Recent content by perkindiafrawl

Hi all, I'm looking for brokers with _deep_ short lists. Specifically, I'd like to short any ETF. Genesis has an impressively deep list, but I hate their trading software (Laser), for which they charge $200 a month. Any other brokerages out there with comparable short lists...

Ah cool, so there are some VIX ETFs. Unfortunately you can't short them at Schwab. Lame.

Hi, I'm looking into how to long/short the VIX from a Schwab account. One possibility is to long puts and calls, but the bid-ask spread is huge (50 cents for in-the-money) and options are not conducive to long-term trades. I'm just curious if there are any other possibilities that I'm...

Thanks for the suggestions, guys. I'll check out those services. I don't know anything about futures... maybe some day. :) I have been combining BATS, ARCA, INET, NAST, and AMEX to get my own BBO... But I am concerned because it does not agree really well with the NBBO. And when I...

Hi, Here's a little more info: I'll need level1 quotes of the current best-bid/offer on the various exchanges/ECNs as well as the best-bid/offer quantity. I do not need depth quotes (LII). I'll be trading AMEX or NYSE listed stocks with total daily volumes typically over 600,000...

Hi, I have many detailed questions about data feeds for use in an automated trading system (ATS). I'm implementing an equity ATS with RedSky (now ITG). My box is located at the brokerage. I have the option of subscribing to various data feeds, one of which is the NBBO, and the rest are...

Yeah, I know. I tried that first, but the program kept crashing on me. I couldn't even import a simple esignal data set without it crashing. So, I abandoned that idea fast.

Yes, I'm going to program with their API. It doesn't look that bad to me. But getting started is a pain. They don't have much documentation. If you want to put me in touch with this guy, that's cool. If not, I don't have anything to offer you. thanks,

Hi, I'm about to code an ATS using Genesis ' API. Is there a requirement that it be a Windows app? Could I write it using the gcc compiler for Linux? If so, any recommendations of one over the other? thanks

I'm currently in Switzerland and SHOCKED at the trading fees brokerages charge here. I just talked to a UBS rep who told me that you can expect ~1% per transaction plus a stupid yearly "safe holding fee" of $50 + $10 per position. Compared to a discount brokerage in the US, these rates are...

Hi, newbie question here... I am trying to implement my first ATS. One really confusing thing for me is: how do you access current and historical price quotes in the ATS code? I assumed brokerages would provide function calls in their API's like getPrice(). But this doesn't seem to be...