Recent content by lukepoga

I think it would be ok if it be a margainal tax? First 100 trades in a month charge 0%, next 1000 charge higher, next 10000 charge higher then after that charge the top %.

The only one to hit the low of the day. That’s quite an achievement!

The data source is Dukascopy. Tickstory is just a downloader to find the download links and download automatically. Been around many years.

When you say that i feel sad as I have a need to feel respected. referring to single digit microseconds I am correct as I stated. It’s a matter of what can be done taking in tyour according all the language’s limitations. I have no dog in this fight and happy for you to believe what you want.

I don’t know why you argue. We are talking about what’s important. what’s important is contextual and subjective. And since we are talking hypothetically nothing will come if it.

no thats a myth. not really. on x86 its all about the same. the whole thread is ridiculous anyway. i dont see the purpose as this guy is a complete beginner.

its a pretty over the top reaction to what i wrote. so ill write a bit more to help you not misunderstand it. firstly the total transit time from tick to trade is made up of many sequential components. its a long journey to reduce the time for all of these components. the programming language...

the programming language is the last thing you need to worry about. Use JavaScript if you want. There are 100 other things to solve before language matters. Every language can do HFT because it’s the stuff outside your computer that plays the biggest role. If you manage to take care of your...

so You are doubling your trade sizes so you can test scaling issues?

This is from automated trading perspective, human trading any of them should be ok. CQG is slowest. they dont even have colocation endpoints in the exchanges. Rithmic API is faster. TT is faster Rithmic Diamond API is fastest of these retail apis. Vela Stellar Rival Systems are all faster...

yes Historical. If I start recording my live microsecond feed I’m going to be waiting a year!

Nanotick have been out of action for a few months. They are unable to help at the moment. (I’ve been trying!) Though they are pretty cool. Anyway CME is around $2200 per year per symbol for BBO. Not the end of the world.

Futures are centralised not like the dodgy de-centralised stock market

Why can’t anyone do it? All mdp3 is time stamped so every distributor should have it.

where can I buy one year of cme microsecond data? Really really hard to find.