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  1. DaveN

    eCBOT (YM) stops, who can view them?

    Andy, Those are good times. It looks like you are averaging 51 milliseconds. For comparison, dial up would have run between 300 and 600 milliseconds, if I remember correctly. Here's my ping result on www.yahoo.com first using the DOS command prompt, then what it looks like in...
  2. DaveN

    eCBOT (YM) stops, who can view them?

    Pingplotter provides a nice graphical representation of Trace Route data. You can get the information from a DOS prompt on your computer. Under the Start button, Run... , then type cmd. That will give you a DOS window. From there you can type either of these commands. I'll use...
  3. DaveN

    eCBOT (YM) stops, who can view them?

    :) Sounds like the experiment was well worth your time.
  4. DaveN

    Interactive Brokers Ranked No. 1 Software-Based Online Broker by Barron's

    Not anymore. It was just a little bit of trivial reminiscing I suppose. Kind of a way to support that I was an early customer. I'm really just elaborating on the point that I've been with them for quite a while. Back when they first started retail, the accounts were sequential. I didn't...
  5. DaveN

    Interactive Brokers Ranked No. 1 Software-Based Online Broker by Barron's

    IB, congrats! This is well deserved. I've had various retail accounts with you since Oct 1997 (account number ~1100, I believe :) ) when you just started retail. It's been a real pleasure watching you grow and the TWS evolve. What I like best is your attitude of innovation. I've always...
  6. DaveN

    YM just die?

    Nicely done! For comparison's sake, I've run ratios using 3 minute bars. 0.77 was my result based on the three minute volatilities. So, roughly 11.6 ES contracts to hedge the 15 YMs.
  7. DaveN

    "smart routing".... IB vs. CYBERTRADER

    Yes, they are one and the same.
  8. DaveN

    "smart routing".... IB vs. CYBERTRADER

    Per the request of two of the posters, I've deleted the posts that started the heated exchanges and attacks. I've also tried to clear the posts that didn't make sense without the originals. If you feel that I've deleted a reasonable and constructive point that you were making in the process...
  9. DaveN

    "smart routing".... IB vs. CYBERTRADER

    OK all, a gentle reminder....please keep the discussion focused on opinions and issues. Personal attacks accomplish nothing constructive.
  10. DaveN

    Best place to live in the USA

    :p Well, I know you're kidding, but I did think of something. The problem is that there aren't enough of those Colorado "haters" and this place is very quickly getting stuffed. I do a lot of work in commercial real estate, and the growth forecasts are staggering. Not just pie in the sky...
  11. DaveN

    Best place to live in the USA

    I'm living in the Fort Collins/Loveland, CO area right now. Before this, Boston, MA Houston, TX Irvine, CA Albuquerque, NM Santa Fe, NM Phoenix/Scottsdale/Chandler, AZ They all had some great aspects. I was single in Houston, Santa Fe, and Irvine. Houston has some of the most...
  12. DaveN

    Don's openings and more for 2005

    Wow! If that's for real, you made 0.73 cents per share traded (which is about right for full auto) but only pay 0.13 cents per share? (I'm assuming that includes SEC fees...) Sweet deal.
  13. DaveN

    Wi-fi Trading In Public Areas ???

    Hi Larry, http://www.elitetrader.com/vb/showthread.php?s=&postid=433643#post433643 http://www.elitetrader.com/vb/showthread.php?s=&postid=497140#post497140
  14. DaveN

    Capturing MOC prices afterhours...

    Can you reverse the logic in your system so that you can put a limit order into the market as a Good Til Canceled order? That way if the closing print matches your system's criteria, you should be entitled (at least on the NYSE) to the fill. It's a lot of orders, and may not be possible given...
  15. DaveN

    Off-Topic Temporary Thread

    Hi Mike, I don't know. While I do post to this thread, it is technically not my forum (I cover Order Execution) to moderate. I will always respect another moderator's thread and not do anything to it. If there are blatant obscenities or flagrant attacks on individuals, then I'll delete...
  16. DaveN

    Las Vegas traders

    Hi Dustin, I don't live in LV, but I've spent a good deal of time there. <grin> and yes, time away from casinos. If you've been in the newer areas of Orange County, CA or greater Phoenix, AZ then you've seen those parts of LV. The development is just about exactly the same. The housing...
  17. DaveN

    Wealth Lab backtesting with Tick Data?

    Reading this thread through for the first time, it occurs to me that there's been some confusion between backtesting intraday data versus running charts on realtime intraday data. I'm assuming that Cash was asking about backtesting. I've done some work on 1 minute bars in a demo of...
  18. DaveN

    NYSE Floor Brokers using ITS to trade size

    I agree with Nitro. This is interesting. Can you elaborate on this Jeff? Is a direct connection to the regionals done through regular retail accounts, or is some membership or special access required? Thanks!
  19. DaveN

    NYSE Front-Running needs to be addressed

    OK, grimer11, I've deleted your posts. Keep this conversation on topic and cease the personal attacks. Consider this the final warning.
  20. DaveN

    SEC Fees

    If you notice small discrepancies from the $46.80 that you should be getting charged, it may be the result of rounding. Each sell transaction is treated separately, and the pennies are rounded. So, if you have a lot of sales, and you are looking at just the total for all the sales, then...
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