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My experience with RDBMS's with large amounts of price data was similar -- slow and large memory/disk footprint.

I'm pretty sure it's "legal", as my brokers have suggested it to me before when I've gotten stuck in a delisted position. Some ECN's that trade them may not allow non-limit orders, though. But in agreement with the earlier poster's sentiments, I can't see a reason to ever use a market...

I generally agree with the sentiment of your posts, and I think they are a good warning to anyone wanting to trade as a counterpoint to the largely bogus (in my opinion) claims that there's a sufficient "learning process" that one can go through and automatically become successful at trading --...

You make some good points. Another issue is, who "owns" the information about the fact that a large mutual fund wants to sell 10 million shares of a given stock? By putting the order in a visible market, they would be "giving" this info away for free. Why should a mutual fund give the trading...

+1, insightful comments, thanks.

Just to confirm what the earlier posters wrote, for the much of the second 15:36:36, the best bid on X appears to have been exactly 40.71, which is what you got. A significant majority of the shares traded with the timestamp 15:36:36 (comprising many trades and over 3000 shares) were also...

I'd say, always put a limit on your orders, even if you think it's going to be hit immediately. It eliminates a lot of uncertainty (with bad quotes etc), especially in thinly traded issues.

I think Sterling is pretty good for autotrading, given that it's a traditional, GUI-centered product. But I think that the Genesis NON-Laser solutions are better (the non-GUI ones), assuming that their somewhat limited functionality is sufficient for your needs.

I feel badly for those whose businesses and jobs depend on those ports, but shrinking imports (which is seemingly what this reflects) is good news in the long run for the US trade balance, which is in my opinion a critical issue that needs as much help as it can get.

I think NxCore is pretty good, if you don't mind paying for a feed of the whole market; minimum is several hundred $ per month.

Interesting observations, thanks. Also, before spending a lot of time learning the relatively restrictive instructions of current-generation graphics cards, many groups might find it worthwhile to wait for Intel's Larrabee, which is (supposedly) coming out in 2010 and has a far more general...

Anyone know of a good information service for splits, computer parsable? One that includes: Ex date Pay date ratio for all stocks, including those vexing "stock dividends" that are essentially splits with a delayed pay date.

As far as I can tell, this discussion has little or nothing to do with chipsets. CUDA-esque computation is all done on discrete GPU's, the main (and by far most profitable) part of NVDA's business, which is not the same as chipsets. (FYI, the "chipset" is basically helper chips --...

GPU's may not be Turing complete, or if so then only by hook and crook. You may end up banging your head against the wall, depending on what it is you're trying to parallelize. If you're doing very intensive, obviously parallel operations such as matrix multiplies, these may work well for you...

Why's that? Aren't all US Equity Options transacted through the exchanges (i.e. no internalization)?

FIX itself is pretty slow and I don't think anyone uses it for market data feeds. But there's a new "variant" called FAST FIX that actually is for data feeds. The only one I can remember that uses it is Spryware, a "high-end" solution; but there may be others now. This link tells a bit...

NxCore provides an execution-only feed (the minimum type of feed they sell for equities) for a few hundred a month, I think, but that's only for one user. For data you publish on a Web site, you might want to ask them. http://www.nanex.net/NxCore/NxCore.htm

NxCore can sell you full tick data for all North American futures markets going back several years. But I think it would cost you in the many thousands and you would need to use their API to access it.

For OTC/Pink's, the high level of internalization can kill virtually any strategy for anyone but the brokers in whose account the person is trading. There are far fewer rules about pricing for these stocks, so brokers can trade against their customers' order flow in ways that benefit them...

Most of your questions (commissions, ECN fee/rebate passthroughs...or not) are determined by your broker, not by Sterling, which is just the platform. You should ask your broker, and then you may need to look up the exchange-specific fees/rebates at nasdaqtrader.com, ARCA's site, etc. As for...