doh, I just noticed my system is long IBKR while this news came out ! And yes, the system runs on IBKR. Irony :D
Reducing the amount of accuracy of prices seems like an odd thing to do, what exactly is the goal here? Generally speaking such a transformation...
Your question is unclear: What do you mean by consolidate? What is "HFT raw tick data"? Are you talking about trades, quotes, something else? What...
Ahh he didn't delete his post, I just can't see it anymore because he blocked me. What an absolute gem this guy is. IMO, forum mods should...
Why, thank you. ;)
a non paywalled article about this:...
Post your evidence now, or stfu about it. If you won't post it, it doesn't exist. Wait a minute.. so IB would not want you to post your...
No response from JSOP here while he continues to bash IB in other threads. He doesn't respond because he can't; he has nothing to back up his...
JSOP is a slanderous lying troll who is paid to shill against IB. Trust me. Don't say I didn't warn you. You want proof? Private information, not...
This is ridiculous. Just post the text where IB admits "in writing" to holding limit orders in their system. Why would you not post it? The answer...
Huh? What could possibly be private about IB explaining to you how their order router works? If there's any actual private info in there, just...
I'm curious about this, can you please post what IB wrote here?
JSOP, What broker do you use? Your profile is private, so I cannot get a list of your many other posts. Perhaps you would be so kind as to link to...
Long on emotional paranoid rambling, short on facts and data. Can you give even one proof of a trade that you did where the commission fees were...
So IQ was 42 ms - to which location? Polygon is ? ms to the same location?
In this case raw just means "tick data" (individual trades) as opposed to bars (aggregated). Direct vs consolidated is a separate issue. I'm...
I'm also interested to know this. What all is involved in the process?
I don't know if this is true. The close may be the same as the auction most of the time (especially for Nasdaq primary stocks due to their precise...
Disciplined use of walk-forward optimization has always translated into real life profitability for me. I would not trade based on a simple...
Curious about this as well. Is telling us the instruments giving away too much info?
Separate names with a comma.