Yes, that was the Silicon Valley Bank collapse causing a huge reversal in STIRs and more modest reversals elsewhere. I lost 10.3% in that decline,...
Go to https://fundseeder.com/trading-account/1246 Unfortunately, it only goes back to 2017 now.
Why? There's virtually no volume or open interest past the first 2 or 3 contract months.
I use IB's Adaptive Algo with the normal speed on both markets I have and do not have live quotes. My executions are normally between 0 and 120...
IB fixed it. TCA is working again. (If anyone uses it besides me.)
I heard back from IB. They looked into it and replied: "We have escalated this issue to our Development Team. Unfortunately we do not have an ETA...
TCA is still not working properly (I only see the top-level summary, but not the more detailed summaries or the transaction-level reports) and I...
I submitted a ticket, but I have never had much success with those. Also, letting @def know about this.
Does anyone else here use IB's Transaction Cost Analysis (TCA) on their website, available through "Other Reports"? For me, the Summary Analysis...
F1U and N1U, among other things, were delisted. https://www.cmegroup.com/notices/electronic-trading/2023/06/20230612.html#drefo
Also the six relatively new E-mini sector futures on CME:...
If I may request a few contracts on the CME: CBL Nature-Based Global Emissions Offset (NGO) CBL Global Emissions Offset (GEO) Dutch TTF Natural...
If you are willing to pay a little bit in margin interest for a short period of time, I'd suggest letting your system run without doing any...
Funny because about a week ago I was looking to add FMEA/M1MS and also FMJP/MXJPUS into my system but I noticed this issue. Since neither...
Asking for a "friend"?
Many instruments have low intraday margin requirements and higher overnight margin requirements. Could this be the cause?
I'm not sure it's the same situation, but VIX futures have weekly and monthly expirations that overlap. This is handled by setting the...
You can just look at the various trend/CTA trackers. 40in20out: -1.71% DBMF: -2.91% CTA: -3.71% KMLM -2.30%
Down 3.9% today. Losses come almost entirely from STIRs and short-dated bonds (twos and fives), with some extra losses in currencies and...
I also added code to tell me if IB changes the multiplier. I'm also adding code to make sure the multiplier * price is still about the same as...
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