Hm ... With all the technology available nowadays to prove one's edge, why would anyone need this kind of offering?
You obviously didn't read it carefully.
Hm doesn't sound right ... commissions must be the same, the only fee I know of is for taking liquidity (plus negligible sec fee). Let's say IB...
Sorry, what insane fees you are talking about? I don't think they have any extra fees for direct routing. If you send directly to exchange, you...
Well retail flow is nothing compared to institutional and hft and, as you said, it all gets internalized anyway. Hidden liquidity is significant....
I'm new to IB so jut getting familiar with it. One thing that I don't like about SMART route is when I send a market(able) buy order on a stock...
LOL. Thank you. Anytime.
It will be useless ... once they close the connection, you will most likely loose all the buffered data, including the "logout" message....
K, this is just my $0.02 ... You should not use exchange timestamps. You should timestamp each message based on your local time and the rest of...
This is a standard feature ... if client is not able to read quick enough, data is buffered up on the server side wasting shared resources.
One thing I want to mention ... Let's say vendor experiences a gap (they lost a couple seconds worth of data). A good vendor will request a...
Do you know the source of the data? Is it level1 data from SIPs (UTDF, CTS)? There are lots variables and a 100% definitive answer is hard to...
Here it is - under normal operation (on the vendor side), everything should be coming in in-sequence. There should not be even one instance where...
Help me understand something ... If you need microsecond resolution, I must assume you are trading/researching in a very short time frame. If so,...
Here it is https://www.getstockideas.com
Sorry wrong site. Will repost one I find it
I didn't check them out yet, but looks promising from a glance. http://thestockmarketwatch.com Please share your findings if you look at them or...
It's important to understand what the timestamp represents. Are you saying it's Nasdaq's exchange time? I doubt it. Most likely it's vendor's...
I use TOS for everything except executions. Love their playback (OnDemand) feature. It will get very expensive to scale in/out. Listen to Robert.
https://www.nanotick.com/
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