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Hmmm... it seems Delphi 4/5 are already using 'dual interface', which seems to be the same as 'early binding', meaning that the elements of the COM server are resolved at compile time. So it seems that this is not the reason for the delay ? I'll time monday how many quote messages I can get...

Very, VERY interesting post ! At first, I didn't believe it, how can VB (interpreted) code be faster than native code ? And how can you get 5000 events/sec in VB while in Delphi i can only get that 700 you're having in C# NET ? I think the answer is 'IDispatch'...

Sterling api - 3 It's just damn slow and ill written, not with speed in mind.

The uptick rule never applied to Market Makers and specialists. Either have the rule removed (like it is now), or make a rule so that NOBODY is able to short on a d/t. But a rule that doesnt' apply to the big guys and only applies to the smaller traders (like it did before) makes absolutly ZERO...

So, do I understand correctly, that if a B/D is not FINRA registered, they're not subject to the maximum 1:7 leverage rule ? And if a B/D is FINRA registered and their clearing firm would WANT to give them 1:20, their clearing firm is simply not allowed to do that ? Also, what I don't...

Thanks for the replies ! Yes, I'm starting to realize that I'm not looking for a 'regular' data vendor like Esignal. I know it's going to cost quite a bit to get a fast feed, but I'm willing to invest here. Thanks for the links, I'm going to check them out.

I've been comparing the DTN feed to Esignal and DTN is just a bit faster. However, I'm still looking for even faster alternatives and still hoping for some response in this thread :)

Nobody ? I've just subscribed to the DTN.IQ API, but I've read here on ET that it most probably isn't very good. I'm also going to try CQG API. Any other suggestions ?

Hi, I'm looking for a very fast feed with an API for only L1 data. I've tried Esignal but that feed is not very fast IMHO. Any better alternatives ? Thanks

problem solved, please delete ...

A short question: Till what time can you send OPG orders ? Is it 9:30:00 or untill the openings print ?

Hmm... Interesting. I thought the specialist would just cancel the order and that's it. Just curious, how big is such fine ? Also, just to be sure: if the imbalance at 15:40 is a sell imbalance and this changes into a buy imbalance at 15:50 ... I'd say in this case that you're allowed to send...

Thanks for your answer ! Yes, that's what I thought :) But about the rules, doesn't the NYSE specialist reject invalid MOC orders anyway ?

Are you 100% sure about this ? I can't send ANY MOC orders after 3:40, regardless of the direction. I informed and the compliance officer at my firm tells me that what you're saying is incorrect and that you can't send MOC orders at al after 3:40 ? Thanks !

As you have the skill to post a message on a messageboard (and clearly know how to use a keyboard), they'll probably hire you @ swift. But my advice: go away now you're still sane and not frustrated, depressed and mentally beaten down ...

Check the list for Nasdaq stocks, its really a non-event, all the stocks with volume are left out...