Is this the raw data you are getting? If so, this is not raw ITCH data, someone along the way is cooking it somewhat. I'll bet that step is where...
ET style? HFT is the guy on the other side of everyone's losing trades.
I wish each person who wants to chime in on this were required as the first step to define what they think HFT is. It sounds like from Cuban's...
From this year: Broadvision BVSN
Couldn't find the CNBC chart you are talking about, found this one if anyone is interested: <img...
Clearly.
Are you joking? Who didn't love the 70's? All that great fashion and architecture.... Time to rip up all those granite countertops and put in some...
I think most platforms with an API will have samples programs that you can use to get started. Maybe take a look at this:...
If ever a company needed to beat the earnings estimates, FB in October is the one. I expect maximum accounting shenanigans.
August 1st. google: nyse retail liquidity program
It used to be that there were clearly erroneous "clearly erroneous" trades. I mean $30.00 stocks trading a few times at $1000. It seems to me,...
Not sure I'm following exactly but, are there two messages in the feed, one putting the 300 shares on the offer and the second showing that 300...
I believe you'd get cash for your 1 share. If you had 11 shares and a 10-1 reverse split happened you'd then have 1 share and get $ for the...
I believe he is just making stuff up. Except the last part, the Beatles made that up.
Rumors that an algo at Knight went crazy this morning thus all the crazy volume and price moves of the first 30 minutes today.
What happened?
This has turned into a pissing match. There's no argument that for control of memory management and other reasons C++ or some other low level...
Unless you want to use MATLAB's compiler, distributed computing, or parallel computing toolboxes, I'd consider using Octave (free) over MATLAB.
Didn't he run a hose from his tailpipe to his window and try to die of carbon monoxide? But I think he might have done it in the parking lot where...
I read it as, anyone can send passive orders with sub-penny increments. RLP's have requirements to do so but, "Member organizations other than...
Separate names with a comma.