CME provides up to 10 levels depth through their market data feed. Anybody can have access to that feed. The actual number of levels depends by...
Totally agree, just saying that the above job spec is not about such system. It is about an offline research environment that will provide...
Anyone who claims that either Python, C#, C/C++, R, Java is not used by sell or buy side firms is completely out of touch. I do not think...
I thought you "do not write software that is supposed to go into production" and that you only know C++ & C# enough to hire the right...
I think what she tries to say (based on the ferrari vs tructor example) is that it is ironic for a company that provides 1sec exchange timestamp...
Glad to see you back, hftvol. Colocation in general means leasing rack space, bandwidth and power in a datacenter, regardless if your server...
Besides Thomson and Bloomberg, I would guess NYSE Tech, Interactive Data and Activ Financial are distant behind, filling up the remaining 3 spots...
There are only a handful of futures exchanges in US so only a handful of futures feeds. Every futures feed would be in the top 5 feeds. I think...
On an article posted on another ET thread I got to learn about MIDAS and how SEC is using it. I googled some more info on MIDAS and apparently...
No, no news. Now that I am thinking about it you are right. The perfect candidates for HFT jobs are MBAs with background in High Touch Trading....
With exception of couple of people, it should be very obvious for anyone to understand what I said. HFT job openings prefer candidates from...
For what it's worth, for 9 out of 10 job openings in real HFT shops, with everything else being equal, candidates from 3M are more preferable that...
Out of several pages of BS posts, dom993's post was one of the most valuable and informative, and you dismiss it as "not really help" because of...
Plus one for R. Using it for quick prototyping, research and analysis on tick data. My only gripe is that it chokes with very large data sets but...
right, greater than or less than conditionals may hide such bugs, but when testing for equality it blows up. Using floating points, specially...
Based on your posts the last couple of days, regardless of the relative performance or ranking of C or C++ or C#, if I ever HAD to use a piece of...
I do not know how, but I can live with that. But as a service to other members watching this thread, can you name a single exchange feed that...
Are you on something? I never mentioned C or C++ or C# or any other language ranking on the C thread. And most certainly I did not admit any...
"There are not A LOT of exchanges that distribute fixed points." --hftvol 04-08-13 11:28 PM "ALL exchange feeds disseminate prices as...
Lets start with some facts: 1) Whoever starts the name calling first is usually the one loosing the argument. 2) As I said earlier, vendors...
Separate names with a comma.