They are only random to the untrained eye (algo) . The algo's behaviors are anything but random. Human actors have far more random behavior.
Spoke to Rithmic this morning, and they inform me that the API document request has to come from the broker...... Why would they make the barriers...
I see the thread title was changed... apparently the moderators don't like when you call out a sponsor.... What is this, Communist China?
Just spoke with DeepDiscount ( great customer service), they informed me that only Rithmic Support is authorized to release API docs .
Thanks Matt. I do want to use rithmic, I guess I'll shoot Howard an email.
I'm eyeing the Rithmic C++ API for data and execution services (through DeepDiscountTrading.com), but am having a hard time getting my hands on...
I recommend you read "Options Volatility and Pricing". It covers complex derivative relationships as well as covers some hedging strategies to...
I'm no options expert, but scalping spreads will have very high transaction costs. Make sure you keep that in mind as you proceed.
grrr, I don't have a WSJ subscription...
REG NMS, not hft. Not spoofers.
Last I checked, you must have 10k USD to open at interactive brokers. 5k if you are under 25
No, but i haven't put a lot of effort into it yet. Its low on my priority list right now as I'm more concerned with strategy development than...
By this, you mean that only 64k of data can be stored in cache?
They are class variables as well, so they do not go out of scope.
What do you mean by changing scope? Both processes are completely separate. One is a data feed handler and one is trading system, and both are...
Maybe cache thrashing is the wrong terminology (although it is essentially the same), perhaps false sharing is the better phrase...
So just BBO ? I suspect my bottleneck has to do with cache thrashing between process shared memory, I'm sharing 10 levels of depth . Should be...
@volpunter it takes you only a few seconds to process an entire days worth of data? I'm using an I7 and it takes about a minute to process the...
I'm not sure which firms you are referring to, but odds are they are trading NYMEX futures. Not trying to be negative, but if you have to ask...
The article says that Sony is making a movie out of "Flash Boys" too. When that happens, everyone will be misinformed about what high frequency...
Separate names with a comma.