NxCore does this with full feeds and very cleanly, but that's API-only and quite a bit more expensive. Very nice system, though, if you need full...
Internalization refers to broker-dealers trading against their own clients. This isn't the same as an institution (such as a hedge fund) using a...
There are many ways to do this. Here is just one: http://www.elitetrader.com/vb/showthread.php?threadid=191918
I downloaded this paper before and it struck me as pretty bad. The author talks about "high frequency" trading and using "bars" in the same paper...
QuantHouse, Thomson Reuters, Interactive Data, or Activ may be able to help as they either own or have relationships with the private network...
Interesting -- I've been wondering how the HFT's are doing, now that markets seem to be becoming mercilessly efficient in the short term. IBKR...
If you've got a budget in the 000's, you might try NxCore -- http://nanex.net/. They provide full feeds of NBBO/Level 2 for various markets,...
You're completely entitled to your own opinion as to what "fastest" means, but in my opinion a well-OC'd unlocked Gulftown beats all comers,...
Not necessarily. Xeon is simply a marketing name. It has only a vague relationship to the architecture, L1/2/3 cache size, socket count, core...
If you want the entire OPRA feed and are willing to pay for it, NxCore offers the OPRA feed (best bid/offer for each of the options exchanges)....
That's funny; mark of a truly good trader, bravo! These payment-for-order flow relationships have got to go, and the SEC seems to agree with me...
Hi TraDaToR, I have enjoyed reading your posts over the past few months, especially given your local perspective on European issues....
Sounds very questionable to me. There's no way for me to know the details of this, but I personally would never fork over $5k based on this info....
If you're life wasn't over before you quit trading, then it certainly isn't over after you quit. Your current situation must be painful, but...
You'll probably have to investigate these on your own as probably very few people here use them; my impression is that these are primarily...
This is due to "Broker/Dealer Internalization", "payment for order flow", and "dark pools", where such prices are allowed unfortunately due to...
Very well put, Big Outside Bar. This is not a closed venue like the old floors; it's open to anyone who can compete and place orders. And that...
Really? If you could really get such gains on a daily basis, by my rough calculations you'd be able to trade your £15K into...
Interesting story, Ghost of Cutten, thanks. The difficulty in guessing the bustability of a trade a priori (regardless of how "well defined" the...
I largely agree with you, NY0BScalper -- although I'm definitely not a fan the many proprietary feeds popping up in a seemingly ever-more...
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