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I think both iqFeed and RealTick Pro can do this, but I'm not sure now as it's been a long time since I've looked into this type of solution. It may involve some very minor programming on your part (likely just in Excel), based on what you've said earlier, but ultimately this is something...

To anyone who comes across this thread, please do NOT give 'botpro' your money. IMO you'd be better off taking it to the craps tables. (Assuming 'botpro' isn't just a troll, which wouldn't surprise me.) 'botpro', IMO, you are on the wrong track, theoretically and practically. Theoretically...

It sounds like you probably need to read the contract -- if you have already and what you say is true, then fine. But my guess is that most contracts would forbid this (at least any sensible one). I don't think your "sharing with your wife" example works in this case. If you have a cable TV...

No one place or teacher is going to teach you how to make 100% a year trading. In fact, very few traders or investors can actually earn these returns consistently, particularly as of 2016. The only way you'll learn to earn those returns is if you work hard to develop your own methodology --...

Although I've never worked for an HFT myself, my understanding is that "true" HFT's connect directly to exchanges from servers co-located in the exchange's server room (so that means you'd need a different server for each exchange you'd trade on). The connection specifications are, by and...

I don't think this is OK, as it's redistribution that your friend probably doesn't have a license for. My guess is that you need to get your own feed. But you'd need to read the contracts and/or ask the provider to be sure.

I don't think anyone in their right mind, and who has more than a passing knowledge of the stock market, believes any black box works "100%". Your example of LTCM is a good one in that it shows that even the most "intelligent" people (intelligent by academic standards, at least) can make...

IMO this has become an extremely tricky game as there's effective internalization in options (so the volume you see isn't really the volume you'll be able to trade) as well as an extremely fragmented market (with new exchanges being added even as volume declines). Rebates are small compared...

Also, theocc.com publishes a document called an "infomemo" whenever a major corporate action occurs, which describes what happens to the option, at least from a contract perspective.

Practically speaking, what is the difference between a below-$5million and above-$5million account in the context of portfolio margin? I've heard various things over the years about this and I'm not quite sure what to make of it.

Regarding "survivorship bias" in drug development companies, another thing to take into account is that some companies have gone back to the equity markets over and over again to raise capital, and have repeatedly undergone reverse splits; so even though the stock price today may be relatively...

You might consider using FIX, if your broker will let you connect with it. FIX "engines" can be configured to reconnect automatically, and the FIX protocol guarantees (essentially) that all messages are re-sent upon reconnection. FIX uses sequence numbers, so each side knows if messages need...

If you really want something that can scale, perhaps FIX would be the way to go, although it's not the easiest thing to implement at first -- it would probably take a beginner a fair amount of time to get completely running. On the positive side, it helps handle concurrency issues that you may...

Last I checked about a week ago, the short interest on KBIO was in the realm of 400%. So you'd be paying an interest rate of 400% per year just to be short (that's before any other profit/loss from the trade itself). My guess is that 50% of that is going to Shkreli and/or his "associates"...

Interactive Brokers Group, in addition to the brokerage, owns a counterparty entity -- it's called Timber Hill, and IB's so-called "smart" router can route there at its discretion. This is what is known as a "potential for conflict of interest". I have no idea whether IB routes to its own...

When "everyone knows" somethings is going asymptotically towards 0, a herd of people tend to short it. Since there are only so many shares available to short, this can cause a short squeeze. In fact, "enterprising" longs may realize this and attempt to cause a short squeeze by refusing to...

Levered ETF's/ETN's can be very difficult and/or stratospherically expensive to borrow. And if you're forced to cover due to shares being recalled, it will more than likely be at a very bad time. "Everyone knows" these things are going asymptotically towards 0, but that in itself makes...

I'm not sure you'll find what you're looking for here. Many traders on ET are looking for a largely anonymous forum; the "truly successful" have little-to-no economic incentive to provide an Internet forum with definitive confirmation of their success, as this could open them up to fraud...

Leveraged ETF's are a questionable deal for everyone except for the issuers, unless you're one of the "lucky few" who happens to time it just right (as well as get out before the inevitable slippage-related decline and reverse split). If you're "feeling lucky", why not go to the leveraged...

That depends on the instrument -- for S&P futures, what you say is correct, as all contracts of particular type trade in a single venue. For US equities, on the other hand, it is not generally possible to know whether a trade was at the bid or offer, particularly in a "payment-for-order-flow"...