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not surprising at all. this is because a lot of these tools are made by people who have little or no trading or algorithmic business experience. while they may be great coders they just don't understand the needs and come of with poor or confusing implementation. and the best guys are employed...

Excel is a single-threaded application. When you run a macro it freezes. The subscriptions with IB remain but if you have cells being updated their value will freeze until your macro has finished. so if your trade logic references these cells you could have issues, but the subcription itself...

I think one has to register as a dealer to qualify for rebates from ECNs is this correct? Are there any platforms that allow you to collect rebates for adding liquidity? e.g. I know interactive brokers matches some orders to ECNs through its 'SMART' technology but how can one qualify for...

I can understand that - BUT I'm looking at highly liquid atm options. e.g. take ATM options on ES - the same story as I've described on IB - i don't understand if the bar close price is the last traded price of that bar or not.

is that correct? really? so even though the quotes all wobbled up and down, no trade actually took place? so essentially, the bars are the trades? the close is the price of the trade at close of that bar? - i.e. if I traded near the close of that bar - is it fair to assume I would have...

So IB allows you to download data bars, e.g. 1min or 5min bars. I've been watching some option that's trading bid-ask 28.75-29.25 through the close of the bar. I then download the same bar, but on the downloaded data IB, the bar close is 28.50! ? can you explain this? how does that...

Where do i exactly find the times/sales of ES at cme/globex? thanks in advance

well if you have a bid-offer and regularly there is slippage then could it be the data feed is wrong? market order fill is immediate but the fill is regularly off what IB data is giving. so could this be due to poor data?

I trade relatively frequently based on some price levels and need 100% execution so can't use/risk limit orders. any suggestions/advice or thoughts with other brokers? really appreciate it. thanks

Hi I'm currently using IB. I've done some work looking at my execution and it looks like about 50% of the time there is a 0.25 point slippage (the difference between the price you are offered to trade and the final executed price). isn't this really bad? it could even be poor data feed...

Why don't you open an account with IB?

There are many ways to overcome this problem. for example the application can expose most of the variables on the form so the users configures it. for example a moving average - the user can input the number of period. same for any other variables or calculations. If it's intraday, again the...

do you have an account with IB? if the trading rule is simple I can build it for you.

at 1656. close above 1670? easiest trade of the year?

now you know why so many hedge funds who been in the business for decades closed down over the past year. this is no longer a free market. it's become a political tool. japan is down 10% in two days. they call it a CORRECTION!! europe is down 3-4% over the past two days. US almost flat...

this is a perfect clear indication that the top is in and we're now heaing south. and volatility generally picks up at top when it's taking a turn. so all the signs indicate we're going down from here. but then again no one really knows what the fishermen's plan are today.

it really is time to be short now. pretty clear fed's no 1 enemy are short speculators. the only way to stay short in this market is to do a Nitro - go on short and stay short forever. only that you might become insolvent if the rally continues. but I guess that's the only risk and...

I'm not saying I have 50yrs of experience or 7000 posts to make bets with people here. but it doesn't take much to figure this market has become very dangerous and is fallen apart. all you see is bunch of traders screaming buy-the-dip lol you really think you can make a career out of that? -yeah...

dude you sound really out of it. in a normal market, dow is down 100 points on some macro miss or gdp or some other bullshit. here we have the nikkie down 7% in ONE DAY and DOW is flat (actually very nicely in the green). europe was down about 2% across the board. just don't be...

holy mother of a cow... now putting your bet aside, if you didn't get the sarcasm of my OT then I really can't say no more. you think I'm long the index? be honest, how old are you? :confused: