We'll see how deep the hole goes.
ELA, goto amazon.com and buy a book. Save yourself some money and learn something at the same time. Check out the Penn-Lehman project a few...
Most major prime's that props clear thru allow access to their and other darks (Sigma-X, Knight, etc.).
If done properly, you should be able to handle as many ticks as your program can write from stream per unit time. The trick is filtering the data...
Might want to try linux out if speed is the need. Windows XP/Vista/any version really is a resource hog.
You can check: How many are on the price level when you join and how many trade at that level prior to your fill? Since its is FIFO fills and...
Kissell has some great papers in the Journal of Trading
Transmarket Group is pretty nice.
Pretty good service. You might need a direct CME gateway for the futures and Lime Brokerage service for the cash side to keep up.
+471
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-36
WTF is a salary?...... :confused: Sounds like something I used to get years ago.
24
Regardless of JC' s opinion; Don's track record has to speak for itself. Jeez Don, what did you do to JC at the seminar?
nuclear physics
I'm in. Where's the spot.
kalzayani, can I try out your add-in. PM sent.
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