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Well retail flow is nothing compared to institutional and hft and, as you said, it all gets internalized anyway. Hidden liquidity is significant. You would want to put hidden offer to improve your chance of getting filled. You basically jump in front of displayed offers to get priority.

I'm new to IB so jut getting familiar with it. One thing that I don't like about SMART route is when I send a market(able) buy order on a stock with large spread, it executes in their dark pool at the offer. If I sent it direct, I may have been improved by hidden orders. Isn't there a way...

LOL. Thank you. Anytime.

It will be useless ... once they close the connection, you will most likely loose all the buffered data, including the "logout" message. Basically, it's your responsibility to keep up and monitor :)

K, this is just my $0.02 ... You should not use exchange timestamps. You should timestamp each message based on your local time and the rest of the code should use that nice clean time. Shield your code from idiosyncrasies of exchange/vendor time sync. As far as firing timed events, I only...

This is a standard feature ... if client is not able to read quick enough, data is buffered up on the server side wasting shared resources.

One thing I want to mention ... Let's say vendor experiences a gap (they lost a couple seconds worth of data). A good vendor will request a retranmission of the data. Once they receive it (a couple of seconds later), they will send it through with the original timestamps. If you trade...

Do you know the source of the data? Is it level1 data from SIPs (UTDF, CTS)? There are lots variables and a 100% definitive answer is hard to give in all honesty. Anything that deals with technology is very rarely definitive.

Here it is - under normal operation (on the vendor side), everything should be coming in in-sequence. There should not be even one instance where timestamp goes back! There are lots of things that can happen to have the problem you describe. You never answered my question about the timestamps...

Help me understand something ... If you need microsecond resolution, I must assume you are trading/researching in a very short time frame. If so, isn't it less expensive to just subscibe to real time data and capture it yourself?

Here it is https://www.getstockideas.com

Sorry wrong site. Will repost one I find it

I didn't check them out yet, but looks promising from a glance. http://thestockmarketwatch.com Please share your findings if you look at them or already did.

It's important to understand what the timestamp represents. Are you saying it's Nasdaq's exchange time? I doubt it. Most likely it's vendor's local time.

I use TOS for everything except executions. Love their playback (OnDemand) feature. It will get very expensive to scale in/out. Listen to Robert.

https://www.nanotick.com/

I think the times have changed. So many opportunities nowadays and mindset of youngsters is to be independent. https://www.cnbc.com/2018/06/05/teen-launched-north-tabor-capital-hedge-fund-from-his-nj-bedroom.html

Aquarians, I hope you take it as a constructive criticism ... You are projecting a personality that would make me (and I ass-u-me many others) question working with you. I get a much better impression when I read Lee's or fan27 posts.

I don't think you have mentioned how scalable your strategy is. Will you be able to trade the size necessary to support your needs? How will the risk/reward change? Since you have no family to support yet, this is a great time to go for it. You may never get another chance. If you fail, it...

Let's have the poll speak for itself. All you need to do is press "Don't use at all"