No problem, IQFeed is just a data feed right? I don't know anything about it. The nice thing about data mining from IB is that you can trade / forward test and collect your data on the same brokerage server farm connection. So if you used IQFeed for your data mining, you'd still need a 2nd connection in your system to the brokerage right?
On Friday, July 12, 2013 11:59:36 AM UTC+2, Miguel wrote: > > I run several instances of JBT without problems. I just run them with > different home directories and setup folders. Running several instances of > IB Gateway from the same ip should also be possible but I haven't tried. > > I find your setup interesting if you are trading Eurex and CME futures > since you could setup two virtual private servers, one in europe and the > other near chicago with two users each one paying its exchange fees and > both trading for the same account. As the number of traded futures grows, > IQFeed is a more attractive option in terms of price and infrastructure. > > Thanks for your explanation. > > On Friday, July 12, 2013 11:23:22 AM UTC+2, Mick O'Donnell wrote: >> >> Yes, that's how I've done it. Make sure you run each instance on a >> separate machines (virtual or physical) too. JBT doesn't like other >> instances running along side (there's a separate thread somewhere about >> this). I'm still working on the code to actually capture the data >> correctly. I know Eugene and Marcus have created the base strategies for ES >> and CL to make sure we're mining the correct contracts on any given day, >> but I'm not sure about the other symbols. The base strategies are there for >> other symbols, but I'm not sure if they always get the right (most fluid) >> contract. Maybe someone can shed some light on this question? >> >> >> >> On Friday, July 12, 2013 11:12:52 AM UTC+2, Miguel wrote: >>> >>> So you are running 4 parallel instances of TWS (or IB Gateway) + >>> JBookTrader, each one logged in as a different user, in order to capture 12 >>> symbols? >>> >>> On Friday, July 12, 2013 11:10:01 AM UTC+2, Mick O'Donnell wrote: >>>> >>>> No, the data subscription is solely for that user (as far as I am aware >>>> - someone please correct me if I am wrong), not the whole account. So if >>>> user A is data mining symbols 1, 2 & 3, that user won't be able to see >>>> data >>>> on symbol 4, even if user B (on the same account) is subscribed. You'll >>>> still have the market data subscription fee for per user per month. >>>> >>>> >>>> >>>> >>>> On Friday, July 12, 2013 11:04:41 AM UTC+2, Miguel wrote: >>>>> >>>>> So when you connect to TWS or IB Gateway with one user, you can use >>>>> all the level 2 feeds assigned to all the users currently added to your >>>>> account? And then I understand that you have to pay the exchange fees >>>>> multiplied by the number of users added to your account. >>>>> >>>>> On Friday, July 12, 2013 9:03:14 AM UTC+2, Mick O'Donnell wrote: >>>>>> >>>>>> Hi Miguel, >>>>>> >>>>>> I'm not sure what Allen meant about endpoints either, but I found the >>>>>> easier way to add more symbols is just to add more users to your >>>>>> account. >>>>>> IB limits the deep book symbols to 3 per user, not per account. I think >>>>>> I'm >>>>>> mining about 12 symbols at the moment (4 users on one account) and I >>>>>> have a >>>>>> fifth user for logging in on mobile to monitor the account. You will >>>>>> just >>>>>> have to pay the IB market subscription fee for each user on your account >>>>>> that is mining data. Is not that expensive though (I think it's about >>>>>> $25 a >>>>>> month per user?). >>>>>> >>>>>> I hope that helps? >>>>>> >>>>>> regards, >>>>>> >>>>>> Mick >>>>>> >>>>>> >>>>>> >>>>>> >>>>>> On Friday, July 12, 2013 8:37:07 AM UTC+2, Miguel wrote: >>>>>>> >>>>>>> Yes I do understand that it is no a limitation of jbooktrader but a >>>>>>> problem of the cost structure of IB. Allen was talking about a >>>>>>> different >>>>>>> cost structure and "endpoints", a term I still don't know what it means. >>>>>> >>>>>> -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To unsubscribe from this group and stop receiving emails from it, send an email to [email protected]. To post to this group, send email to [email protected]. Visit this group at http://groups.google.com/group/jbooktrader. For more options, visit https://groups.google.com/groups/opt_out.
