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They build their own error checking/stream reassembly on top of UDP. In the end it works really well, if it's done right.

I'm not sure what's happening with VTrader, but some of the same people are now at SageTrader, which is also SF-based.

You may "feel" you've come a long way, but if you really do have any understanding of "intraday ES price action", shouldn't you be making money hand over fist? It's a liquid market that's also very leverageable-- so any real understanding of it ("edge"?) should yield significant, if not...

Maybe I misunderstood your question -- I was giving an example of how some (privileged) parties can trade (barely) inside the bid or ask, which is actually a very privileged situation. To attempt to trade at the existing bid or ask as a retail client: If you're talking about the US markets, you...

"Discount" broker/dealers can trade at .0001 inside the bid or ask, by trading against their accounts using "internalization" and/or take a kickback from a "wholesaler" (such as Knight or Citadel) to do the same. The unfortunate result is wider spreads and a more fragmented market for all, not...

I looked into it a while back as well, and for the Nasdaq the conclusion I came to was that you have to either get the full TotalView from your broker/data provider (such as Activ), or colocate with Nasdaq to get NASDAQ NOIView (which I don't think anyone resells -- correct me if I'm wrong)...

I was only able to get 15Hz via HDMI 1.4a, and I bought two new graphics cards in vain attempts to get something better. But I tried it using Linux, so my case might not be the best example. DisplayPort 1.3 might make it worth it for me, but that standard isn't even finalized yet -- no...

Congratulations on the position, and thanks for the update. I followed your thread last year and was wondering what you ended up doing. It's nice to know that former traders are valued in many positions -- and in my experience as a client of institutional brokerages, former trading experience...

In my experience, this first generation of 4k gives a lot of grief, both the monitors and the graphics cards. I have one now but am going to get rid of it and switch back to lower-res displays. The current ones either give you pretty poor refresh/fuzziness under HDMI 1.4a, or else you have to...

People at brokerages sometimes have connections to external capital and an interest in helping traders get connected to it. Particularly, slightly higher-up people on the sales side (e.g. whoever your "rep" is), and particularly if you're trading through a "professional" or "semi-professional"...

No offense, but provided this isn't a "troll" post, I'd say that there's no way to predict what kind of ROI you can expect. Could be negative 99 % (i.e. losing everything very quickly), could be 1000%+ (statistically, quite unlikely, but hey you never know). Just consider that most people...

Perhaps all you can do is run your stuff in real life (sounds like you've done that so you're a step ahead already), then see if it does what you expected it to. If not, then you've got to think hard about why. If you start interfering manually with a fully automated system, you're doing...

From what I've seen, tax advice on ET tends to be very bad, unless it's from a real-life tax professional, only one of which I'm sure exists on these forums. That said, my understanding is that you can't create an IRA or a 401K without "earned income", and I think that it's a challenge to get...

The retail discount brokers are making money "through the back door" by selling your order flow to wholesalers such as Knight and Citadel. Retail order flow, considered "uninformed", is aggressively sought by the payment-for-order-flow firms, a handful of which dominate the field. The retail...

I hope everyone realizes this guy is joking. Deliberately sacrificing family relationships for a 1% chance at a trading career must be one of the worst life decisions anyone could make. I'm reminded of the dot-com era, when people risked their family lives for stock options that most often...

Re: your data, I'm not sure what data coming from the NYSE you'd mean. NYSE has many data products. If it's a consolidated feed, then it will include the dark trades as well as the lit ones (they are reported via something called a TRF); unfortunately there's probably no way to tell them apart...

Which instruments? If it includes US equities, reported trades could be "internalized" or otherwise reported late, making a seemingly profitable strategy actually impossible in certain cases. For many US stocks, dark/internalized trades exceed 50% of total volume. So to be more sure, you...

What about the additional 3.8% Obamacare tax? I think that's individuals only (not C corps). So that makes it more like 43.4% for individuals, vs. whatever the corp rate is, correct?

earningswhispers.com, and also earnings.com

FYI I think you want FIX FAST, not just plain FIX, which is generally used for order entry rather than quote data. But I can't be sure as I've never ordered historical from CME.