I've seen this opinion before, and am curious about the reasoning behind it. Assuming you are a moderately profitably prop trader (~100k/year),...
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Nasdaq runs their own opening cross in NYSE/AMEX issues. Different opening prices are very common between the NYSE and NASDAQ in the same stock.
I trade in an office and we got a call from the NYSE about it.
Do you use the TTN audio or text version? Their audio is quite a bit faster than text.
I saw that in the WSJ today, as well. It will be interesting to see what happens. I trade the NASDAQ open/closing crosses exclusively, no NYSE....
Alright, well, I've got it working. I've had it running for a day or so and my R-value as I look at it right now is hovering right around .53. -...
Well, that was easy. http://fintools.com/?sigtoolsDDE
I've got data coming in from eSignal real time. I'm using this: http://fintools.com/?sigtools I've got it to the point where I have a cell...
What exchange were you trading on?
I'm trying to figure out this step as well. Thanks for the explanations thus far!
I'm guessing in between the time when your broker's software changed from ENTERED to SENT, they actually posted the bid to the live market. In...
outtage in NJ is what im hearing.
I totally agree. His blog is the only blog I read every single day.
Get a job at one of the many firms in Chicago and trade there. Why trade your own money?
I think this is being made more complicated than it is. I trade with dark liquidity everyday. In all of my trades, the trades are reported to...
Sigma X is Goldman's equity dark book. I have never heard of dark books in futures. I could be wrong though.
Whenever I trade with dark pools, it is reported to the tape immediately.
You can tell if dark liquidity is trading by watching the prints. You have know what exchange each ECN will print through. For example, on my...
They still report to the tape. But, yes, I find them very irritating. If you know how to route your orders, it's possible to trade with them,...
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