always. while my system is automated so watching it doesn't affect my trading, it certainly has the ability to reduce my productivity. i still...
I, like Don, park on ARCA (sometimes INET & BATS as well). If necessary I will take on NYSE also if I find that I'm doing too much chasing on a...
Thanks I'll take a look. I'm already talking FIX to the broker and they seem to support the basics that are common to all the destinations. As...
Thanks!
Anyone have a link to this data? Right now I route all my NASDAQ names to INET but would like to route to ARCA to take advantage of the better...
Thanks for the reply. I'm not using IB and my broker doesn't support these order types. As of now I do my own pegged ECN orders staying on the...
That is where I'm at. I sit on the bid on one of the ECNs looking to provide, occasionally a name will run a bit on me and I'll constantly be...
If buying a listed name w/ a spread wider than a few pennies, what are the chances you get filled inside the offer if you walk the spread with IOC...
I agree that the way you use the data will dictate whether a flat file is even an option. Oracle is an excellent db, not really bashing as much...
That is one of the paths I went down with MySQL. While it IS better than stuffing everything in one table it will still be much slower than...
if your order is posted and someone takes it yes you would be providing liquidity. if you hit someone else's offer, perhaps because the market...
What about storing in flat files? I have used the zlib library to store compressed tick data on the fly and it works well without consuming much...
Sure. I believe there are several threads discussing this. Depending on costs I would think it's tough to use that as your primary profit...
Anybody out there trying to capture ECN rebates as part of their trading strategy? What is your give/take ratio? Just trying to get an...
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