Recent content by rancidmeat

I would love to see Totalview data and would be overjoyed if its available through the API. http://www.nasdaqtrader.com/asp/tv_description.asp

I trade nas equities on average about 40-60 trades a day. I'm currently building an automated version so I don't have to watch it so closely. I would say my market orders hit the best bid/ask about 90% of the time with the average time around 300ms. Once in a while I'll see a delay of a...