Recent content by Zipf

Traditionally MD feeds... but my point is that I don't mind whatever low-lat interface the broker exposes.

So basically -- there isn't a broker platform for portfolio market making. I might do better approaching my current employer (a small BD) about starting a automated MM platform. Needless to say, I'll run right into the bureaucracy. Would have to build trader-trader friendly EMS because I...

(apologies if I have cross posted.) Looking for recs on what broker to use if I want: - To post liquidity across 300+ names - C, C++, Java or UDP (socket level) API - Historical CQS/CTS, etc. - Portfolio margin Thanks!

I am a wet-behind-the-ears quant with some programming experience. I'd like to quit my day job, and start quoting on 300+ names simultaneously with sub 100ms latency (limit orders only). Indeed, sub 50ms latency would be better. And, if possibe, I'd like to collect rebates too. Would want...