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it seems that OpenTick is not accepting new users currently according to their website. Does anyone have a clue when they might start accepting new users (maybe you spoke to them or heard from someone)?

While I have your attention, I would like to ask another question related to trading costs. If your intraday equities ATS does a fair amount of shorting, how do you properly account for transaction costs on the short sale in your analysis? Obviously there is no more uptick rule. There is a...

I think that a better way to ask my question might be "What sort of transaction costs do you factor in when backtesting intraday equities trading strategies?". Is it reasonable to assume average bid-ask spread + some flat commission? I also have some systems that execute fewer trades at...

Thanks a lot for your input, I will definitely consider it. It is still worthwhile to me to evaluate what latency and transaction costs my current approach can tolerate.

Any ideas what the costs reuters-type quality feeds run like?

Bear in mind that the players with 7 figure budgets need much more scalable strategies to make it worth their while. I am still in the exploratory stage, and am researching data feeds/broker options in order to add realistic slippage/commissions estimates to my analysis. In addition, it seems...

I can program very well (cs phd), so that is not an issue. I am developing my system my analyzinga pretty huge amount of tick-level data from scratch, and can implement the system as fast as needed. I am wondering what sort of broker I need to make this feasible. To the extent that it is...

I am developing a day-trading system in liquid and volatile stocks. What are my best broker options(in terms of commissions as well as possibility of trade automation) if I want to be able to trade relatively short time-windows, such as 3-5 minutes, placing a large number of trades a day? If...

Hi everyone, I have been lurking on these forums for a while. Recently, I developed my own system for trading indeces ( I guess I could apply it to futures as well, I was just going with whatever data I have.) What do you look for when backtesting a system? Are there some common pitfalls to...