$3500/mo for splits and dividends is crazy. The data isn't that valuable and you can mostly get it for free by web scraping various sites. I'd pay...
ZPRMN
Worth considering with the special ET pricing if the data quality is good. Is there anything you can tell us about the completeness and timeliness...
Thank you Matt, It does look like the ORATS Daily Price endpoint could be used to get the current adjustment factor (clsPx/unadjClsPx). However...
How do you deal with the flakiness of the Nasdaq API? Just only insert in the database and never delete? I guess keeping some outdated dividends...
Back in the day, I used to use Yahoo! Finance API to fetch the adjusted previous close, and use that to calculate the true adjusted change %...
This works with box spreads so theoretically it could/should work with t-bills too - AFAIK they are both held in the securities segment of your...
Weird journal. If my strategy is losing money for more than a few weeks in a row I'm already cutting my size and losses. Size should be down to...
Virtu famously lost money on only one day out of 5 years. It's definitely possible to be green every month.
Even though I found a broker willing to open the account, I discovered a fatal flaw in the idea of holding the account in the US: BEAT....
I've inquired with 3 brokers about whether they could open an account for a US C-corp where one shareholder is Canadian resident. So far, One...
Thanks, I am in touch with him. The rest of your post, I don't really understand how it relates to my question.
I've opened many accounts with US brokers using my Canadian passport. So it's clearly the part about being resident that makes the difference....
Thanks for the link. As I mentioned, I do high frequency stuff so I can't use just any old broker. IB definitely falls in that category, they are...
I've been trading US equities professionally for nearly a decade now. I've been offshore to optimize taxes but now I'm looking to move back to my...
The incredibly obvious solution to this problem is to design the exchange engine such that erroneous executions are not matched in the first...
You don't get it. The problem is when the broker doesn't calculate the cap properly and you can't even buy at the ask. This can happen for any...
It becomes a problem when the broker's cap calculations are screwed up and they stop you from trading for no good reason. Worst case scenario, big...
For orders that are routed to an exchange I think it would make a lot more sense for the exchanges to implement the price caps instead of brokers....
This is fantastic! I've added you to my NTP cluster. Lowest ping of any server in my list currently.
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