POLL...Best API for for IB order entry...

Discussion in 'Order Execution' started by Breakout, Sep 17, 2003.

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  1. Scientist, who am I to judge you. I understnd you. Thank you for clearng this up. Remember this is a public board and archived for years to come....we can come back and read this and laugh at ourselves.

    RESPECTFULLY,

    Michael B.




     
    #131     Dec 27, 2003
  2. taodr

    taodr

    Here's another update. Have been trying Ninja superdome the last few weeks and I love it so far.
     
    #132     Dec 27, 2003
  3. traderob

    traderob

    I have been trialing BUttontrader for almost a week.
    It is outstanding!
    I thought service was good with Ninjatrader but Robert(hoi) of BT is amazing. I am not even a paying customer, and he comes back to me within minutes of almost every question.
    His understanding of TWS is superb, so helpful.
    Using BT I feel like a pro (even though I am an amateur), it is fast and intuitive. I"ll try to find some faults but can't think of any yet. Maybe the price could be cheaper for the pro version :)
    Oh yeah the colors are more subdued than on NinjaT; I would like stronger color contrasts on the priceladder
     
    #133     Dec 30, 2003
  4. abogdan

    abogdan

    There is no such thing as "the best API". It either works or it doesn't!
     
    #134     Dec 30, 2003
  5. amtrak

    amtrak

    After daytrading stocks for a very short while with IB,
    using trailing stops by right-clicking a not-yet-transmitted order,
    I discovered (of necessity) that e-mini futures trading
    requires fast bracket order capability.

    I read the posts here to great advantage, and then tried:
    - Autotrader (very nice software but not intuitive or graphical);
    - BracketTrader (again very nice,
    but not friendly with more than one instrument);
    - FuturesTrader (very feature-rich but non-intuitive);
    - ButtonTrader (beautiful but $50/mo.,
    and the tick charts "excite me" into overtrading,
    while the vertical tape representation led to overtight stops);
    - ZeroLineTrader.

    ZeroLineTrader was an eye-opener --
    it takes the IB quote sheet,
    and adds all the required button functionality
    to one-click submit and manage bracket orders
    for multiple contracts and multiple instruments.

    There has been one further step in the evolution, though --
    when I saw ZeroLineTrader's minimalist set of function buttons.
    I realized that IB's order defaults and hotkeys
    could be combined to provide all the same functionality,
    in almost as few clicks, with only a few cryptic key combinations.

    So what I'm on now is:
    - separate order defaults for each instrument to set trailing stop offsets,
    with an order type of "market" to be used by the "Close" function;

    - hotkeys to adjust limit and aux prices (limit via home/insert or
    left/right arrows, aux via end/page-up or up/down arrows);

    - shortcuts for mouse left-clicks to sell-at-bid and buy-at-ask
    (with a trailing stop bracket order);

    - a shortcut to close the position (at market)
    after left-click in the Position field;

    - shortcuts to buy-at-last after shift+left-click on Last Price,
    and sell-at-last after alt+left-click on Last Price.

    And the little beastie of a configuration works slick.
     
    #135     Dec 30, 2003
  6. traderob

    traderob

    I just saw something on Esignal central, which was taken from a eurex handout. It might explain this?

    For those inquiring about Eurex's practice of "netting" or filtering, here's is an excerpt from a pdf they produce for data vendors entitled "Customer Guidelines". In the below excerpt, the term CEF stands for Consolidated Exchange Feed. PDF last updated November 2003.

    4.5 Eurex Netting Mechanism
    The Eurex data stream as well as the Eurex_US data stream is netted within the Eurex trading system. This helps to reduce the data load on the Eurex interface. Netted means that trade information (bid/ask as well as trades) is not disseminated completely, but filtered according to special netting rules.

    For that purpose there are two back-to-back mechanisms implemented within Eurex.

    Mechanism 1: Netting during price determination (within Matching Image)
    The matching image is the component within the Eurex system that handles the order book and generates trades. If there are many orders on one side of the order book (e.g. buy orders) with different price limits and one large order comes in on the other side (in this case a sell order) which matches these buy orders, the matching image will generate different trades with different prices (one for each limit covered by the incoming order), but it will send only one price information (the latest one within the matching process) to the broadcast image.

    Besides this newest price information, the best bid, best ask, total volume, high and low information will be updated.


    Mechanism 2: Netting Rule (within Broadcast Image)
    Eurex creates a netted message, sent by the Broadcast Image, at the end of a netting interval. This interval is currently configured to 1.4 seconds for the CEF Frankfurt environment. It may be further reduced. For CEF Chicago an interval of 1 second is planned. The Broadcast Image keeps a buffer for each listing. With each message coming in from the Matching Image, the buffer is updated, new information overrides old information. At the end of the netting interval, the current content of the buffer is disseminated (if updates were received).

    The Eurex Netting Mechanism may have the following effect visible to CEF customers:

    Messages may appear "lost"

    Only the last message in the queue is sent out. All others will not be sent out. It is likely that situations may occur where a Eurex trader enters a trade into the Eurex trading system and cannot see this trade on his vendor screen.

    The trade chronology of Eurex data will most likely be incomplete. The sum of all traded volumes will not equal the total traded volume disseminated by CEF.

    Since Eurex data is netted within the Eurex system, both Eurex members and vendors do not receive complete data from Eurex.
     
    #136     Jan 3, 2004
  7. fabrizio

    fabrizio


    ELITE I'm quoting my own post as A REMINDER for you.

    As you can see the future is here, those are not just API .
    Those are complex Software. Some of them deserve this status, and be included in your SOFTWARE/PLATFORM TRADING LIST .
     
    #137     Jan 6, 2004
  8. Hi All,

    I hate to repeat myself. This stuff as nothing to do with "API" whatsoever. This is typical for the general state of confusion that reigns with many ET posters. API stands for: "Application Programming Interface", a long standing term in software development.

    As some competent posters have pointed out, making money in markets depends to a great extent on discipline. I can't see how fuzzyheads could ever do this.

    nononsense
     
    #138     Jan 6, 2004
  9. fabrizio

    fabrizio

    Thank you for your specification about API.

    I will not call them anymore in such a Fashion. Thanks.

    But can you elaborate the second part of your message . I do not get the meaning.

    Thank you.
     
    #139     Jan 7, 2004
  10. Well, nononsense was referring to "fuzzyheads".

    "Fuzzy" means not clear, confused.

    Clearly, if you can't tell the difference between API and API plug-in, your definitions are, by definition, fuzzy.

    If you are fuzzy about a single definition, you might be prone to fuzziness and fuzzy in a lot of things.

    If you're fuzzy in a lot of things, you're a fuzzyhead.

    If you're a fuzzyhead, you will give your money to "clearheads".

    Comprende? :)
     
    #140     Jan 7, 2004
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