Recent content by 314

If I understand correctly, propseeker's argument is not that dark pools are making the market more transparent and clear, but that it was dark pools that began the market away from transparency and clarity--that was the point--and this at the behest of the buy side. HFT then came in and started...

I have heard good things about DTN's IQFeed (http://www.iqfeed.net/index.cfm), but have not used it myself. When I can pony up the developer fee I probably will.

Whoops, you know what? I switched Marketcetera and ActiveQuant in my mind when I replied to you. It is the former that I am referring to in my reply above. :p

ActiveQuant (http://www.activequant.org/) offers Ruby scripting support in the form of an embedded JRuby interpreter, I believe. You might check into that.

Possibly. What do you mean by "data-mining"?

It does mean slightly tighter spreads.

There are brokers who do this, and there are brokers who don't. If it matters to you, find one who doesn't, and demo there.

IBFX

Note: I'm posting this in case someone would like to be a guinea pig and find out what this broker's like; I have not and would exercise caution. Just got an email from the guy who runs MT4Stats regarding an "STP broker making a big splash in the Forex broker industry". Not sure if he's...

Yeah, I'm sitting on some puts that just went ITM. Feels good, man.

Why not scan currency futures instead? For EUR/USD, for instance, you'd look at 6E or M6E.

Hehe...

My Google is as good as yours, and quite useful when you'd like to learn about something. It helped me find these fascinating articles. Perhaps they will interest you too: http://seekingalpha.com/article/151385-how-flash-orders-work...

You're right--I don't know of anyone who disseminates quotes in bulk via FIX; I guess I must have not read quantparis's question very closely, or it was really late. :p