Agreed, dark pools are subject to both regulations. But while they may be filling at the mid and price improving, the problem is that they can...
If you're running automated trading strategies from Europe, it's not just your 8-10ms to your broker it's the latency from your broker to the...
The new mdp3 protocol was launched last year in parallel to the old fix fast feed, all I can say is it definitely treats market events...
If the OP is getting filled at a subpenny (when the fills are to the fourth decimal place as you say. For example $20.0675) then you probably got...
It may depend on the market but for equities and futures you can only tell the size, price and side of the taker there aren't any indicators about...
In its infancy a unique strategy matters, but at this point I think it's more about their speed and positioning in the market. I'm sure many shops...
Typo reach=react
I mentioned that latency on page 2, 300-500 microseconds one way for fiber connection from building to building not including the exchange...
The ICE servers are in Chicago at 350 cermac. If you are manual trading, there is not much benefit. But if you are doing algo or automated trading...
It is the jclient/LoginFrame that is not found, it is probably in the jts.jar. Make sure the jts.jar is in the same directory that you ran the...
For CME we colocate in aurora with CME but we also colocate in 350 e cermak for ICE and CME, there we use telx. Cannot provide pricing as we lease...
The bandwidth on the CME feed is relatively low, and you can pick and choose which product classes to subscribe to. We started on a 20, then 40,...
Most direct feeds from exchanges are multicast (udp), it's faster and saves them network bandwidth.
Yes. Did you have a question about it?
The market is broken, and hft prop should be shut down but this sounds like less of a problem with the market and more of a problem with your...
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