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    Lock free Queue and Lock free Allocator

    like rufus said, if you're doing single writer/reader, just use volatiles and an array and wrap it up into a template. i do exactly that for all my messaging. gets trickier with multi writer/reader, but you can do quite a bit with sw/sr as the linearity of data/model logic really doesn't...
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    Genesis Laser API help/contract

    stocastic.exe? that doesn't sound like a gen demo. make sure your mfc libs are current.
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    NYSE closing prints/ reg. imbalances

    no, then the flip would be visible in the data (@ 3:55), which it's not. i know traders and brokers on the floor. i'm not guessing about my answers. do a search for rule 123c orders for reg imb's.
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    Easy Pairs Trading Scalping Strategy

    i think someone has their irony blinders on too tight...
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    NYSE closing prints/ reg. imbalances

    the only rule they're bound to is their orders need to be in by the bell.
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    NYSE closing prints/ reg. imbalances

    that only applies to electronic orders... those rules don't apply to brokers/traders on the floor.
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    Tuco Update

    lawsuits with jlb the introducing broker and penson... neither of whom wanted to pay tuco what was owed. that's why it took so long as well.
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    NYSE closing prints/ reg. imbalances

    no, nothing's changed on the dmm side. broker's, though, aren't as dumb as they once were. for a long time, hedge funds/traders were trading ahead of agency brokers that showed their hand early. so now, simply, a lot of times they don't show their hand until the last second, literally...
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    Stat Arb: Pair Trading (US Equity)

    no, you don't. you just need a blip of deviation and the infrastructure to catch it. just because your margins are only viable down to 30, doesn't mean others aren't down to ms. better to not speak/think in absolutes, or in subjective bubbles relative to your abilities/timeframe... you...
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    The U.S. Dollar Index® (_DXY)

    i think that's the first time i've seen an ascii symbol chart... i'm kind of impressed.
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    Recommended API

    eyal, read his post again. they don't offer that. they send you the whole exchange. all or nothing. count on1k+ to start. thanks nitro, your comments echo what i've heard from friends. regards.
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    Front Running, Flash Orders, or Blackbox/Algorithmic Manipulation?

    they get paid for the add too... it decreased my transaction costs when removing by .5 cps. which really is pretty outstanding. fact: the only thing being compromised was uncompetitive market makers and uncompetitive exchanges bottom line. 'compromising the nbbo', heh, k.
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    Front Running, Flash Orders, or Blackbox/Algorithmic Manipulation?

    i see, so, basically what you're saying is that flash orders are helping retail traders (really buyside/liquidity takers), which are on the other side of your trades, by rewarding them with price improvement and rebates and stealing your order flow. yea, what a scam. luckily they'll be banned...
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    Front Running, Flash Orders, or Blackbox/Algorithmic Manipulation?

    no, i'm trying to say that the people parked in front of your order have nothing to do with flash orders... which is your contention. my contention is not that it's going on, but that this is going on in dark pools. they've been making sub-penny markets for some time now. also, it's more than...
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    Front Running, Flash Orders, or Blackbox/Algorithmic Manipulation?

    ok, just to dispel a big myth here that has been widely spread recently, a lot of which seem to be coming from that Themis guy on cnbc (jury's still out whether he's a complete moron or just a propagandist).... these aren't supercomputers colo'd at the exchanges, for the most part, they're...
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    Front Running, Flash Orders, or Blackbox/Algorithmic Manipulation?

    [/b] nasdaq and bats don't allow sub-penny bidding, so your info is wrong here. if by NASD though you mean the National Association Of Securities Dealers, then yea you'll see this, but it has nothing to do with flash orders. _that_ nasd is where dark pools have to print their trades to the...
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    Recommended API

    yes, i'd be interested in hearing your opinion as well nitro.
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    Recommended API

    my point was 1k/mo is rgt around the mark where you'll start paying for a 'real' api feed. and if you can afford to pay for a real feed the odds are exceedingly high that you are an institution, hedge fund, or an advanced indi trader. of that group, the odds are exceedingly high that you're...
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    What does PF=1.075 tell us?

    wowzas...
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