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Is this an everyday thing or just once in awhile?

Good insight @None Business . Thank you for sharing.

What's your typical holding period, if you don't mind me asking? Are you price action trading?

Shouldn't an intelligent trader be able to spot this as well? Seems like an average Joe can "protect" themselves by not placing their stops so close to the market. What am I missing?

http://wallstreetonparade.com/2014/07/lawsuit-stunner-half-of-futures-trades-in-chicago-are-illegal-wash-trades/

I thought CME's matching engine prevents you from trading with yourself. But that is easily bipassed by using multiple accounts.

What is the source of your quotes and statistics?

Oh no, the end is near. Soon these pesky algorithms will morph into SkyNet and be spitting out Terminators...... Seriously though, these articles bore me... They are written by and peddled to people who don't understand how technology works..

I read somewhere that they are working a version with 1ms stamps, apparently its a sizeable software change. They do offer futures options. When u buy from them, u purchase an entire exhange (NYMEX,CME,etc) so it has everything. The downside of this is you arent eligible for the globex fee...

The 25ms time stamps are annoying, but not a deal breaker for me. 1. I cant get executed that fast anyway (maybe someday) 2. The feed does provide exchange sequence numbers, so in theory you could correlate that to achieve sub 25ms time reference. I dont do this, but i think its probably possible

If u haven't defined what your strategy NEEDS yet, u need to step back. I have argued with volpunter in the recent past but I think the guy knows his shit(he's just abrasive... But knowledgeable) . I advocate NxCore historical data for strategy definition because it contains everything ....it...

This thread has gotten me interested in LMAX. Could you share what types of commission and data costs you incur using LMAX? I am particularly interested in how much they charge for FIX data, and their website doesn't offer any details on costs.

The nxc files are automatically created LOCALLY. Thats just how NxCore works, not a special feature. They do it to ensure you receive every single tick from the exchange . Historical files are not included in the NxCore fee, but can be requested for an additional fee. The historical files...

NxCore does this automatically with its *.nxc tape files. Problem solved. I'm not sure how IQFeed works, but I did the same thing for awhile with the IB API data feed (not a true tick feed, I know...but same concept) and basically what I was doing was writing quotes to an in memory buffer, and...

Well, it was enough to teach the math and statistics.

Engineering school.

Be data driven.

I havent found a lot of trading books I like because i tend to be a very technical person and most of the books just seem to scratch the surface. I did however really enjoy these two: Options Volatility and Pricing Professional Automated Trading. Neither of these books claim to be strategy...

His second book is the one I read, titled "Algorithmic Trading". It wasn't a terrible read, but if it is "way more deep" than his first book, I will go ahead and cross that one off my list. As for him pushing matlab because he gets kickbacks.... doubt it. Matlab is probably the best tool...

What leads you to believe that? I have only read one of his books (Automated Trading, I think is what it was called)... And in no way was I impressed with his insights. None of his narratives went anywhere beyond common sense. Not saying he is a sham, but his books certainly aren't enough to...