Are you adding or taking liquidity? Citadel, Knight/GETCO, and 3 other firms form the vast majority of "subpennying" in the market. If you're...
If you use FIX (which in my experience is far more robust than broker or platform API's), then you can more or less switch brokers seamlessly...
If you mean you're trying to add liquidity, that would not be surprising. It seems that internalization and retail brokerages selling their order...
They build their own error checking/stream reassembly on top of UDP. In the end it works really well, if it's done right.
I'm not sure what's happening with VTrader, but some of the same people are now at SageTrader, which is also SF-based.
You may "feel" you've come a long way, but if you really do have any understanding of "intraday ES price action", shouldn't you be making money...
Maybe I misunderstood your question -- I was giving an example of how some (privileged) parties can trade (barely) inside the bid or ask, which is...
"Discount" broker/dealers can trade at .0001 inside the bid or ask, by trading against their accounts using "internalization" and/or take a...
I looked into it a while back as well, and for the Nasdaq the conclusion I came to was that you have to either get the full TotalView from your...
I was only able to get 15Hz via HDMI 1.4a, and I bought two new graphics cards in vain attempts to get something better. But I tried it using...
Congratulations on the position, and thanks for the update. I followed your thread last year and was wondering what you ended up doing. It's...
In my experience, this first generation of 4k gives a lot of grief, both the monitors and the graphics cards. I have one now but am going to get...
People at brokerages sometimes have connections to external capital and an interest in helping traders get connected to it. Particularly,...
No offense, but provided this isn't a "troll" post, I'd say that there's no way to predict what kind of ROI you can expect. Could be negative 99...
Perhaps all you can do is run your stuff in real life (sounds like you've done that so you're a step ahead already), then see if it does what you...
From what I've seen, tax advice on ET tends to be very bad, unless it's from a real-life tax professional, only one of which I'm sure exists on...
The retail discount brokers are making money "through the back door" by selling your order flow to wholesalers such as Knight and Citadel. Retail...
I hope everyone realizes this guy is joking. Deliberately sacrificing family relationships for a 1% chance at a trading career must be one of the...
Re: your data, I'm not sure what data coming from the NYSE you'd mean. NYSE has many data products. If it's a consolidated feed, then it will...
Which instruments? If it includes US equities, reported trades could be "internalized" or otherwise reported late, making a seemingly...
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