Hi, I have a question concerning general trading: What is the difference between "Trades" and "Quotes"? My question comes from the Nyse...
Is the school basically supplying this information for you? >>no, it is not just for me. But I have only a restricted access. By the way, I...
No, I just see shares and prices
1) High Volume equities (like maybe top 25-50 if possible) Yes, But what for the rest of the equities? I dont think that just 25 equities...
So you are obviously good at programming somewhat if you are able to make your own program to convert this information just few lines: void...
although I am guessing for relevant information you must get quite a length of time under your belt to start to make assumptions, but this is a...
How do you think you could implement this strategy in real time? If you have the data in real time, it is definitively possible, but i am not a...
Excellent, I was unaware that you could see that sort of depth in L2. >>Well, those data are not available for free, but I can't communicate...
is this Level II information fed into a spreadsheet or something? yes, it is my own stuff. I can send you a snapshot of my spreadsheet. But...
When you are speaking market depth, you are speaking how many are available on just the bid and ask?.. >> I speak about the whole range: from...
Thank you for the book. I well keep the refs. Yes, I have "found" interesting things. As you can see on the second attached file,...
Hi I am studing, as a Phd student, high frequency moves of stocks on the NYSE. That's is the intraday evolution of NYSE stocks. I have the...
I have questions concerning: -book order, -market depth -transactions. for NYSE stocks. Thank you
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