem? It looks to me like you're sending an awful amount of orders, but will probably be only executed on a portion of it each day. If you're with IB, they would block your account if your execution vs order rate is less than 10%

Hey! Just discovered this thread. Looks very interesting. How has your strategy performed over the last months? You still actively trading it?

would be great if there would be an adequate answer to this thread..

May I ask why all of you are using pegged orders? It seems that IB doesn't allow for negatively pegged orders, so I only see a marginal advantage here. Which leads me to my actual questions: 1) Which broker provides negatively pegged orders? 2) Is it possible to have more than 100 algos...

any news? how is the current market environment affecting your strategy?

Hey Rol, how is your day? as bad as mine? It's always nicer to suffer together ;)

Rol, how was the performance for you for the 11th and 12th? nice journal btw