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Tick data for FAZ contain ~170k+ records per trading day. Are you sure you want them all?

Futures for Pt and respective index don't grow as fast as PGM, what is the matter? Was PGM so undervalued a couple months ago or is it overvalued now?

Need data for stocks from different exchanges, actually traded with significant volume. List of stocks attached (txt file is CSV). Need 15min bars since 2000.

I need intraday data to backtest my strategy to expand trading on European markets. What source of historical intraday data (at least 15min bars) for European stocks would you advise? CQG is too expensive for me, are there anything more affordable?

Afraid you're wrong. I make only one call of ReqMktData per contract and "let the data flow". And even with empty tickPrice/tickSize handlers (no any actions to store provided by API quotes data) API pipe gets overloaded with error mentioned here...

Thanks a lot, I'll try to employ such trick. 2All: Also you may vote for or comment the suggestion http://www.interactivebrokers.com/en/general/poll/poll.php?sid=4611

Me too. I usually request 60-90 symbols. And when there are actively traded stocks in that requested list TWS fires the error "error_code=100, msg=Max rate of messages per second has been exceeded:50" 3 times and than stops quotes.

Actually I have no performance issues with my machine/robots: I'm running 3 robots connected to 3 TWS and they consume 3-4% of CPU each (and 5-7% for each instance of TWS). There are definitely problems with bandwidth of API - it fires errors like "too many messages per second" or something like...

I need to track today's hi-lo for 60-100 stocks. I use ReqMktData (...) routine to get real-time quotes (bid/ask/last and including hi-lo of the day), but for some stocks TWS floods too much messages of updating bid/ask thus overloading API pipe between TWS and my program. Is there a way to...

Goon - Panic www.youtube.com/watch?v=ezCtFeioXek www.youtube.com/watch?v=J0Y0ZivlxYo Everybody - SELL!!!))))))) (:entered short position yesterday)

Wow! It seems much more attractive than reverse conversion. Margin req for EFP is only 5% of stock value. And SSF spread is narrower. Just free $150 for each $450 of required margin on SHLD EFP. What the kind of borrowing costs are you talking about? I often borrow ample quantity of "Not...

Once (a couple months ago) i got 500 stocks or so of ARTC suddenly covered by broker (w/o any notice), that made my sold PUTs naked, but luckily the stock raised after it and I bought ITM PUT closing even greater profit than it would be possible in case of holding reverse conversion till expire...

Guess you are right, but i tried to short SHLD on other accounts and neither Penson, nor Merrill allow to short it:confused:

Thanks! My broker has more than 50000 SHLD available for borrowing. Nice chance to get almost riskfree $$ on selling conversions.

Who is Fast Eddie? Which one of them do you mean? How can conversions pump up earnings?

SHLD IV for december 90 puts significantly higher than for calls. I'm novice in options. Is it normal? In theory IV(put)=IV(call) and I can't find any info about SHLD dividends or smth that could pump the puts up. Are they going to do some trick that considered in put's prices?

It works! But no data for today

Yes, it seems all splits even for delisted stocks are present in their database, but only since 1997.

Thanks a lot for attached txt, i'll check whether has it complete info for delisted stocks and report here soon. 2trillenium: history "for a couple of years" is really not enough :(

I'm backtesting my trading system and use some price restrictions in it. To apply such restricitions correctly I need splits data, but I can't find it anywhere for delisted stocks. Could anybody recommend me free online source of such kind of data? Exactly things I need are: symbol, date...