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. Anyone have issues with Interactive Brokers technology during heavy volume situations? I guess you get what you pay for.

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 Howard Davner, President at Terrapin Advisors

 Thursday, October 9, 2014

. Anyone have issues with Interactive Brokers technology during heavy volume situations? I guess you get what you pay for.


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5 comments on article ". Anyone have issues with Interactive Brokers technology during heavy volume situations? I guess you get what you pay for."

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 Jonathan Cowan, Contractor Capital Markets

 Monday, October 13, 2014



What are trading as you do have options out there?


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 Nilanjan Bhowmik, Market Data / HFT Expert

 Tuesday, October 14, 2014



My vote is with Jeremy. I am surprised to hear that they still have that thing in place!


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 Jeremy Dickman, Trading System Developer

 Tuesday, October 14, 2014



Just to add more - off the top of my head, somewhere in the documentation (sorry, I tried to find it but failed) it says the TWS API is limited to 50 messages per second, whereas their Gateway API is limited to 150. So right there, you have a bottleneck.

I'm not sure if that throttle relates to orders only, or all incoming/outgoing messages, but still...

Also, just to be clear, I'm referring to their C++ API...


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 Ulrich Horst Benzing, Freelance Consultant

 Wednesday, October 15, 2014



I must admit that i have used some different (european) brokers in the last years and IB is the cleanest dirtty shirt ;)

I run the client on a mac/unix environment and i never had issues *IF* i didnt have too many quotes on display.

They are IMHO very pricey on options, though.


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 Stefano Di Pilla, Derivatives Trader

 Thursday, October 16, 2014



In the case of fast market, the easiest trade the better: buy some long options to stop the bleeding and wait for quieter moment.

I trade option strategies composed of an average of 7 different strikes/maturity, and I never had a problem with IB or other broker (before I was at ThinkOrSwim): I just buy that simple bunch of long options, and wait for the dust to settle. Of course, better would be to obey to the old advice "buy those options when you can, and not when you need"... :-)

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TRADING FUTURES AND OPTIONS INVOLVES SUBSTANTIAL RISK OF LOSS AND IS NOT SUITABLE FOR ALL INVESTORS
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