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I don't think anyone can see hidden orders, and I don't think the order type you describe exists. But I could be wrong..if anyone knows better, please correct me. It's been a while since I've studied the many different lists of order types for the various exchanges/ECNs...

NYSE TAQ is another to consider; many consider it (justifiably or not) the "standard" for historical equities data: http://www.nyxdata.com/nysedata/default.aspx?tabid=730 NASDAQ offers TotalView historical, I think, which is full book, but that's for orders/trades on NASDAQ only. DTN...

Rabbitone, Thanks for your informative and useful posts. FYI, you can use the "edit/delete" function to edit your posts, at least if they're quite recent.

That depends on how you define "inverse", because the broker or market maker's counterparty may be far more informed, whereas uexkuell's strategy is totally is uninformed; hence, brokers and/or market makers often do lose money, and even go bankrupt, whereas those who trade against (the...

Men are still getting great jobs in Canada, last time I checked :D; even if there is unfair "affirmative action" in some areas, just as in the US. Those other guys seem like they're really dropping the ball, and looking for an excuse for their own indolence and/or lack of initiative. Do many...

Apparently, then, trading, math, surgery, physics and software -- areas at which men are generally, but by no means exclusively, more successful -- are "brute-force activities"? Men and women both have general-yet-non-exclusive relative strengths. And no, men's strengths aren't only in...

I have never used Ninja, but a lot of people on this board use it and seem to like it -- maybe look in the "reviews" section of this Web site? Even if it isn't 100% stable (what is?), I've worked with other platforms in the past that are probably far less stable; my solution was to write...

I think this is true only in markets with: 1. 0 transaction costs 2. infinite liquidity which doesn't exist, although some markets may come close to it (e.g., ES).

With DTN, I think you're referring to IQFeed? DTN also offers NxCore historical data, which I think is far more comprehensive than what CQG offers, but is more expensive as you're buying data for entire markets at once. Similarly, I think Thomson Reuters will give you possibly more...

You could trade futures on the CME. They are centrally cleared and this eliminates a lot of potential issues (e.g., your broker going bankrupt and refusing to honor their side of OTC commitments). It also gives you transparency, and a competitive bid/ask. Of course, you've also got to think a...

Excellent post. I have no idea why people confuse short-term equity trading with the CDS/MBS-issuing banks falling on their own swords. You sum up the issues very well here, thanks!

I would use FIX for this (Quickfix is one implementation), if I could, as it has all the low level features you could want, plus is (relatively) broker-independent. But finding an appropriate broker who supports this isn't always easy. It also lacks higher level features that you might want...

That's interesting, if true -- but it also implies that the 2% must be making extremely high returns. Or it's all going to the exchanges' bottom lines, which I doubt. If that win/loss distro is true, then entering into futures trading seems to be a pretty bad career choice, given most...

No feed is measured in terabytes in real time -- unless you're talking about terabytes/month or some such thing, which seems a strange measure to me (??). But even if it were, so what? You're only talking about filtering symbols or quote/trade types you want, which really is trivial. Or am...

And you really expect anyone to believe that a guy who's been the most vocal critic of the banks over the past several years is in fact being paid by those mysterious "elites who control everything" (whoever they are)...

Then I would think that, as a "Software Engineer", you'd be able to write a filter for whatever data you want. That's trivial compared with the other tasks involved in integrating a new data API, in my experience. But why even bother with NxCore (or any full-feed product, for that matter)...

I agree, and I too am disappointed that such obvious truth doesn't show up in the (inter)national dialog regarding the present economic problems. This "crisis" could represent an opportunity to fix things in the US and turn the US to focus its growth more on real productivity of goods and...

Seems to be more and more common these days....

Activ Financial and Reuters have automated trading news feeds. These products may be quite pricey. Various financial news Web sites also post news to their sites that you may be able to use, but of course it's a little more hit or miss and requires parsing Web pages, etc.

You are right, of course, but why care so much? The very need for the distinction between LEAPS and non-LEAPS options is due to the almost comical brokenness of the present symbology. With any luck (or maybe A LOT of luck :D), they will have it fixed within a year or two...