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Anyone know what the legal/logistic hurdles are to writing directly to exchange API's? Please work from the assumption that supporting the overhead of working with multiple Exchange Fix Implemations/API's is doable. I'm more interested in how clearing/risk/etc work from this standpoint. Is this...

37%

if you're going to get all trick with hw parallel, why wouldn't you go fpga?

lol. eric is probably closer to 2M a DAY. you obviously have no clue who you're talking to.

Was wondering if anyone here knows of any maximum limit order size that can be posted at one go on the Arca book. Reason I ask, is I posted around 60k today and had my order rejected and I'm trying to narrow down the problem. Need to make sure that doesn't happen again. Thanks

What you're asking is very strat dependent. If I had some arb strat that rarely misses, 1% would be way too conservative. If I had some trend strat that always got hyper illiquid right when I needed to bang out, then 1% might be too risky. So, the ideal is case dependent, and only you can...

yea, you guys are right. someone posted the link in another thread, and i didn't notice the empty to: field. bummer.

great link.... now there's a really easy way to be proactive about this: http://www.elitetrader.com/vb/showthread.php?s=&postid=1894410#post1894410

As you may or may not know, Doug Fredrick and a new lawyer are planning on asking the judge to transfer receivership to Doug from the current receiver Thomas Lennon so that distributions could be done more timely, and the possible litigations that Mr. Lennon insinuated in an email could be...

I know exactly where it came from... what I think is FUNNY, is you guys putting some negative spin on it and using that as proof of fraud, when all throughout this thread there have been links to the court papers where the acct docs are viewable. Nowhere on those docs will you see anything...

I think a chunk of that was overdue commissions from GLB too... think total receivables was closer to 3.5M... but yea, 7-fig surplus if you count it all.

Try not thinking then, doesn't suit you. Just look here... all you will need is basic word and number recognition and a couple bucks to register a pacer acct: http://dockets.justia.com/docket/court-ilndce/case_no-1:2008cv01685/case_id-218370/ Yea, they were ECN rebate receivables and IMO...

gen has no historical data to my knowledge, so you'll have to either subscribe and wait for an update on the new stock or be storing the data in memory or db/file and just check it on the fly.

good point ab... if enough people call, it could make a difference for sure.

i'm fully auto, so i've thought about this quite a bit. especially since a few of my strategies would be very sensitive to it. the conclusion i've come to is that the only way to "limit" strategy leakage is to be involved with firms whose owners or whose clearers have little to no tech savvy...

tito, corey may be making assumptions about the capital acct based on his relations with mike/doug, but he happens to be right, like i've already stated. he's not making irresponsible statements, YOU are. do your homework before accusing others of spinning. why don't you register at pacer and...

it's not your broker, it's sterling. seperate software firm that charges and your broker is just passing it through. most other guys i know using sterling pay too... although, i have heard of a couple firms who eat that cost but i would imagine it would depend on your vol. btw, .006 isn't...

i saw the accounting statements. anyone can actually, it's on pacer. basically, what corey said is how it is. they had around 7-8M in cash accounts plus 3-4M in ECN receivables. the "forensic" accts and lawyers are in a very huge conflict of interest situation, which any logicaly amoral and...

interested as well

from experience, expecting superior data from exectuion brokers, is inferior behavior.