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Having tried their API I must say that I would not try to make automated system with it. Mainly because that Java "gateway" TWS thingy must be runnning alongside with program using API. And at least to me, it was quite instable and required constant supervision. So, I'm in process of writing...

Latency trading is exploiting slight time variations of quotes coming from different sources. Works best on very fast moving markets. You cannot do that accidentally. There can be neglible differences on quotes between demo and real software, but none on execution quality that i'm aware of...

Personally, i don't think that key is alcohol production - or even hydrogen production. Not that adding alcohol to gasoline isn't good idea, but it is just that - just additive. Western world engines are just not equipped to run sole alcohol. Whatever fuel would be, it will need to be similar...

I'm under impression that MB SDK is Windows only, correct? That would not work for me.

I'd be happy to pay premium if such data were available via api. I do understand computational/bw issues regading that, but it seems limitations such as this one has been around for ages without any hint of ever going away. Regardless of techical advances it world has gone. I think my subject...

Is there any workaround for IB API "3-stock-only" market depth limitation? This completely jackass limitation really makes me crazy. Whole API thingy becomes useless because of that.

Fischer-Tropsch process for biowaste to produce synth. gasoline and diesel. No need for infrastructure changes. In time, genetically engineered algae might do the work (mainly hydrogen).

Oh, yes, all the time. And I happen to live in nearly communist country where trading is regarded almost as bad as dealing drugs. If i admit trading options all hell breaks lose... oh my those ignorant peasants... So i end up lying that i do someting utterly boring.

I have a bit different view of your problem. What if your loss of focus is because of your brain is just too bored of all that somewhat mechanical decision making process of trading? For me, trading can be tediously boring, hence my mind starts to wander and focus is all gone. I would try to...

I do have tendency for depression, and it is certainly something not to joke about. I have had few serious episodes, last one damn nearly killed me. It took nearly a year to somewhat recover. And to me, depression is like cancer of a mind - no matter how well one recovers, there is nagging...

Big picture might not be quite as simple as implied here. I believe that price of oil is just one (albeit large) variable in this equation. The key is dollar denomination of all assets; copper, zinc and what not. So, those non-us countries holding large deposits of dollars with booming...

No, I'm Finn. Even colder up here... But Estonian summers are indeed nice.

Not quite there yet, but perhaps in six months. How's Estonia working for you? <assuming you are from there>

Thank You RedManPlus for input, it was most interesting. Going Thompson would be good idea, but I don't think I have resources to do that just yet. I presume they use FIX protocol? Also I didn't spot european markets from their website. And to ids following question; I spotted alarming API...

I'm thinking to go on with IB, but i'm a bit confused with their documentation. This may be combination of lack of java skills and non-perfect english. But please, bear with me. At first, one can request simultaneously 100 lines of market data (with reqMktData)? How about level 2 data? Does...

Thank you, southamerica, for interesting articles. And by the way, in New Scientist magazine there were another interesting article about water crisis not too long ago. In my opinion all truly great advances in human societies evolution (and hence human evolution) involve usage of energy. For...

I'm planning to diversify my trading efforts to DAX (and possibly MDAX,SDAX and TexDAX) markets. But in order to do so, I'll need level 2 data from those markets. And in a way that I can feed that data to my UNIX/SQL backtesting/trading platform. It would be most useful to have access to...

Btw, it seems that cold front is migrating (again) from siberia to Nordpool area. Could be good time to get some electricity calls.

I don't have any data of Erik's trades and as such it is impossible to even suspect of foul play. However, Nordpool is very unique, perhaps a bit underdeveloped, market and it is possible to earn good profits without inside information.

Be cautious about nordpool trading, there has been some speculation that local energy producers manipulate prices. For example well placed "unexpected" plant/grid maintenance can cause havoc.