yes, i've written both execution and simulation... don't forget data, that's important too. the number of symbols in and of itself won't be a...
is rolling your own not an option? i think a 3rd party solution may get you there in the short term, but in the long run there will always be...
yes you're right, technically that's true. i suppose i'm being a bit 'legacy' in my nomenclature, but it's one of those marketing terms that have...
always is different than 1/3... either you're subscribed to one of those new 'quantum' feeds, or you're not making much sense. <1% cxls on the...
i wouldn't say it's 'way' too high. sounds like he's paying .004 @ probably way < 1M/mo. he could maybe get it down to .007, but he's not doing...
i haven't seen this, but there are lots of quirky things due to being so locked into MFC and with the different VS versions. what i recommend....
yes, they do... that sounds like your vendor's feed implementation.
that doesn't make sense. a modify is a cxl/replace. so, anytime there is a reduction in liquidity at any given price level that isn't trade...
this is a grey area, but have gotten some counsel in the past that said as long as you can prove income was generated from invesmtent/trading, it...
SPY/SDS... ever hear of ETF's? just because he played for the phillies, doesn't mean you won't sound like an ass when you quote his options 101...
if the irony wasn't so thick, i might've had a go at that...
by NBBO, i meant 'top of book', not the published L1 feed. anyway, if you get a zero size for a level, and no trades executed there, then, yes,...
heh, you guys are spoiled. vix is still high 20's... just wait till it goes back to the teens. back when double digit ES days were craaazy days.
the penny bids, and 1k offers you see are there because, depending on the exch, mm's are always required to quote a market. it has nothing to do...
i've never heard of cancellation fees for nasdaq, i don't think they have them. a friend of mine really banged on their servers hard for almost a...
hosted and locally. MFC... not big fan of it though, but since the GUI doesn't rank high on the list of importance for me, I never get around to...
look, if you're an american, and you're setting corps up to run your prop firm as an american and you're not claiming that income, the irs will...
i'm actually working on this right now, and what i've found is that most all data can be inferred from your position, risk and order management...
1. you recommended americans living abroad could setup offshore corps to avoid paying taxes by leaving money in the corp and paying themselves a...
... i don't think you even need to analogize 'bad packets'.
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