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Interactivebroker的time&sales
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Interactivebroker的time&sales# Stock
i*6
1
IB的交易记录是真实的吗?
以前听说不是。
avatar
s*m
2
?
avatar
s*m
4
应该是真实的
首先你要subscribe real time data
如果你在手机上炒的话,不要看1D的图,那个图一般有点lag,
1min,5min到1h的,我还没发现有什么问题

【在 i***6 的大作中提到】
: IB的交易记录是真实的吗?
: 以前听说不是。

avatar
F*r
5
As soon as your order is executed, you have a trade report on your log. How
can the time be not real?
avatar
c*y
6
it's actual trades. but aggregated in some ways.
not real tape data. try lightspeed, you will see the difference.
you can't say it's fake, it's just not trade by trade data.

【在 i***6 的大作中提到】
: IB的交易记录是真实的吗?
: 以前听说不是。

avatar
c*y
7
u failed to understand the question.

【在 s***m 的大作中提到】
: 应该是真实的
: 首先你要subscribe real time data
: 如果你在手机上炒的话,不要看1D的图,那个图一般有点lag,
: 1min,5min到1h的,我还没发现有什么问题

avatar
s*m
8
的确是
我现在完全不知道你们说的是什么?
是order book里可以看到的交易吗?
BTW, what is your view of next week?

【在 c*******y 的大作中提到】
: u failed to understand the question.
avatar
c*y
9
I am extremely bearish biased.
My view is there would certainly be more risk to the downside.
Equities has no value to keep in portfolio broadly.
neither from momentum nor valuation point of view.
wait at until VIX double from current level and retreat to buy dip.
maybe good to get some physical gold, there are certain investigation about
fixing manipulation. And most invest banks are projecting 1000-1100 target
for spot in 2014. 2 Year ago, same group of ppl were projecting 2000-10000.
"You really can't make this sh*t up".
Not sure if the greater fool's riot has begin, but
I feel there is non-zero chance we see another global crisis coming,
not by Lehman, but by China.
Even if it turns out to have no big sell off this year, I don't think
equities will have another double digits return year. I agree with goldman,
3% tops. Most likely negative given such performance in Jan.
Good side is, when volatility is picky up, there are far more money to make
with neutral strategies.

【在 s***m 的大作中提到】
: 的确是
: 我现在完全不知道你们说的是什么?
: 是order book里可以看到的交易吗?
: BTW, what is your view of next week?

avatar
s*m
10
What is a good place to buy some physical gold?
Nice! Is it okay for me to repost this under a new title "View of next week
from commodity"? Otherwise, people may miss this good piece.

about
.

【在 c*******y 的大作中提到】
: I am extremely bearish biased.
: My view is there would certainly be more risk to the downside.
: Equities has no value to keep in portfolio broadly.
: neither from momentum nor valuation point of view.
: wait at until VIX double from current level and retreat to buy dip.
: maybe good to get some physical gold, there are certain investigation about
: fixing manipulation. And most invest banks are projecting 1000-1100 target
: for spot in 2014. 2 Year ago, same group of ppl were projecting 2000-10000.
: "You really can't make this sh*t up".
: Not sure if the greater fool's riot has begin, but

avatar
i*6
11
IB的交易记录是真实的吗?
以前听说不是。
avatar
s*m
12
?
avatar
s*m
14
应该是真实的
首先你要subscribe real time data
如果你在手机上炒的话,不要看1D的图,那个图一般有点lag,
1min,5min到1h的,我还没发现有什么问题

【在 i***6 的大作中提到】
: IB的交易记录是真实的吗?
: 以前听说不是。

avatar
F*r
15
As soon as your order is executed, you have a trade report on your log. How
can the time be not real?
avatar
c*y
16
it's actual trades. but aggregated in some ways.
not real tape data. try lightspeed, you will see the difference.
you can't say it's fake, it's just not trade by trade data.

【在 i***6 的大作中提到】
: IB的交易记录是真实的吗?
: 以前听说不是。

avatar
c*y
17
u failed to understand the question.

【在 s***m 的大作中提到】
: 应该是真实的
: 首先你要subscribe real time data
: 如果你在手机上炒的话,不要看1D的图,那个图一般有点lag,
: 1min,5min到1h的,我还没发现有什么问题

avatar
s*m
18
的确是
我现在完全不知道你们说的是什么?
是order book里可以看到的交易吗?
BTW, what is your view of next week?

【在 c*******y 的大作中提到】
: u failed to understand the question.
avatar
c*y
19
I am extremely bearish biased.
My view is there would certainly be more risk to the downside.
Equities has no value to keep in portfolio broadly.
neither from momentum nor valuation point of view.
wait at until VIX double from current level and retreat to buy dip.
maybe good to get some physical gold, there are certain investigation about
fixing manipulation. And most invest banks are projecting 1000-1100 target
for spot in 2014. 2 Year ago, same group of ppl were projecting 2000-10000.
"You really can't make this sh*t up".
Not sure if the greater fool's riot has begin, but
I feel there is non-zero chance we see another global crisis coming,
not by Lehman, but by China.
Even if it turns out to have no big sell off this year, I don't think
equities will have another double digits return year. I agree with goldman,
3% tops. Most likely negative given such performance in Jan.
Good side is, when volatility is picky up, there are far more money to make
with neutral strategies.

【在 s***m 的大作中提到】
: 的确是
: 我现在完全不知道你们说的是什么?
: 是order book里可以看到的交易吗?
: BTW, what is your view of next week?

avatar
s*m
20
What is a good place to buy some physical gold?
Nice! Is it okay for me to repost this under a new title "View of next week
from commodity"? Otherwise, people may miss this good piece.

about
.

【在 c*******y 的大作中提到】
: I am extremely bearish biased.
: My view is there would certainly be more risk to the downside.
: Equities has no value to keep in portfolio broadly.
: neither from momentum nor valuation point of view.
: wait at until VIX double from current level and retreat to buy dip.
: maybe good to get some physical gold, there are certain investigation about
: fixing manipulation. And most invest banks are projecting 1000-1100 target
: for spot in 2014. 2 Year ago, same group of ppl were projecting 2000-10000.
: "You really can't make this sh*t up".
: Not sure if the greater fool's riot has begin, but

avatar
j*5
21
ding

about
.

【在 c*******y 的大作中提到】
: I am extremely bearish biased.
: My view is there would certainly be more risk to the downside.
: Equities has no value to keep in portfolio broadly.
: neither from momentum nor valuation point of view.
: wait at until VIX double from current level and retreat to buy dip.
: maybe good to get some physical gold, there are certain investigation about
: fixing manipulation. And most invest banks are projecting 1000-1100 target
: for spot in 2014. 2 Year ago, same group of ppl were projecting 2000-10000.
: "You really can't make this sh*t up".
: Not sure if the greater fool's riot has begin, but

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