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Search: Posts Made By: baywolf
Forum: Commodities April 27th, 2020, 02:17 PM
Replies: 260
Views: 55,776
Posted By baywolf
I know this is too late for those caught long CL...

I know this is too late for those caught long CL may in TWS, but I did notice the contract stop printing when it went negative, but I also saw the native calendar spreads, as well as native...
Forum: Treasury Notes and Bonds February 7th, 2019, 02:54 PM
Replies: 4
Views: 3,269
Posted By baywolf
I don't know of any COTS based solution. But...

I don't know of any COTS based solution. But unless you are overfilling to capture a portion of pro-rata matching, I think you can assume you only get filled when the price level clears. For...
Forum: TradeStation October 4th, 2018, 02:03 AM
Replies: 12
Views: 5,266
Posted By baywolf
I started off with TS back in 2007 doing multiple...

I started off with TS back in 2007 doing multiple pair-trades in equities, then switched over to multicharts doing the same, but in the middle of the craziness. Around 2009 I moved to IB + NT +...
Forum: Options September 13th, 2018, 01:52 AM
Replies: 10
Views: 2,846
Posted By baywolf
FWIW, I wrote something that snapshots the full...

FWIW, I wrote something that snapshots the full options term structure for SPX components, three times a day (morning , lunch, and closing). I only have a months worth of data, but the skew change...
Forum: Options August 21st, 2018, 04:12 PM
Replies: 10
Views: 2,846
Posted By baywolf
Do you need intraday snapshots of the skew?...

Do you need intraday snapshots of the skew? Otherwise, there are daily time series of delta normalized skews (interpolated to a constant time) on quandl.
Forum: Commodities April 7th, 2018, 05:55 PM
Replies: 6
Views: 2,712
Posted By baywolf
native exchange traded calendar spread. Calendar...

native exchange traded calendar spread. Calendar spreads are abbreviated as SP in CME documentation.

PT is profit target
Forum: Commodities April 1st, 2018, 08:42 PM
Replies: 6
Views: 2,712
Posted By baywolf
In TWS, this is supported and will route to...

In TWS, this is supported and will route to exchange as native SP as supported (IB refers to as guaranteed)



In TWS, sort of, if the working leg A, you can simulate the hedge order of leg B as...
Forum: NinjaTrader September 1st, 2017, 05:18 PM
Replies: 4
Views: 2,503
Posted By baywolf
The DNS name is login.interquote.com. You may...

The DNS name is login.interquote.com. You may want to use that instead as they could change IPs.

nslookup login.interquote.com
Server: SecurityGateway
Address: 192.168.1.1

Non-authoritative...
Forum: Brokers August 25th, 2017, 12:48 PM
Replies: 43
Views: 21,198
Posted By baywolf
Received my debit card yesterday against my...

Received my debit card yesterday against my equity PM account. I'll report back on how it works out. Note that in TWS, there is now a row in accounts > balances > pending debit card charges.
...
Forum: Tech Support November 7th, 2015, 05:06 PM
Replies: 207
Views: 96,730
Posted By baywolf
fwiw, I am in the market for a new monitor...

fwiw, I am in the market for a new monitor (currently using a 2007 era Dell 19" widescreen monitor) and started off doing research on 4K monitors. I came across this ultrawide monitor review...
Forum: Currencies November 7th, 2015, 04:38 PM
Replies: 11
Views: 5,074
Posted By baywolf
True for many datasets on Quandl. On the left...

True for many datasets on Quandl. On the left side there is a section "validate" with a link to the dataset source. Many times the source may have their own API you can tap directly or scrape the...
Forum: Emini and Emicro Index October 9th, 2015, 08:11 PM
Replies: 5
Views: 9,238
Posted By baywolf
One of the primary purposes for dark pools...

One of the primary purposes for dark pools existence is because liquidity can be difficult to locate for large orders in equity markets.

