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Does any one know on which site can I find the G10's Nominal interest rates for august 2015? Thanks.

Hi. I represent a trading group already in institutional relationship with IB. We have yet to start trading through the firm and still in the process of adapting our systems to IB's API. would you care to answer a few basic question regarding mainly IB's routing process? thanks in advance Johnny

GLOBALARBTRADER - makes perfect sense and very similar indeed to what I did when writing the same code in EasyLanguage (TradeStation). Since new to IB brokerage in general and IB API in particular I'd like to pick your mind a bit more about the first point of getting updated and reliable MID...

1. calc MID price of a security - do I have to request top book data and calculate my own MID using BBO or is there a better method? 2. Daily P&L: = any profits (losses counted as negative profits) both for open position and closed, made since 09:00 AM TODAY till current point in time (so this...

Hello, I'm looking for the best method to get BID/ASK updates (prices and sizes) from IB API (java) to my strategy so I can calculate and track the MID price of the stock continuously. Any tips? is level 2 the only wayto do it or can I do it through market data request (tick)?

1245 thanks for the idea, that would be interesting. we are currently trying to test this on their simulator (which is rather sloppy imho). Is there anyone here with some IB API experience who can answer this question?

thank you everyone for you information. I want to make it clear that my question was regarding equities, NOT options. Now, we have been able to make a bid and an offer reside next to each other on the book, but being new to IB's API, we are confused by the lack of distinguishment between SELL...

Convexx - I hear you. Nevertheless, I just spoke with an IB representative to institutional client who told me he can't find any reason I couldn't do so. Also, the RMM rule only applies to NYSE and other physical floor exchanges, as far as I understand. Practically speaking, what's the...

Occam - I've already picked you up as someone who knows what's he talking about. I'm trading equities, mainly but not limited to, ETFs. I wouldn't say my algorithm is a classic marketmaker per se, as it does not play the add/remove liquidity and rebate pseudo-trading game, so I wouldn't...

Thank you Convexx. We have yet to transfer funds to IB but plan on openning an institutional account. To the best of your knowledge, inst' account are eligible to offer opposite/two side quotes?

Hi. We are importing our trading system from our current broker and technology provider (TradeStation) to Interactive Brokers using their Java API. The algorithm in question is a market-making/scalping type that quotes the market on both sides at all times. The general idea is two simultaneously...