Exactly. Dev Experts have definitely "developed the platform". Thinkorswim In-house people may do exactly as you suggest. Plus, the thinkorswim...
Yeah, I'm only speculating but it's possible exclusivity might be on a regional markets basis e.g. N. America. The intial arrangement between...
Yes, that's one possible implication though we don't know all of the ins-and-outs of the contract and arrangement e.g. exclusivity that...
A few people have mentioned in this thread about the Thinkorswim platform and the Thinkorswim programmers. It seems most people don't realize...
Forgot, there is also: <b>Aegisoft, LLC</b> http://www.aegisoft.com/ Recommended by someone else here on ET that seems to know what they...
For Brokerage APIs you might also want to add: <b>Lime Brokerage</b> http://www.limebrokerage.com They allegedly do 75million orders a day....
Thank Corey, blog looks good. It is already probably the most comprehensive of such lists available on the Internet. Might want to add a...
In short, the answer to your question is: NO. TWS will not let you do this with one account. People have achieved what you want by using...
Thanks for bringing that all together. There are some interesting papers on this site too: http://www.tradingphysics.com/Resources/Papers/
FYI, came across this site that provides TotalView-ITCH data in several formats including CSV and XML. You get 10 download credits for...
Thanks for the info re: RLC messages. Have sent PM.
Just time for a 2 minute brain dump. Will try not to repeat what people have already suggested. Mostly Java stuff, sorry. Libraries and...
Thanks Jeb, I came across that before and it is part of the reason that got me on this road. I'm actually more interested in seeing the kind of...
Well, I guess it depends how you slice and dice the market depth events. That's basically what I'm trying to get to the bottom of. Thanks anyway.
No Christmas present for me? :) Is there anyone that subscribes to level II who is not using IB or OpenTick?
Storing tick data in binary format in files (one file per symbol) is the way to go for tick stream playback/back-testing etc. However, there...
Hello all, I have a small favor to ask. It seems that someone on this forum might be able to help out. Can anyone attach a small sample of...
Separate names with a comma.