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Ditch, IB's quotes are 2-second snapshots. I am looking for quotes with a smaller resolution.

It is not so much an exchange policy but a technical issue (64kbit connection). It may be that there are data vendors with a better connection / faster quotes. If so and anyone know, please tell me.

Hello, does anyone know a data vendor for Eurex Quotes which have a better resolution than 2 seconds, i.e. quote updates are more frequent than 2 seconds or time&sales have a smaller resolution. This Eurex policy is really a bad thing... Support Teams of ESignal, IQFeed and all...

As far as I know, the options exchanges (at least CBOE) charge for executed cancel attempts. IB passes on these charges. These exchanges rules are nearly criminal.

does not work

No No please not cut the tick size... Sorry, but I am fine with it. I fear it could take the same way as decimalization. The fees should be lowered ASAP !!!!

I think this is the first time... Hopefully my numbers are all right. THIS ROCKS. ALL PITS ARE DEAD. CLOSE OUT THE NYSE FLOOR.

Hello Guys, does anyone have a hint or a formula on how to calculate the Forecast Oscillator, an indicator based on Tushar Chandes regression studies. Any help would be greatly appreciated. I already googled around like hell, the formula cannot be that complex, but no website lists...

the cheapest way would probably be to subscribe to quote.com, use their QLink tool to load the data into Excel, then save as .csv. You need to do this manually for each stock. If you could live with 1 min data, it would be easier.

you will not have the problem anyway after december, when LIFFE connect kicks in to e-Cbot, the system will not support native stops any longer (AFAIK)

gl is not available to retail traders.

maybe the best platform. costs between 500 and 1500 USD / month, depends on broker. what do you want to know ?

use google to find out more about the triple exponential moving average

I do not think anyone will urgently need the JMA. The T3 is a good alternative as well. In any way, it is only a moving average, my opinion is, if you are unprofitable without the JMA, you will be unprofitable with the JMA as well. Also, the samples on jurikres seem a little bit...

Uuuhm... ohh... Romeo, you have 2 threads in now... One telling about new highs, another one predicting heavy downside. Which one is now the right one so I can adjust my trading accordingly ? Please help me out, I feel so dizZzZy now.

thanks rezo for your insights.

Yes. But I refer to the interbank market, where the volume is done. Maybe there is a vendor, or Reuters FX publishes something, I don't know.

Of course forex (tick or daily) volume data is generally not available due to the decentralized market structure. However, these days, much of the interbank (!) volume is traded via some platforms, like Reuters. My question is, does anyone know of any data provider which publishes not...

if you really try the pit, under NO CIRCUMSTANCES, use a market order. they will RIP YOU OFF to the max...

..and the fills in the pit are certainly not better. slippage of 0.6 or 0.8 is NORMAL there. The S&P pit is nearly dead, about 75% of all volume is done in the E-MINI.