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Jerry Medved

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Posts posted by Jerry Medved

  1. As far as the Schwab stuff, once the API stuff is done and integrated, it should be same as, or faster than TD Ameritrade (via MT)

    As for Fidelity, I am not holding my breath. Their people are very nice and I actually did get some limited help, but in general nothing seems to move them toward opening the API. Multiple 7 and 8 figure accounts have asked, demanded, etc.  no go.  They have their problems, but 10s of thousands of $  per year in price improvements certainly makes them easier to swallow.  Don't know about Schwab, but TD Ameritrade just cut their PIs off overnight about 3 years ago

  2. on DOM, don't you have the FLATTEN button on top left? 

    On chart, you have the flatten button on the TRADING tab.  if you want it visible when the toolbar is hidden, then just right click on that button and select "Add to Quick Access Toolbar"

    Alternately, You can create a Hotkey/Saved order to do FLATTEN and specify the button text and color and make sure to check the "Saved Order" checkbox. Then on DOM and on the chart, select the options to show Order Types. On the order type panel right click and select to show saved orders. That new button you created will be there.

  3. 1) volume at the top, is from the current Level I quote and is not in any way tied to the chart data. if you clear the chart data entirely, total volume will still be there.

    2) from what I see the OHLC backfill seems to have correct volume.  With tick data, if you have it set to show Odd Lots, it is showing same volume as with OHLC backfill.  If you turn off odd lots, it is lower - obviously. 

    3) what is the significance of 480 min candle? with extended hours on, it may cause the candle to start at different time than on other platforms resulting in different indicator and volume values.

    It is very difficult to make any comparisons when you post snippets with parts of charts cut off.

    It seems that dxFeed OHLC data includes odd lot ticks.  With others, some do, some do not.  We do not have control over that in most cases

  4. y, for me basically the price improvements made up for the performance and I traded with the fidelity specific stuff in mind, like keeping position size in my head during fast entries/exits. Plus, you see the execution on T&S before account view :)

  5. I checked here- I have tick data for the symbol. 4.47 with Extended hours, 4.66 if RTH only.  NOTE that for extended hours to actually be included, the chart has to be set to show them, not just the indicator.  Also VWAP can be very sensitive to the data that is being used so try clearing the data and backfill.  If you use an aggregated datafeed, the difference can be significant.

  6. y with Fidelity you do NOT want to rely on position data being up to the second. When daytrading at the open, I keep that in my head :).  ATP shows delayed positions as well. they have "updating" or something. Very annoying. 

    my other one is TD Ameritrade, so Schwab. Waiting to finalize that to release.  

    IB would be very quick. 

  7. well, the stop param is definitely wrong in both cases.  As for the zero QTY, it would happen if MT thinks you do not have a position.  did you SEE a position at the time on Account View? If position was just opened, Fido sometimes is a bit slow updating it.

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