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There is a lot of legacy stuff from the pre-computer era, not just market hours. For example settlement could nowadays easily be instant instead of tom/next, or interest payments could be realtime instead of o/n. It would even make sense. But I guess its nigh impossible to get everyone to agree...

12 month gross yield on BBG shows +30.11%(yielding 8.46) for today. Is this for real or some sort of bad data? http://www.bloomberg.com/apps/quote?ticker=GBOTG12M:IND

Out if curiosity - does anyone know how long Refco futures clients had to wait for their money?

I think there are a few nice ideas in those screenshots - i like the interactive console and the study interface. If you decide to put it online, i would certainly give it a closer look.

Did you ask Rabo about SolidFX ? Its a new(ish) multibank-system, where Rabo acts as central counterparty. SolidFX itself doesn't charge any fees - so transaction costs should be cheap. No personal experience with this tho. I have read (in eforex mag, iirc) that Rabobank has the most...

Anyone using this for production with 4.2 and 4.4 specs and can comment on it? The project appears to be stale since 2 years or so. Id rather have a fully managed library than the quickfix warper.

But thats not like a spread in interest rate futures, or a GOOG/AAPL spread. You end up with an eur/usd position - there is no difference expcept higher transaction costs. Risk is the same. Additionally at most brokers (i.e. not IB) you have 2x the margin requirement and pay the roll on each...

So why would you do that instead of trading eur/usd outright? You have probably higher bid/ask spread and incur higher execution risk due to the 2 legs. IMO it only makes sense if you want to trade a particular pair that your broker doesnt offer.

http://interactivebrokers.co.uk http://www.lmaxtrader.co.uk/ http://www.londoncapitalgroup.com/lcgfx_professional.html http://fxtrade.oanda.co.uk Either is ok for F/X in my opinion.

"Non deliverable forward" - not useful for you.

I assume he wants physical currency. NDC means non-deliverable currency - so thats a no go. Most South-american countries have strict currency controls and are not freely tradable (often only via NDF).

Sorry to interrupt your advertising - but could you please elaborate some more on the point of this post of yours..

This is an ongoing problem with them - and they never comment on it. Here are some observations: Resting stop and limit orders usually get executed as expected (and with low/none slippage too), even tho the connection to the client is broken or lagged. The execution report may be lagged up to...

A 'global brokerage firm' makes shill posts on ET in broken english and prefers to stay anonymous? Must be desperate times over there..

Supposedly Hotspot publishes T&S on 1 second delayed basis via api. But call them to confirm. Not sure tho how T&S of any single venue would be useful in a decentral market.

So how are futures cheaper then? $5/RT for the 6E is the same as $20 per halfturn per million - which is exactly the same what you pay for spot at IB. Since the bid/ask-spread on the future is minimum 1 tick/pip and on spot its usually below 1 tick/pip, clearly spot is cheaper. At least with IB.

I think providing a street address on your website would be a good start for being taken seriously. I think your claim that you are regulated in NZ as a financial service provider is an outright lie. I think your FX commissions of $120/million traded is ridiculous. I think this forum section...

Yes, i agree, they could be alot smarter about their order-interface. But there are some things i would want to do myself anyways and not rely on any TQ interface, such as basic sanity checks before sending an order. I didn't test .net vs. c++/delphi performance, i understand its...

Yes, decisions are made inside neo-indicators, who send out messages (using WCF) to my custom OMS application. Nothing is reported back to Neoticker tho. I found the neoticker order-interface is too simplistic, since it has to be the lowest common denominator of all supported brokers ordertypes.

My opinion on the retail products: the better ones like OQ or Neoticker all do a fairly good job of simulating low/mid frequency daytrading strategies where latency doesn't play a big role. They all work basicially in the same way, you write code that reacts on a new tick or new bar, can look at...