For several years, I have been using DAS Traders CMD API to automate short locates and this works really well (fast and reliable). You can send an API request to ask for the price of the locate and/or send an API request to locate the shares. I am with Cobra Trading and they provide many...
Is it possible to get better time resolution than 1 second in Time & Sales, specifically for US stocks ?
So for instance, instead of what I see today:
10:12:15 price 12.54 500 shares ARCA
I would like to see something like this:
10:12:15.427 price 12.54 500...