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Latency arbitrage only exists because of the physical distances between the multiple exchanges. Example : Your looking to buy 1000 shares of stock ABC at 10.00$ and you can see on the order book that their are 1000 shares available with an ask of 10.00$ 500 of those shares are at exchange...

One of the biggest issues with the U.S stock markets is that their decentralized. That's how Predatory HFT ( front running) and payment for order flow came around. It did bring cost down but their is no true level 2 book in the U.S stock markets. It's scattered all over the place. Then it...

Look up open and closing auctions do NYSE and Nasdaq. The exchanges open price can be different then the official opening price as the official open( that pretty much everyone shows as open ie:Yahoo,Google), is the first transaction after 9:30 opening. That order could be from any exchange, not...

I use Amibroker

I believe Footprint is the term they use for that style of chart. Nothing I've ever really looked at but see it a bit while browsing around. https://www.google.ca/search?q=footprint+chart&biw=1536&bih=731&source=lnms&tbm=isch&sa=X&ved=0ahUKEwiL0qO27ZLPAhXCJh4KHSA9A0UQ_AUIBigB Look up...

From my research this becomes more art then science. Right off the bat your out of sample results will tell you your overfitting. Sample A returns 87% but out of sample A returns 4%.... Obviously you overfitted.... Also a big portion of it would be the number of trades( your sample size). If...

http://www.nasdaq.com/symbol/tsla/institutional-holdings Theirs an example of TSLA breakdown of institutional holdings. The values you have though don't line up with Nasdaqs. Their saying 140m outstanding and 67% institutional holdings.

Money just leaving the marketplace?

Research what he said "Norbert Gambit". Also any Canadian broker would offer for you to simply convert CAD to U.S funds and leave it in U.S for your trading so your not converting back and forth. Also some of the banks still offer ways to sell U.S stocks and then just move the proceeds of...

I've only used IQFeed with Amibroker which I can easily export data out of to excel for other projects. Qcollector is just a good tool for requesting the data into a csv file insteadof paying and learning their API. Right now with Amibroker I can request open,high,low,close,volume,open interest...

Iqfeed symbol limit is only really for live streaming. As far as grabbing historical data( especially after market hours) their isn't any issue even with their base 500 symbols. Qcollector is a popular tool for building a database using IQfeed. Shoot them an e-mail and see their limitations...

I don't know why you insist on calling them a scam. It was stated before in your post about this before that they simply gave access to the market. Your new broker " with better fills" is just selling your order flow to a 3rd party. You send order, your broker sends it to their buddies, they...

I think from a previous post that he is Canadian like myself. Depending on your broker, they'll accept the funds from a trade waiting to settle to purchase new funds. With TD direct investing I know that with a registered account( cash only available) that they will allow t+3 from a sell...

It's unfortunate that you weren't aware but it is the norm. Banks conversion rates are not ideal. You could always research Norbert's Gambit or get with a broker like IB Canada that is going to offer you some reasonable spot forex transaction or the option to loan you U.S dollars( this would...

Like others said, I just use marketable limit orders( limit above the ask when buy, limit below bid when sell). My stops are limit stops( stop activation price and limit is lowest price I want to accept). I just view it as a safety to something stupid in the market happening. For instance...

David Weild, former vice chairmen of Nasdaq made a comment on Ghost Exhange about this topic. I'd have to watch it again to quote exactly, but he did throw some numbers out about the number of listed companies and how much less they employ of U.S population. He did use Intels IPO and beginning...

You say you have experience with Matlab. Why not use it? Think a home licence is only like 100$ plus probably another 100$ for the libraries you'll want. Try google with Matlab and interactive brokers...

I think your main issue with comparing is that a tick in the ES is .25 cents while in SPY their is no minimum "tick", it can trade at any value. The DOM's aren't comparable.

http://www.ampfutures.com/platforms/ampmc-net-free/ Never traded with amp but does that mean this link here is a lie. From my understanding the .NET is the c# version.

I personally use IQfeed for realtime and historical eod and intraday. However Norgate premium data is highly recommended. What is unique about them is their beta they offer for Amibroker if your a monthly subscriber. The historical index constituent beta is something I haven't been able to...