Recent content by Tom_R

I called them and they confirmed it was shares. Any idea about NYSE data?

I found this dataset of open/close crosses for Nasdaq here: http://nasdaqtrader.com/Trader.aspx?id=OpenClose 1. Are the numbers in shares or lots (100 shares)? 2. Is there a similar dataset for NYSE somewhere?

I managed to reach them via their online chat. Apparently they fixed the volume issues I had had in the past. I will probably try them again soon then. How are those latency issues? Still a second off?

Yeah, if they aren't responsive at least to a degree (within 24-48 hours) then it's scary to trust them to anything. I managed to talk with the guy in charge once and it seems like this is a spinoff business for them. They are doing HFT and other sorts of trading and are already paying for the...

I signed up for Active Tick in May and cancelled after a couple months. The technical issue I had was that their composite volumes were off. In the beginning I managed to talk to support and they said they were fixing it. But then two months passed and I never heard from them and found it...

Are there any good books or other resources about how the big foreign stock markets operate, especially for traders? For example, I know the Tokyo stock exchange has 2 trading periods a day. How does that work? Do they have 2 opening and closing periods every day? Or as another example the...