Not really a big deal, just that usually it's news that pushes this thing around if the volume is >50k shares over a few seconds. But, today,...
Can't seem to find news on this guy. What happened? Rather large seller appeared out of the blue intraday, and I don't have a decent news feed....
FTA: "Under the exchangeâs programs, market makers will be allowed to post hidden quotes in sub-penny increments that may only be traded...
I thought the same thing. Nanex advertises to the public that they can send everything over the internet, so when some guy starts blasting data,...
I could populate the Journal of Negative Results with a slew of broken trading strategies alone. :-) Heck, you could rename it Journal of...
http://traderupdates.nyse.com/2012/07/nyse_and_nyse_mkt_retail_liqui_1.html Do you have to basically be a GETCO or a Knight to be putting in...
I'm looking to move some algorithms into the futures space. Just curious if any of you have any "tips" or "gotchas" that I should be aware of...
They make it secret so they don't have to divulge their private relationships with dark pools and order aggregators. They are selling your flow...
The names vary from broker to broker, but I can tell you that ARMPT is an EDGA Midpoint Remove strategy. Tell me your broker, private message...
You're not wrong, and that's what's annoying. :-) I've been tightening the screws to make a buck, but most of what I squeeze out of the market...
It's not that difficult to have strategies that don't have losing days with a few core, key trades and decent infrastructure. That still doesn't...
Equity HFT powerhouses are mostly hurting too. I'd have bought your argument in 2008, maybe, although the anti-HFT propaganda campaign seemingly...
I'm not complaining about HFT, and in fact, I don't mind its presence. But saying the technology can be acquired by anyone is not quite true --...
Ok, but the guy who has to trade the small snapbacks here and there are bound to be wrong. Today and yesterday was not just whippy in a chop...
Why is the ES so whippy today and yesterday?
Liquidity providers will just widen the spread to compensate for being picked off. Time restrictions don't kill the business. They kill retail...
I have used IQFeed from both Linux and Windows. I used to trade with IQFeed+Linux, but now I just use IQFeed+Linux to record data during the day....
I recently switched off of IQFeed, but I want to say a few words in defense of IQFeed. IQFeed has latency, but I made thousands of dollars...
I just can't seem to find vendors who will sell small enough slices of data with the right time stamps. The CME apparently won't sell just...
It's not really queue jumping in the sense they cut in line. The markets just force you to use a certain order type flag to reserve queue...
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