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ICE/IPE Brent Crude
- Thread starter TGM
- Start date
Quote from ids:
rosy,
Could you please elaborate, "Unfortunately, ib doesn't count that as a spread and requires full margin"? We use SPAN and you must have very good spread margin. If you have a concrete example, please PM me.
understood. IPE doesn't recognize WTI/Brent futures spreads either i believe which affects span.
Quote from ids:
rosy,
Could you please elaborate, "Unfortunately, ib doesn't count that as a spread and requires full margin"? We use SPAN and you must have very good spread margin. If you have a concrete example, please PM me or just publish it here.
ids,
Your market depth data coming over the api is sometimes 5 deep and sometimes just one level ---and it goes out a lot--the depth just disapears for the bid or ask and is quite scary when in a position (the actual bid or ask is there in booktrader but for some reason the data coming over the api gets screwed up). My programmer posted something for you on the IB api forum. Have you seen this??