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  1. Anybody has experience with IB's FIX/CTCI interface?

    I use IB FIX, but for only for order execution. Market data over FIX (not FastFIX) is an overkill, unless you trade illiquid issues. BTW, where...
    Post by: speculatus, Oct 12, 2008 in forum: Trading Software

  2. Tick Data Feed - Cost?

    It depends on your system's requirements. For some high-frequency trading systems real-time tick data is a must, since the system can see and...
    Post by: speculatus, Oct 12, 2008 in forum: Data Sets and Feeds

  3. Tick Data Feed - Cost?

    Real tick data providers sends you every update received from the exchange feed handler (usually only fields that have changed), whereas snapshot...
    Post by: speculatus, Oct 12, 2008 in forum: Data Sets and Feeds

  4. Opening Orders - 2008

    http://www.indexarb.com/
    Post by: speculatus, Oct 9, 2008 in forum: Journals

  5. Please recommend a platform for a black box

    Code your OMS to use FIX, and you'll avoid a lot of headaches when time comes to switch brokers. It's not that hard, just take a look at quickfix....
    Post by: speculatus, Oct 5, 2008 in forum: Automated Trading

  6. Save the eyes of your users - use a good font

    Check this out... http://www.proggyfonts.com/index.php?menu=download
    Post by: speculatus, Oct 1, 2008 in forum: Automated Trading

  7. Opening Orders - 2008

    It was 133.00 15:59:58 129.70 x 130.00 2 x 252 15:59:59 129.70 x 130.00 2 x 222 15:59:59 3000s130.00 @ 15:59:59 129.77 x...
    Post by: speculatus, Sep 24, 2008 in forum: Journals

  8. Island hidden orders visible to some?

    One can sweep the book at any depth after taking out NBBO.
    Post by: speculatus, Sep 22, 2008 in forum: Order Execution

  9. Island hidden orders visible to some?

    I'm 99.999% sure no one can see ISLAND hidden orders. But a broker can replicate the customer's flow on an internal book, and I bet any brokers...
    Post by: speculatus, Sep 22, 2008 in forum: Order Execution

  10. Maximum number of YM, NQ and ES cars to drive?

    ES on 2008-09-09 ... 15:58:25 1227.00 x 1227.25 3067 x 2454 15:58:25 1227.00 x 1227.25 3057 x 2454 15:58:25 1227.00 x 1227.25...
    Post by: speculatus, Sep 11, 2008 in forum: Index Futures

  11. How do large firms and pros place orders?

    RegNMS protects top-of-book quotes during RTH only. You can easily take the best bids on all 11 market centers and send the rest down to NYSE...
    Post by: speculatus, Sep 11, 2008 in forum: Order Execution

  12. NYSE cancel at close question

    The specialist closes a stock when it prints imbalance/close trades. It can be any time after 4:00pm. I saw some close prints well after 4:15pm...
    Post by: speculatus, Sep 11, 2008 in forum: Order Execution

  13. When orders are routed out

    If your limit order becomes marketable and gets routed out, you pay routing fees.
    Post by: speculatus, Aug 24, 2008 in forum: Order Execution

  14. IB: Is there a way to prevent all orders to route to NYSE

    Do you know the difference between "market open" and "stock open"?
    Post by: speculatus, Jul 1, 2008 in forum: Order Execution

  15. Tell us how you spot tape painting

    Jesus guys, get a life, learn how algo's work. That would answer your question. And just ignore late prints - they are completely useless.
    Post by: speculatus, Jun 26, 2008 in forum: Order Execution

  16. NYSE get worst fill than ECN

    Why do you think NYSE fill is bad? The specialist has nothing to do with this. Check what NYSE quoted at that time, and I bet it was 50.44 NYSE...
    Post by: speculatus, Jun 25, 2008 in forum: Order Execution

  17. FIX Protocol?

    Very few use market data over FIX due to text conversion overhead. The industry is going towards FastFIX. CME and few ECNs already use it to...
    Post by: speculatus, Jun 8, 2008 in forum: Trading Software

  18. Max Limit Order Size Arca

    Usually it's configured on the ECN/exchange side on FIX level per client. Check order limits with your broker.
    Post by: speculatus, May 30, 2008 in forum: Order Execution

  19. Learning to Tape Read 101

    When there is an aggressive buyer/seller in a stock, it doesn't matter what INDU or spooz are doing - the algo is kicked in and it keeps working...
    Post by: speculatus, May 29, 2008 in forum: Trading

  20. NYSE Trading Falls to 7-Year Low as U.S. Volume Rises

    Can you back up you claim?
    Post by: speculatus, May 29, 2008 in forum: Wall St. News
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