Recent content by dadainnyc

anybody knows if NYSE ARCA re-price ALO order automatically along with market? all my ALO orders are filled with limit price I sent so I feel ALO orders not being re-priced by ARCA at all? tho ARCA spec mentions re-price. wondering what could be wrong...

anybody knows if TAF roundup is required by FINRA, or just broker markup? FINRA website says no round rules applied. if I trade 100 my broker charge 0.02 as 100*0.000119 = 0.019 which rounds up to 0.02...that's like 2X what FINRA requires...crazy

wondering if there is any nxcore user here? if yes can you please check the latency between exchange and end client. I guess their quote/trade does provide exchange timestamp to check this? many thanks

Yeah. Also seeing cancel delays... Got tons of ApiCancel yesterday and it only happens when ack is heavily delayed and mkt moves fast. Terrible thing is can't find anyone from API supports to check this

anybody is experiencing delayed order acknowledge today? especially close to 4pm. I usually get order acknowledge within 100-200ms but today some order acknowledges were delayed for seconds... not sure if this is related with recent tws change or margin increase?

i am using fxcm. they have tightest spreads you can get in non-pb market. commission can go as low as 8 bucks/mm. its prob the only pp which still have godfather citi pb account...hope they keep it...well half of their management are from citiclick deal so they do have huge advantage compared...

This is NYSE, not NYSE arca tho...still thanks :)

and every time I find some issues in their historical quote endpoint that funny support guy (jack?)always says "its some backfill issue and it'll be fixed soon". but it never gets fixed...

hmm...just found out that IB's imbalance is only total imbalance, not actual market imbalance. anybody knows where to get market imbalance?

Thanks. But i don't see any auction/imbalance related fields in their data fields document...

IB can only get up to 1.1k (10 booster packs)... anywhere I can get streaming data for all NYSE/ARCA tickers? Thanks:)