>
>
> When I tried to forward test strategy... it says that I don't have
> data subscription... hoverver... on my IB account data subscription
> page I can't see market depth or level II data.... the only exchange
> is Montreal exchange?
>

I am going to assume you truly meant the word "can't".

You need to subscribe to the correct stuff, I always find this annoying
because they never tell you exactly which box to check to trade what.

Under the account management, go to Trading Access->Market Data
Subscriptions.   I have checked "US Commodities and Securities Bundle Level
1"  as well as "arcabook" and "nasdaq totalview".

I think you will be fine with the first two I just mentioned, I do not think
you need nasdaq totalview.  Also for the exchange you set in the contracts
in your strategies, set the exchange to "arca", not "smart".  If I remember
correctly, arca is the new joint NYSE and EuroNext market.

You might not even need Arca books, but I suspect you do.

Good luck, tell us how it goes.

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