Recent content by flipmode

Marketfeed Data Subscription for QuoteTracker...Level1 for Nasdaq stocks http://www.marketfeed.com/internet.htm

In fact the lag in quotes is more a freeze in quotes for 5-30 seconds. After the freeze ends the quotes slowly return to real time until the next freeze takes place. There are several hundreds of them on a high volume day.

Has anyone noticed the huge lag between 5-30 seconds in the marketfeed Level 1 quote feed everytime there is an above average volume on the exchanges ? :mad:

http://en.wikipedia.org/wiki/Automated_trading_system

As an equity trader, I was hit by broken trades serveral times. Are broken trades also possible when trading options ? For example, if you are liquidating a call option after buying it, could you get a call from your broker, telling you, the first buy execution was busted and you're now...

found the answer to my question: http://www.elitetrader.com/vb/showthread.php?s=&threadid=75877&highlight=expense+ratio

What's the Expense Ratio of ETFs ? QID has a Expense Ratio of 0,95%. So if you buy 100 QID @ $50 and sell it later on that day at the same price, you only have to pay the expense ratio fee for that day, that's 1/365 x 0,95% x order volume and of course the commission of your broker ? You...

Hi, I'm using the mb trading SDK/API to develop an ATS. Has anyone found a NEWS/QUOTE API that could extend the streaming realtime quote feed from mb trading by at least ++200 quotes. I only need nasdaq quotes, the API must be easy to use with the c# language and should cost less than...