Recent content by milemke08

Right, I can't believe I forgot that part; stocks, I'm trading stocks. Sorry about that.

I'm a college student that has recently developed a HFT strategy and am in live testing stages right now. So far things have been going well and as I get ready to proceed into live trading I'm looking at different brokerages and have a very simple question: Are there any reliable brokerages that...

As the title says, it's a strange question. I understand that you can send an order through your broker asking to buy/sell as many shares at a time, but what I'm wondering is how it gets filled at the exchanges. If you send a buy order for 1000 shares of stock XYZ at $50.00 to the exchanges and...

thanks :) didn't even think of that

I'm trying to create a custom indicator in NinjaTrader but I'm running into a very odd problem. In the .onBarUpdate() method it won't let me have ANYTHING in the function and the only variable it wont display any Close[x] value if its greater than 0. If i put anything in the function ex...

So this would mean that there might be situations where you wouldn't pay an ECN fee for the sell side of a transaction?

I'm not sure I understand then. Please forgive my ignorance, but could you try to explain that in laymen terms?

Does 'Order Flow' mean that brokers get rebated an amount of the cost to trade if they direct a certain amount of their daily volume to specific market makers/specialists? I checked IB for the list of ECN fees and it came out to this for me: Buy side of transaction: My strategy sends...

Ok, so I've been running some models using InteractiveBrokers cost plus fee structure. I chose this one to test because I want to be able to make a profit even on price changes as small as 1 cent and a .005/share doesn't allow for that. Cost plus charges .0035/share for accounts with monthly...

I'm quite new to the scene of trading and researching how brokers work and, more importantly, how they make money. I finally got around to some reading material on brokers and saw that they change a fee based on the amount of shares per order you are throwing at them. I just want to make sure...