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  1. W

    Any good broker for market making??

    Equity only. Yes, both sides
  2. W

    Any good broker for market making??

    They simply say in email that they have a monitor to detect market marking strategy, which is not allowed.
  3. W

    Any good broker for market making??

    IB sent me an email saying they don't allow MM strategies. Is there any US stock broker that provides: * low or negative limit order execution fee * support frequently updating new order * better have a good API or web service Thanks!
  4. W

    [call for action] IB is forcing 2FA

    This is no longer available. Only options are the temporary cellular MSG which almost never work timely, or the sketchy mobile app.
  5. W

    [call for action] IB is forcing 2FA

    Well, I have experienced several outage this year: Gateway shuts off by itself 2 times lost of NBBO update while historical data is ok. If no 2FA required, all problems like above can be solved by automated monitoring and restart. Even providing a variety of 2FA methods can be helpful, not just...
  6. W

    [call for action] IB is forcing 2FA

    I just got an email from IB saying they are forcing everyone (no more opt out) to use their sketchy app to do 2FA when login in, even if only for automated trading. They claimed this won't be a burden because their trading platform can be set to restart and require login only once a week...
  7. W

    reliable split/dividend api

    Thanks for your suggestion.
  8. W

    reliable split/dividend api

    Yes, but I didn't see IB provide this data. Did I miss anything?
  9. W

    reliable split/dividend api

    Hi, does anyone know any reliable API for US stock split and dividend? The requirements are: 1. it should contains split/dividend history of past 10 years 2. new split/dividend events should be available at least a hour before market open on the same day 3. reliable enough for production use...
  10. W

    Bad idea?

    Some HFTs utilize maker orders to save on spread and commission. That's why most of their orders are canceled.
  11. W

    Writting an algorithm in C++

    Definitely possible and if you are familiar with c++ then why not stick with it.
  12. W

    Bad idea?

    There are some public strategies based on this. It's not logically bad. It really depends on the frequency and how your program does it, and of course, how profitable your backtest is.
  13. W

    New Coder Question

    You will find that eventually you will code it anyway.
  14. W

    stock fundamental data source

    Thanks. Looks like Finvis and macrotrends don't have API. morningstar API is only available for institutional customers... Crawling isn't an option since it may introduce maintenance headache.
  15. W

    stock fundamental data source

    Where can I find reliable fundamental data such as split/dividend history and live data? I see yahoo has it but not sure how reliable it is for production use since it's free... Thanks.
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