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Agree, but that's not what is generally accepted as a "flash order". Just don't want to add to the confusion. When a BD fills the order prior to...
That's just broker/dealer internalization, not flash orders.
Are you talking about the sub-penny orders? If the spread market is 25.95 bid / 25.96 ask and you see prints at 25.959 and 25.955, for example,...
Lightspeed makes you sign an NDA before you can see anything related to the API. Call them up, tell them you're interested, sign the NDA, and...
I don't think it could, really. Unfortunately, most folks don't understand this type of order beyond what they hear on CNBC, and those folks...
You're right, of course, I over simplified. Perhaps too much. Most importantly the order is executed against the BATS book first, then it is...
It's simple really:BATS receives an order to BUY 100 shares of CSCO at market BATS "asks" traders using the BATS direct feed with the appropriate...
Check out Automated Trader's historical NASDAQ data. It will only be useful for NASDAQ issues, but it is reasonably priced data and is sourced...
Most use data feeds direct from trading centers. Each of these feeds is different, but all carry messages used to represent depth of book changes...
No AUM. Trade their own money.
Why not rent a cube/office in a shared office space? There are serviced offices all around that allow you to rent the space you need, and you'll...
What data feed & broker are you using? Thanks, Louis
I should clarify. When I said "NT" above I meant NinjaTrader. I'm currently investigating NeoTicker, but I am concerned with the data feed...
I tried NT's programming environment. I found NinjaScript to be a bit obtuse, but it's possible I'm missing something. Their documentation of the...
If you want to back test forex, I'd highly recommend using data from your market maker, not some random data from the internet. Spreads will vary,...
None that are specific to market makers; however, being a market maker may bring with it specific information advantages making speculation more...
Exactly. If you're working at this time frame you at least must consider the order book and apply some set of assumptions on your impact to the...
I've not found any off the shelf product that can really do this effectively, except for very expensive packages from Kx Systems, Vhayu, etc....
Won't matter or help. In fact, it might cause problems if IB uses DNS for high availability.
Separate names with a comma.