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  1. O

    Another thread on real-time data / API solutions

    For the pricing and other issues, you should call NxCore sales at 800-652-2291, the guy there is quite helpful. I think that the logistics of receiving the full OPRA (best quote for all 12(?) options exchanges) is a bit more complex than receiving just the NBBO, but don't take my word for it...
  2. O

    Another thread on real-time data / API solutions

    IQFeed and NxCore are both excellent IMO, but are totally different products, designed for very different use cases. NxCore's options data gives you the entire OPRA feed, either for every exchange or for the NBBO exchange only -- all symbols, every tick, and there are like 200,000 symbols when...
  3. O

    Options Strategies using Order Flow

    1234, In reading this thread, I remembered an article I read a few days ago that puzzled me. Do you know how the MM profiled in this article can know (supposedly) that the counterparty for his trades was Lime Brokerage...
  4. O

    Neural Networks Revisited

    To add to bjohnson777's fine suggestion above regarding chroot, another possible solution might be building and installing the earlier GCC version yourself, which is usually pretty simple (but not always). When you ./configure, just specify a different directory with '--prefix', and you can...
  5. O

    What Dark Pool offers the faster fills now? Which one has more volume now?. Please need advice

    You could try IEX; they are gaining a lot of market share and have various features that they claim make their market more fair and less susceptible to HFT abuses. I like their features at present, especially now that they've eliminated "broker preferencing" in order to further their exchange...
  6. O

    Epiphany Trading Is Dead -> Let's Get Some Money Back, And Put This Criminal In Jail!

    Funny that it now forwards to Fidelity -- based on the whois entry (quoted below), it looks like the domain is probably not being operated by Fidelity itself. My guess is that Fidelity is using some sort of questionable "affiliate marketing" service (i.e. paying for referrals, without really...
  7. O

    First year, if I make $600,000 in a No Income Tax State

    You also need to add in the 3.8% Obamacare tax, making the top marginal rate 43.4%.
  8. O

    Prop firms with rates at or under .30/1000

    1234, Parton my ignorance, but what's the full name of ETC? Do you know of anyone else who still offers a flat rate/month for US equities, and if so at what rate? Thanks
  9. O

    Investors have the best stock market ever — thanks to HFT

    This was written by a lobbyist for the HFT industry. While he makes some decent points in defending those who pay his bills, it's also clear that he's defending a wide range of activity, some of which is probably beneficial and some of which is toxic. Also, his reference to a 2010 Vanguard...
  10. O

    Another thread on real-time data / API solutions

    The pricing of NxCore is dependent on which data feeds you're receiving (e.g., receiving the official NBBO for all US equities is much cheaper than receiving the full OPRA feed for all US equity options). One additional thing to consider is that I think they want a year contract (In my...
  11. O

    Citadel, KCG and Robinhood

    By using internalization, you're simply transferring more wealth and control to the two aforementioned wholesaling firms. The flow they get is not toxic -- certainly in comparison to what anyone else setting a bid or ask must bear. In an ideal world for the wholesaler/internalizer cartel...
  12. O

    Citadel, KCG and Robinhood

    The beathft.com article strikes me as poor advice as the authors don't seem to understand that there's a huge difference between 1) internalizers/wholesalers (buying order flow from brokers who are supposed to be looking out for their clients' interest, but may not be), and 2) dark pools in the...
  13. O

    Citadel, KCG and Robinhood

    Themis wrote an excellent article on these "free" brokerages in January already (spoiler alert: they're not really free): http://blog.themistrading.com/2016/01/robin-hood-the-legend-of-internalization/
  14. O

    Updated Version: Pictures of Your Trading Stations

    For what it's worth, in my case I could easily read a 30" 4k from 24". My favorite font for coding, regardless of screen size, is the classic "X Windows" 9x15, and I use a 15-inch laptop with 3840x2160 resolution and can read it reasonably well from two feet away (with that font, that is 117...
  15. O

    Yahoo Finance Api - NYSE/AMEX listed

    The Yahoo symbology for preferred's for your examples is: ABR-PA ABR-PB ABR-PC As an aside, the Yahoo symbology does have the potential for ambiguity/inconsistency; but for these three cases, the symbology is unambiguous (within reason). If only everyone could have agreed on a uniform...
  16. O

    Deferred Wash Sales Lost when switching to MTM?

    As the cost basis of the 1/15/2015 shares is now $10 (and the date of the 1/15/2013 shares is now 1/28/2012, at least from the perspective of holding period) due to the wash sale rule, I think that this should show up on the 481, adjusted to 12/31/2012 prices, even if it bears the 1/15/2013 date...
  17. O

    market data (volume) different from different provider

    If you want the "official" volume number at any given point, you could check the listing exchange's Web site, for example: https://www.nyse.com/quote/ARCX:SPY
  18. O

    why can't retail send sub-penny? Citadel does

    Just in case any of you haven't seen it already, here is 2012 analysis from Nanex that analyzes the costs of subpenny queue jumping on the part of internalization/payment-for-order-flow wholesaling: http://www.nanex.net/aqck2/3519.html
  19. O

    Careers With the Most Psychopaths

    Interestingly, the "Psychopath Test" linked to earlier: http://psychcentral.com/cgi-bin/psychopathy-quiz.cgi contains the following at the end:
  20. O

    Another thread on real-time data / API solutions

    Apparently someone has written a Java wrapper for Nanex/NxCore; see the following link (you probably need to register to see it); I won't comment on it otherwise as I haven't tried it myself: http://nxcore.websitetoolbox.com/post/java-api-3491227?pid=1287293773
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