Does anybody have any good experiences with a data feed other than Hyperfeeds? I've seen Esignals-turbo feed and DTNIQ-IQfeed, they seem to be pretty reasonably priced. Does anybody know how reliable they are or how many symbols can be pulled at once? Any other good ones out there?
To get the closing price in a listed stock is MOC is for. You would want to use it if you have access to imbalances. An example would be if there is a buy imbalance in a stock that you own already then you may want to sell it to get the closing print. The imbalance may make a spike or the...
I think its if the last print is a 5 cents away from NY's bbo, the NX is turned off. What I heard is that, it is turned off so that people don't have to pay the spread because most likely the spread will big when the last print is 5 cents away. It's to protect the kiddies.
That's Nasdaq for you. I"ve seen my orders held up and displayed 20-30 seconds later after I crossed the market by .20-.50 cents to buy whatever I could at the offer and then some. The best thing to do is have hot keys with direct connections to any venue you want to hit. But in general...