Wow..that's pretty quick.. thanks for the info.. the provider I was planning to use has latency of 60 microseconds to the exchange.. I was going...
Thank you dinn13, I had a feeling it was something like that. Actually what I'm trying to do is be an HFT myself so I need to implement my own...
I sent a mail to nasdaq ops. " Hello, If I send a primary peg limit order to match the best price, or match the best price plus a price offset.....
Hi @stochastix , I'm sorry, but there is no such guarantee, as there are many factors that affect the speed of which an order is ack'd. Thank...
Dang, I was hoping it was the other way around. Oh well, not a deal breaker necessarily. I just have to assume that if i placed an order to...
Let's pretend that I have a colocated machine at nasdaq. For order entry, I am using OUCH, RASH or FIX. If I place an order, am I guaranteed to...
https://www.sec.gov/rules/sro/nms/2017/34-82071.pdf This memo clarifies that non-professionals dont have to pay the fee, and what is and isnt a...
Does there exist a stock screening service that will allow you to filter on , volume, volatility and most importantly, average daily spread? by...
Yes I'm planning to post displayed orders to also earn rebates. I might experiment with hidden orders also
Well, I need to be able to tell my order apart from the other orders to see if I'm the only one in line at a certain price level. If I use pegged...
What are the pros and cons of using the exchange's pegged order functionally which lets you match the NBBO or offer 1 tick price improvement.....
http://www.globalvest.net/ Links to new accounts are broken, phone numbers dont work
Well, I cannot, since IB's level 2 feed is aggregated and therefore i cant use it to separate based on order id
Well, my first attempt was to try and see if IB's pegged_to_primary order type would be sufficient, they say directed orders to nasdaq("ISLAND")...
Let's say one has a rule/control that determines whether to Match the prevailing Bid or Offer or "Improve" Upon it by one Tick (in this case...
Why aren't pegged to primary orders also useful ?
Short Sales, Long Sales, and the Lee-Ready Trade Classification Algorithm Revisited Researchers are increasingly using data from the Nasdaq...
what's so funny?
Any thoughts on the merits of the Lee-Ready tick test?...
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