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The willful choice to charge by firm and not by user reveals the complete corruption of the regulatory agencies. It is absolutely designed to discriminate against individual algorithmic traders, indeed to keep them out of the market entirely.

This is a *great* offer. Since stops are held server-side, one test will be to see if AMP's servers do a decent job with them.

TWS requires daily resets and this is an even bigger problem for an ATS than the slower speed of trades routed thru TWS compared with IBG.

Gateway is a truly tremendous product but you should reset it roughly weekly if you trade a lot due to a weird technical issue where it can stop receiving trade confirmations. As for using TWS in a second PC, this is not possible without a second child account which must pay (again) for any...

You claim "free" a 30-day demo (X-Trader)? You claim "free" for the CQG Trader and API? I've contacted you and you deny having any special pricing on the CQG API, which costs over $1000/month to trade in.

I'm trying to give CQG the benefit of the doubt here (I'm not sure why, though) but I'm having overnight disconnects whether I am logged in at work or at home. CQG has a different story each time, always blaming a "network connection" despite the fact we have multiply-redundant fiber at work and...

IB holds all stops on orders on their servers, and watches the markets then executes them for you as situations warrant. You can be disconnected from IB and this does not affect things at all.

You know more than I do- I was not aware you could go back and add in a stop-loss on a combo. The profit-taker, sure, as a simple LMT order. But not the stops. Thanks- it's helpful.

jtrader33- If I put in an MOC and I wish to assign stops based on returns, say Buy the Combo and Stop-Loss at $20 loss, then in TWS I would enter the MOC Buy but not know what the Buy price minus $20 was. TWS makes me enter that price, not the $20. Anyway, the OP can easily define a Combo in...

Apology I stand corrected. Nonetheless, the stops must be given as absolute prices, not offsets, so the notion of modifying the stops once the order executes (and the market price is revealed) still holds.

IB doesn't actually support a Market Order with Stops. But Excel can know the Limit Price to within some cents or so and the order can be entered as a Limit Order at some cents below what Excel shows then the stops can be modified based on the fill price if precision is desired.

skype is the only one that lets you share binary files. those of us who write software need this. google's big brothet BS gets old fast

Good stuff, Rob. Appreciate the service you are providing here and wish you and your firm well.

Fascinating. Theoretically, not waiting for a pushed-out market data feed would reduce latency, but few servers in the real-world offer performance for each client at the same pace as a high-end workstation. And there is the whole issue of confidences and privacy.

Thank you for your reply. 95%+ futures- some option daytrading by hand. I'm also 95% automated but need charting for the other 5%. My automation also needs accurate position checks to verify order status and to net trades properly. TT seems very fast, indeed. Ideal for 100% automation perhaps...

Investing.com has only 15-second delayed data.

Hi, On our desk, some of the guys use CQG IC and some TT Pro. The TT feels fast but the software is very thin and primitive (bogus position accounting, no historical data/charts). The CQG seems responsive but I realize they have a bad rep in terms of episodic failures of their feed. Is anyone...

The most important fact in here for any lurkers is Parallels is a superb, flawless piece of software that lets metrosexuals(*) truly have the best of both worlds. * only people who will freely pay twice as much for a Mac as a comparable PC

Thank you, Dom. In general, I've been pleased with IB, incl. a lack of obvious latency, certainly for trading by hand using TWS. Only very rarely do I not get the price I "click" on in a Market Order-type trade. And when this happens I often attribute it to being "front run," not latency...

(apologies for my intrusion) Trading via a compiled Visual C++ executable, on Windows 7 , via the IB Gateway. Dedicated PC. FiOS broadband. Trading in the Crude Oil stats release on Wednesday Algorithm tested and works fine during "routine" trading. But on this event, it refuses to trade...