Hi, I have a question concerning general trading: What is the difference between "Trades" and "Quotes"? My question comes from the Nyse...
Is the school basically supplying this information for you? >>no, it is not just for me. But I have only a restricted access. By the way, I...
No, I just see shares and prices
1) High Volume equities (like maybe top 25-50 if possible) Yes, But what for the rest of the equities? I dont think that just 25 equities...
So you are obviously good at programming somewhat if you are able to make your own program to convert this information just few lines: void...
although I am guessing for relevant information you must get quite a length of time under your belt to start to make assumptions, but this is a...
How do you think you could implement this strategy in real time? If you have the data in real time, it is definitively possible, but i am not a...
Excellent, I was unaware that you could see that sort of depth in L2. >>Well, those data are not available for free, but I can't communicate...
is this Level II information fed into a spreadsheet or something? yes, it is my own stuff. I can send you a snapshot of my spreadsheet. But...
When you are speaking market depth, you are speaking how many are available on just the bid and ask?.. >> I speak about the whole range: from...
Thank you for the book. I well keep the refs. Yes, I have "found" interesting things. As you can see on the second attached file,...
Hi I am studing, as a Phd student, high frequency moves of stocks on the NYSE. That's is the intraday evolution of NYSE stocks. I have the...
I have questions concerning: -book order, -market depth -transactions. for NYSE stocks. Thank you
As much as I would like to help out it seems that my worth to you on this post is running low. Ultimately my opinion is I don't care. I was...
Genesis Laser >>I have not found anything like this on the internet. Could you please provide me some info about it?
What more do you want out of it? I want to know lots of things, because there is a lot to say about it. As you can see on the attached file,...
This is the DOM I see from my plateform: http://img9.imageshack.us/img9/4119/sansitre.jpg It is the Quotestream plateform
All in all though for trading it is pretty useless. It provides a false sense of edge to new traders. Nothing more nothing less. If there is an...
Hope you are not paying extra for "DOM". Yes I do. I use this: www.quotestream.com Dont know if it is reliable or not. I am not a...
Hi all, I have question concerning limit orders book. Is it possible to see, at any time, the whole range of bid and ask offers. I mean the...
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