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The Macy's analogy is good but i think that it is not quite the point beacuse it is based upon the folloing premises: 1. all things being equal; and 2. that the tailor on saville row is always as good or better as any tailor in the world. i address premise 2 first. the...

i should have been a bit more explicit about this. When considering things from a latency point of view, focusing on the messaging and the middleware is not enough. if you have a system that takes 0 time to react to data, especially market data, you can still get beat because someone else...

perspective is the key. high frequency and low latency messaging and middleware is an arms race. my firm wites this stuff, licenses it and gets paid for it, but we always run the risk of a competitor launching a new and lower latency product (or even a claim of one), and worse, a private firm...

R | Trader shows you the toal p&l by account. You can then click 1 button to flatten.

can you provide examples of what you do consider "good and well done" ?

you should also consider that an llc does not die and this opens up some interesting options for estate planning. suppose you trade and make a lot of money and accumulate it. when you die it becomes an asset of your estate and, depending upon the law at the time, may become subject to estate...

at the moment we support trading of futures, options on futures, listed strategies and spot currencies. in q2 we expect to go live with support for equities and equity options.

Rithmic is/provides a hosted platform that was built for automated algorithmic trading. It has a C++ api called R | API and a front end screen called R | Trader (we built the front end screen for the FCM's to use to configure risk and to alleviate the need for traders to buld their own - so...

though i have not looked at the data for april 13, i do know that we routinely get more than 30,000 messages per second from the CME during the new york market open. and yes, order book updates per second far exceed the sum of the number of trade updates per second plus the number of best...

terminology seems to be imprecise. clearly the notion of the time it takes to execute a trade is vauge. suppose i send in an order that is somewhat away from the best bid/ask. the market takes a couple of minutes to get to my order and then it gets executed. does this mean the execution time...

the execuution time refers to latency not throughput. looking at the data i found that on April 13, from 09:30:00.000000 through 09:30:00.999999 the cme sent 182 trade reports for esm9.

Try the Zen-Fire API or R | API.

the market data for ninja through Zen-Fire is NOT coalesced (filtered, aggregated, ...).

in dice and roulette and other common gambling games (not black jack), the outcome of the next event is independent of the outcome of the current event. in trading, though one may feel that one's offer to buy or sell (the current event) is so insiginificant that it cannot affect the next event...

it the system is available as a product, why can you not identify it?

I can't speak for others but i think that high frequency trading is when orders are placed at an average rate of about 1 per second (but not necessarily sustained).

all the date and time fields (including the microseconds) represent the time at which our software receieved the data. we synchronize our clocks to a stratum 1 time server. we understand that the cme provides time synchronization services but their time server is a stratum 4 time server (more...

as requested, attached is a file containing all trades, best bids and best asks reported for esm9 from yesterday at 0930 nyt until 0934 nyt. this data is the data that Zen-Fire uses. let us know how this data compares. Fyi, the time stamps are precise to the microsecond.

Your data in column A looks to be of the form hhmmss. it starts at 93000. what timezone?

The broker may setup a password for you initially, but usually the front end trading screen (not charting screen) lets you set your own password. which front end do you use ?