Recent Content by OHR

  1. ARCA tape C volume

    Don't overlook Direct Edge - has best rates for both removal and posting www.directedge.com
    Post by: OHR, Nov 28, 2007 in forum: Order Execution

  2. IB Suggestions & Improvements

    Post by: OHR, Aug 27, 2005 in forum: Interactive Brokers

  3. Nasdaq Level II (III, IV, V)?

    I think you should definitely consider TotalView. It does include some ECN data (All BRUT orders) but it does not include ARCA and INET. But...
    Post by: OHR, Jul 27, 2005 in forum: Trading Software

  4. Are Level II really needed today?

    More and more firms are starting to offer TotalView, here's a sample: eSignal - now available CyberTrader - now available AlphaTrade - now...
    Post by: OHR, Jul 13, 2005 in forum: Order Execution

  5. Exchange fees, Do we have to pay more then once for them????

    I can't speak for all exchanges, but most (including Nasdaq) charge once per display device/platform. That means if you are getting data through...
    Post by: OHR, Jul 6, 2005 in forum: Order Execution

  6. Are Level II really needed today?

    The Nasdaq pricing for TotalView should be thought of as how much more it is than Level II (assuming that you're already trading using Level II...
    Post by: OHR, Jun 30, 2005 in forum: Order Execution

  7. Are Level II really needed today?

    No problem - anyone interested more about TotalView and the recent improvements can look at the attached article from the June issue of Active...
    Post by: OHR, Jun 30, 2005 in forum: Order Execution

  8. Are Level II really needed today?

    Warren - I don't know when you last checked TotalView out, but it has become a lot more valuable in the last 6-9 months. You mention ECN books...
    Post by: OHR, Jun 30, 2005 in forum: Order Execution

  9. Are Level II really needed today?

    More and more firms are starting to offer TotalView, here's a sample: eSignal - now available CyberTrader - now available AlphaTrade - now...
    Post by: OHR, Jun 28, 2005 in forum: Order Execution

  10. Are Level II really needed today?

    The moderator is correct to point out, when looking at Nasdaq market data, TotalView is what you should be asking for. To make sure people know...
    Post by: OHR, Jun 28, 2005 in forum: Order Execution

  11. Which ECNs still exist?

    You are right about BRUT being willing to improve on their rates, but I'd disagree whether there are any trade-offs. One of the positives of Brut...
    Post by: OHR, Apr 17, 2004 in forum: Order Execution

  12. Which ECNs still exist?

    is the acronym for the old Nasdaq SelectNet system, which hasn't existed for a couple of years (since SuperMontage came out).
    Post by: OHR, Apr 17, 2004 in forum: Order Execution

  13. Which ECNs still exist?

    Using alanm's terms, BRUT's base rates: -.002 to add OTC/ETF/NYSE .0027 to remove OTC/ETF/NYSE .004 to take OTC/ETF/NYSE routed away Brut...
    Post by: OHR, Apr 17, 2004 in forum: Order Execution

  14. Nasdaq data & overall architecture

    Thanks for the kind words re my post. To answer the follow up questions: 1. Yes, the UTDF feed (even the prints of the regional exchanges)...
    Post by: OHR, Mar 22, 2004 in forum: Data Sets and Feeds

  15. Nasdaq data & overall architecture

    It depends on what data feed(s) the quote vendor is giving. Nasdaq's main feed is called "NQDS", which gives you each the best quotes of each...
    Post by: OHR, Mar 20, 2004 in forum: Data Sets and Feeds