I said tick data not bar data. Pick a day and a symbol. And in turn would give you a ascii file with every trade print. Greg
Quote rates are up from a week ago. But this should not effect your ability to process them. Each of the feeds from the exchanges has a sequence...
Regulation NMS is changing our world. http://www.sec.gov/rules/final/34-51808.pdf Exchanges & ATS's mandated to share top and depth of...
What feeds are you talking about ? All feeds combined we were bringing in 45,000 messages a second last tuesday. This tuesday it is double...
If you have the business logic thought out. You can email me the general idea and I'll give you a quote to get it to production. When in...
There is no Magic Bullet for the market, strategies come and go. At best you hope they give you a good tell or edge as to which way to bet. If by...
Depending on your clearing firm, broker or routing provider there is several very small differences on how they interpret FIX. So you will have...
If you need a one time shot of tick data. Pick a symbol and day. info@t1ck3r.com Greg
Obviously they didn't code in a quote fetch for market orders to calculate your buying power. With a limit order they most likely just calculate...
Beware most active day trading firms profit is from the first 3 months of a traders life span. Very few have a revenue model that focuses on...
I agree with the broker approach, although not usually a choice for somebody paying a discount rate for doing business. Most clients that call a...
First thing, learn the real arbitrage trading opportunities that exist in the market place. Such as indices, options and futures markets, etc....
Dark pools are great, but if you don't get filled on first try look out. Maybe the best approach would be to find a linear correlation with an...
All the trades should have been put to time and sales as sold sales. So maybe your quote provider wasn't showing that. I know our system has to...
If by chance your trading a stock that is in an index or structured product, liquidity can come flying from a un-exhaustible supply. For example...
You are trading volatility, I believe that is a very sound strategy. The trader value added in this strategy is Stock Selection, Bet Quantities,...
Concerning gift fills or prints away from the market: Many times the quote service you use may display and calc your p&l based on "sold sales"....
The specialist is playing less of a role thanks to the new Hybrid model. Its especialy aparent in light volume markets. Keep an eye on the...
The trading strategy itself should only be the very top level application. Business opportunities come and go as the markets present them....
Many traders have an idea of what will make money. Often they find a developer to build their secret kick ass trading strategy or worse yet build...
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