Recent content by AntiMatter

I'm looking for (ideally) 1 min OHLCV data for the FTSE 350 constituents for the last 3 years or so. I have been looking about, but the only quotes I can get are quite expensive (e.g. tickdata $34k, cqg $80k LOL). There must be an inexpensive provider for this data! Thanks!

everyone else as clueless as me then ;-) ?

Hi, I'm trading US equities on a day trading system that seems to be working out to plan for the last 1.5 years, with a very large sample size of trades. I'm currently using IB as my broker. In theory, the system should also work on UK shares, *if* I did not have to pay stamp duty. If I could...

Thanks for the input. You make some good points - I was also worried about the same potential issues. However, based on a good sample size of my real-life results, the slippage from IB REL orders is totally acceptable. However, when I implement it on my computer (e.g. using NinjaTrader...

Oh wow, thanks very much. I have actually been speaking to TradeStation support about this, who were very helpful... but failed to point this out. They just stated that "we do not offer primary peg orders with an offset, however we do have standard peg-mid and peg-best." Not sure if you could...

Hi, I'm currently making use of the IB order type "REL/Pegged to primary" on stocks: http://www.interactivebrokers.com/en/trading/orders/relative.php?ib_entity=llc This tracks the current bid/ask by a set offset. I would like to automate this function, as the rest of the strategy is...

bump one time..... anyone?

The opening auction provides the best prices for my strategy. I have attempted to enter the auction on IB using exchange:ARCA and order type of AUC. I have tried both limit and market orders. They always get cancelled at the market open. IB aren't being much help. Any ideas?