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Why are these hearsay coin shortage anecdotes to be used as evidence for overwhelming physical demand? Sounds like run of the mill ignorance from the ZeroHedge conspiracy crowd. Is it possible that refiners simply allocate "x" % of high-grade 0.999+ for coin production at the beginning of...

These two have led to numerous strategy ideas for me over the years... Trading and Exchanges: Market Microstructure for Practitioners - Larry Harris Options, Futures, and Other Derivatives - John Hull

Tx ids, good to know.

To clarify, was comparing client 4d seg (e). http://www.cftc.gov/ucm/groups/public/@financialdataforfcms/documents/file/fcmdata1010.pdf Any chance you have a link for that total equity/assets stat? I have seen figures like $5.1BB placed on IB's site, but they group together their associates...

Do you appreciate the "government will backstop our callous risk" precedent such a bailout has created for institutions that were fortunate enough to survive? Much anger stems from this aspect, IMO. Yes, this transaction worked out favorably. But do you also trade through your rear-view mirror...

Long time user of IB (still use), but have decided to move much ES/6E volume to Advantage Futures. Highly recommend firm. Using the basic CQG Trader platform, very pleased. With an IOM/IMM, I was recently able to work my cost down to $1.34 per *roundtrip for ~11k ES/ monthly rate. Rate based...

Tx for heads up. Just starting to read about it now.

Recall the German's taking over Hypo Real Estate during the crisis. Any further insight?

Perhaps an EU breakup trade for a German SPV/citizen...set up periphery loan, deposit into Germany wrapped in German entity. Use deposited Euros as visible collateral for periphery loan. Want it visible, fully secured as it eases mind of counterparty (Irish/Greek bank etc), thus lowering spread...

Used NxCore some years back (~05-06) and it was $1000/month + relevant exchange fees. Not sure if that price holds today, so contact them. Sounds like TickData is what OP is seeking. Highly recommend it.

Would keep an eye on http://matlab-ib-trading.blogspot.com/ for future topics of interest. Might develop into decent source. Might be helpful...basic... http://tradingwithmatlab.com/intradaydataIB.html Has a few helpful tips/code: http://tradingwithmatlab.blogspot.com/

What is your budget? Are we talking UHF application here or run-of-the mill intercontinental HF 20-40ms? Your location in Europe? What is infrastructure (is your "PC" colocated on a major EU exchange with fast link to stateside?). Recently befriended a Prague based HF Eurex trader. They are...

Recommend looking at: IQFeed API (http://www.iqfeed.net/index.cfm?displayaction=developer&section=main) Rithmic R|API (http://www.rithmic.com/rithmic_sol.html)

http://www.oracle.com/technology/products/berkeley-db/pdf/berkeley-db-perf.pdf Matlab gets along with BerkeleyDB. My trading partner has an associate using BerkeleyDB for roughly 12000 tick/sec acquisition, listening to ~8500 instruments, and over 40 gb of collection at end of each session...

Have you considered BerkleyDB? http://www.oracle.com/technology/products/berkeley-db/index.html Save live tick to binary (as recommended by previous posters) and at end of day, merge feed collection to the DB. Keep collected symbols on same table to minimize i/o.

Forgot to post this TickIt video piece from chicagobusiness... http://www.chicagobusiness.com/cgi-bin/multiMedia.pl?mmId=1148 Looks like a good group & approach, but let's see how it gets off the ground. Going to demo it.

http://tickit.com/ TT just acquired them. Looks like some potential here? http://www.businesswire.com/portal/site/home/permalink/?ndmViewId=news_view&newsId=20100609006335&newsLang=en Anyone using this? If so, how are you set up? Pricing structure looks quite favorable. Remember...

Intra-day auctions during a continuous trade session under extreme volatility were shown to be helpful in realistic price discovery on the LSE & Xetra (when I get some time, I'll try and dig up the study on ssrn). There is also a signficant difference between a commodity limit day halt and a...

Exchanges like LSE, Euronext, TWSE, Xetra, TSE, and a slew of others have adopted intra-day volatility interruption auctions (VIA's). It would seem plausible that implementing this on US exchanges, one of the last *not* to do so, the chance of future 5/6/2010 episodes will be significantly...

Also take a peek at this thread. May be of some use. http://www.elitetrader.com/vb/showthread.php?s=&threadid=194588&perpage=40&highlight=tickdata&pagenumber=1