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My comments weren't meant to be inflammatory. I'm simply stating facts. If you had the skills and experience I have then you'd be able to charge yourself out at the same rate as me. Since you charge yourself out at ~$300 per day then you either do not have the skills or you don't realise what...

Wise words and good advice. If the OP has a limited budget then their time and money is much better spent in developing their own skills and experience. Buying in good skills and decent experience in this industry is not cheap.

Assuming here that the strategy is reasonably complex (which I imagine it would be if you want to simultaneously process intraday data from 100's of equities) I would take 40 hours (5 days) just to spec out the scope of the project and architect a solid solution. This would be before I wrote a...

Fair enough. You get what you pay for. Best of luck.

I've got 10 years .NET experience and am used to high performance handling of tick data. Don't bother with NT. Hopeless platform. Daily rate: £1500/$2000 (I drink a lot of beer) PM me if interested.

API for what? Market data? Order routing? Connecting your toaster to the house alarm? Be a bit more specific.

MN, Are you based anywhere near London? SS

TE, Respectfully, perhaps enough is enough? If the great unwashed don't get it now then they probably never will. There is enough material in the posts of NY, TG, RN, yourself, Blotto and a few of the others on this site to help those that are genuinely capable of going through the looking...

Good thread. Intelligent comments so far. Will enjoy following this one...

This is completely incorrect. Stop orders resting at an exchange do not function in this way. All stop orders will be executed on the first touch of their stop price. Your position in the queue simply affects your execution priority and modifying your stop order to place it at the back of the...

Speak to the guys at Rithmic. They offer just this facility.

Sadly the waiver of the membership requirement for ECM-W (the volume discount scheme you refer to) expires in Dec. Therefore from Jan 2011 you'll need to either buy or lease memberships in order to qualify for ECM-H.

And what is stopping you from inferring this yourself by looking at the tape?

Operating a one man company in the UK is a nightmare. I did it for a few years as an IT consultant but the Revenue made my life such a misery that I ditched the company. Speak to these people. http://www.trioacc.co.uk/taxconsult/taxtraders.html

Given that I live under the approach path to Heathrow I'm happy for it to keep erupting for weeks. It was bloody lovely being sat out in the garden yesterday afternoon, soaking up the sunshine, without a set of screaming Pratt & Whitneys disturbing the peace every 90 seconds.

Have you looked at the ZR order book? It's not just a bit illiquid, it's empty.

Yeah, I got to admit this one is quite funny.

As I thought. Just another troll. Sad really that some people's lives are so empty that this is the best way they can find to fill up their days. Bye bye sad man.

Could you please enlighten me as to how a single equation can accurately model these disparate systems? Don't be concerned about being too technical for, as someone with a background in physics, computer hardware and financial markets, I should hopefully be able to get the jist. Or are you...

It actually doesn't matter if the timestamps are from the exchange or the 3rd party supplying the feed...just as long as they are consistent and accurate. Good luck.