Recent content by fareastcoast

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    TWTR - Twitter starts trading November 7

    Hrm, just raised the target price, and also increased the number of shares being sold....seems awfully similar to FB. You know what they say, if it looks like a duck, and it quacks like a duck..... My prediction is it opens slightly above the target price and then faces downward pressure...
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    how to play the Default

    I went long DIA yesterday when it dipped, still long today, and will continue to be long for some time. A deal is inevitable, the last 17 times this has happened, markets were up 1-2% in the week after the shutdown ended.
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    Sai

    Well, purchased LDOS at the opening cross today. Should continue to drift up through the afternoon if my calculations are correct. Looks like there is indeed an arbritrage opportunity here.
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    Sai

    Does anybody know what is going to happen with SAI on Monday? I'm trying to figure this out in advance of the start of trading on Monday so I can take advantage of any mispricings. Here is what I know. SAI will split into SAIC and LDOS. SAIC is basically the inheritor of SAI. 7 shares of...
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    anybody know how to write a feed handler?

    Which vendor did you speak to that can do this for $2k/month? Does that include the colo and cross connect for $2k/month? My figure is that, and the indirect access exchange fees we would have to pay. I figure 3k/month for feed access, 1k/month cross connect + network + colo, 2k/month...
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    anybody know how to write a feed handler?

    Ah, this is a great suggestion, this is exactly the sort of thing I am looking for. So I can be in the production environment for a little bit, capture packets for a day, and then use the replay for development. I think I will start down this route first, just have to find somebody who's...
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    anybody know how to write a feed handler?

    So yes, it is possible to generate fake data, and then receive it. We already have a setup that does that. However, I want something more realistic to test on, not some contrived setup. Only by getting an actual sample from the exchange can I really ensure that we have correctly taken into...
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    anybody know how to write a feed handler?

    Basically, I want to receive the CTS/CQS/UTP multicast from the exchanges. To do that, I need to develop a feed handler to handle that type of data stream. But it costs $6k/month to get access to that multicast. So instead of spending $6/month while I am developing, I would like to simulate that...
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    anybody know how to write a feed handler?

    Guys, NxCore is not a multicast. I'm looking to build a raw feed handler.
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    anybody know how to write a feed handler?

    Is there some way to get say, a 5 minute message snapshot of CTS/CQS/UTP which I can then replay? The idea is to set up one server replaying the multicast using the snapshot while the development server parses the multicast.
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    anybody know how to write a feed handler?

    I don't see how TT XTRADER has anything to do with the exchange market data multicast. I have FIX connectivity and trading platform set up already, I just need a way to receive a demo multicast from an environment that doesn't cost $6k/month to maintain.
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    anybody know how to write a feed handler?

    This is actually a quite serious question. I've been doing algo trading with a couple partners for a few years now and we have done quite well. Now we are looking to move to the next level by connecting directly to the exchange feeds for even lower latency. A commercial feed handler costs...
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    What happened to Sprint?

    I found a bit more information: "Based on the elections made by Sprint stockholders, each stockholder that elected to receive stock will receive one share of stock in Sprint Corporation, and each stockholder that elected (or was deemed to have elected) to receive cash will receive a...
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