Anyone know where I can get opening/closing auction volume for individual securities on the NYSE? It's freely available from NASDAQ but I believe...
where do you send IO close orders for listed symbols? NYSE? From what I can tell INET supports listed but I don't see any volume in listed when I...
If I submit a LIMIT order to INET before the OA cutoff with the session tags set to both pre-open & core, will this order participate in the OA?...
LONG 100, want to sell 300. I know I have to split this into two orders, SELL 100, SELL_SHORT 200. If I then decide I only want to SELL 200, can...
Looking for some info, request is out to broker but I'm still waiting on their response. I know for NYSE you need to have your order in by 2:45...
Still waiting on response from broker, figured I'd throw this one out there and see what you guys think. 100 lot posted bid @ ARCA. 5 seconds...
I'm looking for historical EOD data on equities (say top 1500 by mktcap) going back 10 years. I also need corporate action data...
I currently fetch my mktcap, sector, etc. info nightly using perl script(s) against Yahoo finance (using Finance::YahooQuote & scraping)....
GS is telling me it's a street-wide problem. Anyone else experiencing the same thing?
I currently run a CVS repository at home but I am looking to move it off to something like cvsdude.com. Anybody have any experience with sites...
Anyone have a link to this data? Right now I route all my NASDAQ names to INET but would like to route to ARCA to take advantage of the better...
If buying a listed name w/ a spread wider than a few pennies, what are the chances you get filled inside the offer if you walk the spread with IOC...
Anybody out there trying to capture ECN rebates as part of their trading strategy? What is your give/take ratio? Just trying to get an...
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