You just said that. You don't need futures, their change will be reflected in the price/volume action of your stock, and the tape will show it....
Based on my observation, usually it means the order was rejected. Watch for error message coming right after the status update. Frankly...
Sorry, but I'm not sure I want to publish any part my TS code - I've spent countless hours and nights writing, debugging, and testing that stuff....
I've designed my system to keep the position as long as thee is strong buyer/seller there. It may be $0.10 or $3 move. I found it useful to watch...
I do not use charts while trading (my strategy is pure tape reading), just look at the price and volume action, and use charts only to find stocks...
Hmm, good for you if you know how to trade those stocks - spread is huge, price may drop/spike on a zero volume, and those stocks rarely do good...
The last time I measured load it was about 6K update messages per second on about 2K symbols. Not a peak for my system, but of course, I do not do...
There is no such site. I was gathering information bit by bit. Tape reading is a lost art, and it's very hard to do it these days with electronic...
When I say tap reading I mean the action of price and volume. I look at every quote and every print, trying to spot an aggressive buyer or seller....
It exclusively does NYSE tape reading, and I'm trying to put the knowledge about different patterns I see in stock behavior. It's pure tape...
I also use IB & C++ API, and my TS trades NYSE listed stocks only, but I chose to send orders directly to NYSE because it's way faster. For my TS...
If you play listed stock openings, why don't you send your orders directly down to NYSE?
IB API is not reliable, do not use it in a real-time trading system. Use FIX connection if you have a working strategy. BTW, once you have a...
That thread was one of the best thread on ET. Unfortunately, things have change a lot on NYSE with HYBRID. IMO, the tape reading is the only...
You cannot read the tape by a naked eye on NASDAQ/NYSE anymore just by looking at T&S window or reading Quote Window. It's, very hard unless you...
That's because they can and do make money, and you cannot?
This is not the question whether the specialist chose to ignore MOO/LOO or not. MOO have to be executed unless the stock is halted. LOO get...
CME
IB TWS always shows stock quotes in lots. Also, IB will accept odd-lot shares orders routed directly to NYSE only if number of shares >= 100.
Thanks for the link!
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