Yes, the machine is colocated. In the BAC example I tested this on, the price was holding steady for an extended period of time so it wasn't a...
Mostly ARCA and NASDAQ, these are the two venues where I submit the majority of my order flow. I have heard somewhere that hidden orders are only...
Hi, does anybody have experience with imbalance and opening cross data? How does one use this data to estimate the open price? Can the...
Does anybody know any good vendors for intraday stock/etf data? I am looking for minute resolution bars to do some backtesting. I am looking for...
Hi, does anybody know how orders submitted to the exchange are prioritised? For limit orders for instance, are they filled according to the...
Actually, that figure is not too far out of the ballpark. NxCore can provide what I need for $500/mo. Nasdaq Basic runs at $1500/mo for...
My budget is around $500 a month. Basically, I need to be able to scan all listed US equities with maybe a couple seconds of delay. Ideally,...
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