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Most brokers allow odd lots, but I have found that the fills you get are not as good as you will get if you trade > 100 shares. You will not find odd lots < 100 shares on the time and sales tape. They dont have to be reported and a limit order for < 100 shares will not move the national best...

No. It still only uses one core. The author is funny about it and has resisted suggestions that it might be a good idea. Some of the users have contributed worked arounds to run multiple copies in different accounts, but it is a PITA hack.

Google "NASDAQ Market Replay" There is a free tool that will display the detailed trade data along with the order book for the given point in time. It only goes back a few days and the free version is limited to a couple of requests a day.

I did some work with CUDA to speed up my backtests. It reduced my backtest time from 15s/pass to 5ms/pass for 1 year of 5 minute bars over 800 symbols. I dont use it anymore. It takes too much time to develop and debug everything in C/C++. I used a low end card that I happened to...

APC are good UPS's. Much better than any of the others we have tried. They have long duration models that allow extra battery's to be added that can run as long as you need. They are designed to keep network and phone gear running during a blackout. But they are BIG and HEAVY. 19 inch...

Even then, that does not account for the latency between whatever triggered your order and the order hitting the exchange. Also, you will not be able to get all of the shares that trade at your price. Another fun fact that if you are trading a higher dollar stock and your position size...

I belive that lots less then 100 shares are not reported on the T&S and dont move the daily low or move the national bid/ask.