Hm. I'll check it out. What API does NT use to access TDA? Is it something limited only to NT and not available to the public?
What about TOS option spread execution is troubling? I've used them before with no issues. I currently have a TOS account and am relatively...
Margin.
... If Thinkorswim just had an API. So, I've been trying to use the IB API to develop a simple automated trading strategy. Technically, it works....
Perfect. Thank you for your help. Much appreciated!
Thanks for the info. That's great to know. Yes, I'm not worried about late trades being recorded and therefore influencing the settlement price....
I have a question about SPX options settlement risk for PM-settled weeklies (not AM-settled). Specifically, if I'm buying spreads (say a bull...
No offense taken. I think we're all in agreement, and I think you're probably right about risk and compliance, though having to have your program...
I don't think anybody is sitting around and waiting. I'm certainly not. Nor am I complaining. The initial question asked in this thread is...
Yes, the source is there and one could reverse engineer the wire protocol from that, but then you're left trying to track protocol changes, etc....
As I said in my post, earlier, I was just spitballing with REST. A trading API doesn't need to use REST. It could easily open up a persistent...
Since it's your money, I say "Go for it!" It'll be an epic story either way.
If I had a nickel for every Black Monday prediction I've seen land in the trash can a week later, I'd have no fear of going broke when Black...
IMO, they should not have created language-specific libraries at all, or at least not to the exclusion of an open wire protocol of some sort. If...
Actually, in the NFL, the recent kerfuffles all seem to be about players hitting their wives. I think I'll leave it there, though. I know when I'm...
Heh. For what it's worth, if I remember it correctly, the statistics actually show that NFL players are more likely to suffer large injuries. The...
Questions: 1. Have you traded your system successfully for a while? 2. Have you backtested it and performed other tests to ensure that you aren't...
Thanks, globalarbtrader. Agreed on diversification, but I don't want to size my portfolio for the black swan worst case, either. Honestly, if...
Hmm... OK. Gotta do more reading about Euro vs. American options then. It was my understanding that VIX options didn't behave the same as you...
At first, I thought that was true, but look at the data from 9/11. It was a 9.92 point VIX shock (31%), but the SP500 only went from 1092 on Sept...
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