Nice, I love this kind of manipulation. 1. You included only one side of retail level comms which is 2.3 - 2.5 per side so cost of trade for CL...
You're right, I should have said make more with market-maker until you are noticed and get switched to STP if successful. At least you get that...
On your last question - the banks taking the trade is not the same situation. The advantage of this is that that generally there is no conflict of...
The way brokers use the word interbank is misleading. Interbank is the platforms where banks and big institutions trade. Minimum trade size there...
The conflict of interest is a very good point. However, as I outlined above most brokers run a hybrid model. It works this way. A broker is a...
There are independents making a living trading with market making shops as well, not sure what was your point. By real market I mean something...
Guys, let's be honest. There's no real market in FX. There's only a counterparty or marketmaker. Be it your bucket-shop broker, a regulated broker...
How come futures currencies are more efficient? E.g. BP6 - a full pip spread + $5 comms per lot rt versus GBPUSD is from 0-0.2 pip spread + $7...
It may be even worse. In FX average transaction cost would be $30-50 per million (for major pairs). If you take CL your cost is more than $100 ($5...
There's a reason why they chose to report quarterly numbers. The percentage of profitable accounts falls exponentially with time. If you look...
What's so special about NY close in FX? The way I see it this is the time when liquidity dries up, banks disconnect and go offline for their EOD,...
Promotions. A broker offering a deposit bonus to everyone = scam
You don't need a dedicated server if you are going to trade with IB. Just rent any vps in NY. E.g. DigitalOcean for $10/month is good enough and...
I did not run those tests myself I just took the numbers from their site. I was looking for a ballpark number before doing my own testing. Looks...
I believe OP does not use REST to fetch tick by tick but rather download a flat file for a day from the server that keeps those files in memory....
I took a look at Redis benchmarks at http://redis.io/topics/benchmarks and the results are in line with "parsing to and back from string". $...
The chances of getting a fill are very low. To get an estimate look at turnover volume for that strike and compare it with the volume on the ask....
To be correct they price options off the last sale of the Russell future that best covers the option expiration + base offset. You always price...
Your numbers make sense, you can cut it down to 30 minutes, to a rate of 1M lines per second. I see now how you arrived at this solution. It looks...
Are you practically saying that your test used to take 2 hours to load the data into memory? Does your new server take 2 hours to start now?
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