Edit: Also, are you connecting to the same server IPs on each?
Same network connection? Same NIC cards? What kind of program is it (VBA in Excel or C++ or ?)
http://lmgtfy.com/?q=CME+colocation I'd be interested to learn what you find for "futures trading on a small scale" that offers Nasdaq...
I'd defend JC Trading even though I've never traded there. I talked with them once and even though we didn't make a deal I could tell they were...
2894 is a revision number in their version control. I just went back and read that you want to run on Unix - so tradelink is maybe just...
I think for the middle of the road between IB and higher end services would be to split your data and execution services. For example, get IQFeed...
Ah, I see. I think it's the first of either trade or executed. They both have timestamps for when it's happening - though maybe you'll want to...
The good news is I think you only need to look at the Trades and can avoid doing all the parsing that would be needed to reconstruct the book....
I think you always have to be acutely aware of where you are in the food chain. One way to look at it is that the Getcos of the world have made...
What broker/platform do you use? What operating system do you run? Since you're already using Open Office Calc, using macros in excel might be...
I look at their offering as more of a simulator where you are paying for the chat room, realtime sim environment, and for someone to review your...
Well you may be right. I tried to outline something that could be within the realm of possibility - where a firm gets their nut and might be...
Here are a couple of HFT incubators: http://www.thesystech.com/ http://www.txcus.com/ Here's what I think the main drawback of these shops...
+1 And another robot periodically comes along and stands in front between your robot and the conveyer. They are invisible and your robot only...
Here's what I'd like to see available: A prop firm that has space at Genesis or Lime (could be others but these 2 seem more practical, please...
7out, You find anything? I'm interested as well. Do ECN abbreviations differ on different feeds?
I am looking for something like a directory of ECNs and dark pools and their characteristics (order types, rebates, etc). I can't find much about...
I think the OP has hit on a dirty secret that many systematic money managers, even if they _believe_ they have some kind of magic or edge, truly...
How is an "adjustment" any different from a new position? Whenever I hear this term I just think of taking a losing trade and doing another...
elefevre - I'll be glad to see when you all are making trades and running money. Until then, I really like the idea - especially if you are...
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