IB Suggestions & Improvements
- Thread starter Babak
- Start date
I don't see how this could work. Most of the liquidity vanishes at 16:00. You really want them to just sweep the illiquid after-hours books to liquidate you? Not that I'm objecting, because I'll be one of the guys on the other side of those trades
I can see value in an exception for stock positions for which you've entered NYSE/AMEX market-on-close orders, though (and moving the cutoff to 15:51).
Quote from alanm:
I don't see how this could work. Most of the liquidity vanishes at 16:00. You really want them to just sweep the illiquid after-hours books to liquidate you? Not that I'm objecting, because I'll be one of the guys on the other side of those trades
I can see value in an exception for stock positions for which you've entered NYSE/AMEX market-on-close orders, though (and moving the cutoff to 15:51).
yes...
4pm EST.. thats how Tradestation does it and I plan to move all my futures trading money over there just because of that fact
Quote from alanm:
I don't see how this could work. Most of the liquidity vanishes at 16:00. You really want them to just sweep the illiquid after-hours books to liquidate you? Not that I'm objecting, because I'll be one of the guys on the other side of those trades
I can see value in an exception for stock positions for which you've entered NYSE/AMEX market-on-close orders, though (and moving the cutoff to 15:51).
This request makes sense mostly for futures traders. From 4pm-4:15pm, liquidity is still very good for eminis.
The latest NeoTicker integrated with IB on real-time data streaming, data collection, smart order placement, automatic system order routing, market depth display, etc.
On the other hand, the historical data request part, we've tested that extensively and notice multiple connections requesting data was not possible (upto their API 8.61) and when multiple clients connecting to TWS, each with their own request at the same time can cause disconnect and other odd behaviour on the rest of the connected clients. Thus we have to hold off the historical data support.
For the most common symbols like ES, NQ, indices, etc. we already have our own backfill going back 30 days for our clients with minute data and tick data, not time polled data - I think that works pretty well.
This backfill ability is standardized across all supported brokerage feeds, so no matter which brokerage you are using, the data will be available.
Since NeoTicker manage data locally on your computer, you can easily import historical data from various sources (including data from peer NeoTicker users) to extend the length of your historical data for specific symbols.
In short, we are trying to provide the best possible solution for our clients that can result in better usage experience.
Lawrence
On the other hand, the historical data request part, we've tested that extensively and notice multiple connections requesting data was not possible (upto their API 8.61) and when multiple clients connecting to TWS, each with their own request at the same time can cause disconnect and other odd behaviour on the rest of the connected clients. Thus we have to hold off the historical data support.
For the most common symbols like ES, NQ, indices, etc. we already have our own backfill going back 30 days for our clients with minute data and tick data, not time polled data - I think that works pretty well.
This backfill ability is standardized across all supported brokerage feeds, so no matter which brokerage you are using, the data will be available.
Since NeoTicker manage data locally on your computer, you can easily import historical data from various sources (including data from peer NeoTicker users) to extend the length of your historical data for specific symbols.
In short, we are trying to provide the best possible solution for our clients that can result in better usage experience.
Lawrence