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The link is for QQQ, SPY and DIA. I am referring to stock. I do not have any link to prove my words as I am speading from my experience. If I am wrong please someone correct me

thanks, for the info. In terms of INET, I believe that is not the case.

thanks, but that is not what I am asking for in here. I am seeking help to solve the technical issue of computing live VWAP on EXCEL using DDE.

I am using e-signal DDE link on excel, and am wondering how I can compute live VWAP on excel without VBA or java. any suggestion?

what about equities?

just got a reply from NYSE via email. My bad, the data is here http://www.nyse.com/Frameset.html?nyseref=http%3A//www.nyse.com/marketinfo/datalib/1152267398806.html&displayPage=/press/12_2006.html

I do not understand what you are saying in here, as I do not mention anything about fee at all. probably no impact. most prop firms use software that has auto-refresh orders every 5 minutes. I guess so. Anyone know the history about this rule?? why was it there at the first place?

Very much agree

I was informed today that the 5 min. time out rule on NYSE is gone. What sort of impact can we expect from that (in terms of prop. trading)? NYSE used to post program trading data on the web-site (http://www.nyse.com/marketinfo/datalib/1152267398806.html) but now they stop since the period...

Does anyone trade the hybrid stocks still sees double print? that happens on AXP today (Nov. 1st).

Ever thought by any chance your idea may be stolen by your firm, given the fact you initiate the exposure of your strategy to them at the first place. So they don't even take the blame of stealing your idea? Just I wonder, as if I were the manager, and I have the tech. department who knows...

Can someone explain what they mean by "blocked"? I am also wondering if the hybrid market will kill this strategy?

Thanks, but I am looking for source to begin with.. And thank you for explaining the underlying strategy in trading merge.

What is a good source for event-driven trading? For instance proposed M&A deals?

What are some stocks that experienced Opening only traders recommend for a newbie? Lescor recommends the Dow components as I remember from one of the threads concerning this topic, what else? thanks

but I do get my order filled on those large prints on NYSE order..?

haha..that is crazy, like LEH against GS..haha

I wonder if anyone can provide me with either a guess or answer for this. When there is just not enough liquidity on the NY open book, but the T&S shows 250000 shares (one order) filled on NYSE. Does that have to be the specialist filling this guy?? and what rules govern how the...

Don, the link doesn't seem to work

What is a VWAP order Don?