Futures markets do not typically have this issue because...
Forum: Traders Hideout October 9th, 2015, 07:22 PM
Replies: 12
Views: 8,234
Posted By baywolf
For file-based storage, I have use datetime as...

For file-based storage, I have use datetime as the row key.

CVX_daily (DateTime, O,H,L,C,V)

For intraday the row count can get quite large so one file for each symbol for each day.
...
Forum: Tech Support September 13th, 2015, 05:22 PM
Replies: 109
Views: 29,261
Posted By baywolf
Nice! I didnt realize Google fiber was this fast.

Nice! I didnt realize Google fiber was this fast.
Forum: Traders Hideout August 14th, 2015, 02:42 PM
Replies: 12
Views: 7,797
Posted By baywolf
free COT reports are also aggregated through...

free COT reports are also aggregated through Quandl (https://www.quandl.com/data/CFTC?keyword=commitment%20of%20traders)

If you are backtesting, keep in mind that the reports are lagged a few days...
Forum: Traders Hideout August 13th, 2015, 08:41 PM
Replies: 9
Views: 5,198
Posted By baywolf
Statistical arbitrage is not limited to hedge...

Statistical arbitrage is not limited to hedge funds. Equities HFT does require institutional grade data, infrastructure, and modest capital ($100k+) and monthly volume requirements, but those are...
Forum: Platforms and Indicators April 20th, 2015, 09:36 PM
Replies: 11
Views: 7,670
Posted By baywolf
To answer your original question, yes I have...

To answer your original question, yes I have experience with C# and backtesting. For similar reason as Koepisch, I am more productive with C# syntax. For me, coder productivity is the most important...
Forum: Brokers April 13th, 2015, 02:30 PM
Replies: 3
Views: 4,379
Posted By baywolf
Quandl - Corn Futures, July 2015 (CN2015)...

Quandl - Corn Futures, July 2015 (CN2015) (https://www.quandl.com/data/CME/CN2015-Corn-Futures-July-2015-CN2015)
Forum: Traders Hideout April 7th, 2015, 03:18 PM
Replies: 120
Views: 86,528
Posted By baywolf
Yes, exchange listed spreads mainly.

Yes, exchange listed spreads mainly.
Forum: Commodities March 8th, 2015, 05:43 PM
Replies: 2,696
Views: 614,671
Posted By baywolf
I certainly can appreciate that. On my first day...

I certainly can appreciate that. On my first day of microeconomics at UCD, the professor wrote LINF on the chalkboard. Does anyone know what this stands for? Life Is Not Fair. He thought it would be...
Forum: Commodities February 28th, 2015, 08:35 PM
Replies: 2,696
Views: 614,671
Posted By baywolf
Kind of got to feel bad for the small time well...

Kind of got to feel bad for the small time well operators. So that looks like a ~30% drop in rigs count from a year ago. I've seen the same dataset over-layed with the EIA domestic production dataset...
Forum: Commodities February 28th, 2015, 03:28 PM
Replies: 2,696
Views: 614,671
Posted By baywolf
Very cool info. :)

Very cool info. :)
Forum: Traders Hideout February 28th, 2015, 03:14 PM
Replies: 15
Views: 8,749
Posted By baywolf
I'll take a stab.. A mining/energy company might...

I'll take a stab.. A mining/energy company might choose to purchase over lease as the price would be insignificant vs its revenue. Plus they are presumably in it for the long haul. We once did a deal...
Forum: Commodities February 24th, 2015, 11:10 PM
Replies: 2,696
Views: 614,671
Posted By baywolf
I think the keyword here is gross... But still, I...

I think the keyword here is gross... But still, I have spent many dozens of minutes staring at the same data points (in text format) and just thinking of 1) how the CTFC decided that it was...
Forum: Commodities December 29th, 2014, 01:49 AM
Replies: 10
Views: 3,048
Posted By baywolf
:sarcastic:

:sarcastic:
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