I have it in aws s3 buckets that I own (technically my company), it's pcap data for every feed from each respective colo, I then parse it out into...
here is the spec which shows how orders are added and updated in the NYSE market data feed...
I thought the book was better than a lot of stuff out there, although I did find it rather odd how he only used classification and completely...
Nice, python is a great way to go given the rich ecosystem. I use python for pretty much all my research now with a little kdb. If the signal...
that's just saying they submit marketable limit orders instead of market orders which is entirely appropriate, but it doesn't speak to the speed...
retail trader with how much capital? but I currently trade my personal account and have made 20% returns the past few years although largely due...
Don't know of a better retail broker, I'm not allowed to trade actively due to compliance reasons so haven't looked into it in probably over a...
wow, been nearly 15 years since I signed up, time sure does fly.. I run a 600 M equity book for a multi-manager fund, pretty high turn doing our...
Here is the top of book from each exchange just prior to the 100 share trade at 18.46 on nasdaq that likely triggered your stop loss at...
There already is a pretty ideal prop trading model in the form of places like HRT/Tower or the multi manager hedge funds out there. Get a six...
I'm using covered calls in similar situations. I'm pricing the calls where I'd like to exit the positions and so don't mind getting assigned and...
Prop trading as it was known at US banks is dead but there are still remnants of it. Some prop traders have been moved to asset management and...
bloomberg anywhere doesn't necessarily even come with a keyboard or monitors, i just got the biometric device for logging in it's about the...
It's going to depend what kind of programming you're doing and how senior you are. I started in technology as a programmer at a large IB and saw...
you make it sound as if a large percentage of flow is being internalized, the #'s don't bear that out...
while what you're doing isn't exactly like this it is similar, personally i wouldn't do it http://www.reuters.com/article/idUSTRE68C2T320100913
as others have said they have tick data for most everything and for a limited time window. the earliest i'm able to pull up SPY data using QRM...
a few hundred thousand a year, but it's negotiable to a degree and they have been coming down in a price as of late.
worst christmas story ever.
http://www.nyxdata.com/Data-Products/NYSE-Order-Imbalance-FTP
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