Recent content by RobertMcLister

OK. I didn't see the lack of a minus sign in front of the adding liquidity rate for DOT. Here's a revised spreadsheet with a note to clarify there's no rebate on DOT, as well as a correction to the BATS rebate.

Hey Jeff, Hope all's well at OES. I haven't traded listed in a while. Are these 0.000275 DOT rates for taking liquidity and adding liquidity standard across the industry? Or are they OES specific? Also, to confirm, can everyone now get a 0.000275 per share rebate for adding liquidity...

In an effort to sort out the multitude of ECN fees I put together the attached spreadsheet. It has a pricing matrix for the major ECNs. I think it's pretty accurate but if anyone finds discrepancies let me know and I'll update it. Hope it's of value.... Rob

Curtis, For a vendor equity feed Comstock is tough to beat. I believe their average value added latency (the delay versus direct exchange feeds, which is caused by their ticker plant data processing) is in the neighborhood of 60 milliseconds which is pretty solid for a vendor feed. We've...

We use a specialized version of Neovest that can do this in real-time. It's available to traders in ETG's Advanced Analytics Group. I'd be happy to provide an overview and a few ideas for optimization. Feel free to call me (248-553-9868) or PM me if you like. - Rob

Here's a short article about it by SIN: http://www.securitiesindustry.com/midweek.cfm?article=1045 - Rob

On the contrary, these types of filters are very easy to create in First Alert. PM me if you'd like and I can help you create a few. They were the bread and butter for several traders for years, but like Mecro said, today they are relatively low reward plays because more professionals use size...

A lot of firms charge the same to remotes and non-remotes. In a non-compression and non-liquidity trading scenario it's often $.0035 to $.0075 per share depending on volume +/- ECN/SEC fees). Some charge a desk fee (often refundable with volume) to cover office overhead. Margins are...

Sager is actually the U.S. distributor for Clevo, one of the world's largest laptop manufacturers. Clevo sources to several high-end OEMs including Voodoo and L-computers (I think). They make a very solid product but there's a few drawbacks on their high-end machines such as: screw-in...

It's also available here: http://www.djindexes.com/jsp/uiIntraDayRep.jsp?DESCMKTCAP=Broad&flag=Market&REGNCNTRY=1.1@USA+%28US%29+%28Dev%29&MKTSECT=219.2@..+Industrial+++++%28avg.+avail.+from%3A+26-May-1896%29+++%5B++DJI++%5D++&MKTCAP=1&prodnum=8&pname=Dow+Jones+Averages&image1.x=60&image1.y=8...

We use Wealth Lab for system testing because it summarizes performance over multiple securities, has several powerful coding "shortcuts", and has a one-time licensing cost. WL has a lot steeper learning curve than something like the Market Information Machine...

Important news that breaks intraday sometimes has a much larger follow-through effect on price since it's harder for people to process new headlines while the market is trading. We've created filters for people that identify intraday events and used technicals and other quantitative methods to...

If you're very disciplined one option is to "overbuy" (buy slightly more than you otherwise would). That way you can piece some off at lower prices if you start to question a stock's follow-through and still have a good position left to "ride." The keys here are being highly selective on your...

Thanks. Hope the kids don't see that subject line. :eek: