"Dear Mr. Carver,
On this date 10 years ago, you opened your account with Interactive Brokers."
So let me see, 10 years ago I had resigned from my job with AHL a couple of weeks earlier, but I had negotiated an exit that involved me working half my gardening leave at reduced hours but with full pay; as I was not going to a competitior and it was felt the optics would be better if it was a more gradual transition. But I was taken off the fixed income desk and put in a corner; well that is an exaggeration, I was on a desk in amongst a bunch of empty desks that were being prepared for incoming staff whilst they were doing an office move. I had almost no idea what I wanted to do next, but I did fancy trading my own money in some automated way.
So I got myself an IB account, which I initially funded with some stock transferred from one of my wifes brokerage accounts (as I was earning big bucks as a hedge fund manager it made sense for tax reasons for her to own everything), and I bought a beat up old laptop. And the truth is although I never ever transferred any files or copied any code, I started working on my trading system whilst at the office. What a naughty boy I was; but I didn't have much else to do apart from some nebolous project involving interest rate regimes https://qoppac.blogspot.com/2018/02/cta-allocations-qe-meta-prediction-and.html, answering the ocassional question from my former team mates, planning my leaving drinks, and generally being a pain in the arse as someone is wont to do when they have nothing to lose and a major beef with the management.
I didn't actually go live until April the following year, partly to align with the tax year, and partly because it turned out to be quite a task to write a full stack trading system from scratch, even once I was doing it 'full time' when my gardening leave started in earnest in September. And as the cliche goes, the rest is history.
Well I no longer run that original system, which has now been supersed by psystemtrade (and I'm not sure I could even lay my hands on a copy), but certainly I probably still have some residual price data in my database that was originally collected not long after that account was opened and which I've subsequently copied across.
Anyway, it's still quite gobsmacking to think that it's been 10 years, just over 20% of my life...
Rob
On this date 10 years ago, you opened your account with Interactive Brokers."
So let me see, 10 years ago I had resigned from my job with AHL a couple of weeks earlier, but I had negotiated an exit that involved me working half my gardening leave at reduced hours but with full pay; as I was not going to a competitior and it was felt the optics would be better if it was a more gradual transition. But I was taken off the fixed income desk and put in a corner; well that is an exaggeration, I was on a desk in amongst a bunch of empty desks that were being prepared for incoming staff whilst they were doing an office move. I had almost no idea what I wanted to do next, but I did fancy trading my own money in some automated way.
So I got myself an IB account, which I initially funded with some stock transferred from one of my wifes brokerage accounts (as I was earning big bucks as a hedge fund manager it made sense for tax reasons for her to own everything), and I bought a beat up old laptop. And the truth is although I never ever transferred any files or copied any code, I started working on my trading system whilst at the office. What a naughty boy I was; but I didn't have much else to do apart from some nebolous project involving interest rate regimes https://qoppac.blogspot.com/2018/02/cta-allocations-qe-meta-prediction-and.html, answering the ocassional question from my former team mates, planning my leaving drinks, and generally being a pain in the arse as someone is wont to do when they have nothing to lose and a major beef with the management.
I didn't actually go live until April the following year, partly to align with the tax year, and partly because it turned out to be quite a task to write a full stack trading system from scratch, even once I was doing it 'full time' when my gardening leave started in earnest in September. And as the cliche goes, the rest is history.
Well I no longer run that original system, which has now been supersed by psystemtrade (and I'm not sure I could even lay my hands on a copy), but certainly I probably still have some residual price data in my database that was originally collected not long after that account was opened and which I've subsequently copied across.
Anyway, it's still quite gobsmacking to think that it's been 10 years, just over 20% of my life...
Rob
delayed bid\ask should be no problem, tick IDs for them are 66-delayed Bid, 67 delayed Ask, 68-delayed last, 75 delayed close, I process them exactly as regular ticks, as if I had a massive network delay