If I understand correctly, propseeker's argument is not that dark pools are making the market more transparent and clear, but that it was dark...
I have heard good things about DTN's IQFeed (http://www.iqfeed.net/index.cfm), but have not used it myself. When I can pony up the developer fee I...
Whoops, you know what? I switched Marketcetera and ActiveQuant in my mind when I replied to you. It is the former that I am referring to in my...
ActiveQuant (http://www.activequant.org/) offers Ruby scripting support in the form of an embedded JRuby interpreter, I believe. You might check...
Possibly. What do you mean by "data-mining"?
It does mean slightly tighter spreads.
There are brokers who do this, and there are brokers who don't. If it matters to you, find one who doesn't, and demo there.
IBFX
Note: I'm posting this in case someone would like to be a guinea pig and find out what this broker's like; I have not and would exercise caution....
Yeah, I'm sitting on some puts that just went ITM. Feels good, man.
Why not scan currency futures instead? For EUR/USD, for instance, you'd look at 6E or M6E.
Hehe...
My Google is as good as yours, and quite useful when you'd like to learn about something. It helped me find these fascinating articles. Perhaps...
You're right--I don't know of anyone who disseminates quotes in bulk via FIX; I guess I must have not read quantparis's question very closely, or...
Chances are you can also find data providers who can give you real-time data via FIX. The QuickFix and QuickFix/J libraries can be used on Linux...
heech: Apologies for taking so long to get back to you. The short answer is that I'm not familiar with Rithmic's API. However I can vouch for FIX...
Actually, they support any Linux you like, as long as you'll build it from source there (which I did on the distro I was using). I also tried...
Last I checked, Marketcetera could not use a quote feed from FIX, and this was a show stopper in my eyes (or, I couldn't find it in the docs)....
Those are shortable securities...but are they *all* the securities?
I should probably clarify here what MGB hinted at, and that is that FIX itself is a protocol used by multitudes of financial organizations for...
Separate names with a comma.