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    Where do I find out about CME's order matching algorithm?

    After spending about 5 hours searching, closest information that I can find is here: http://www.cmegroup.com/market-data/distributor/market-data-platform.html I want to know how CME reports activity to bid/ask as well as how they match up trades and report updates to bid/ask after a trade...
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    Historical Data

    Yeah, you think this stuff would be on BitTorrent. I kinda see why though. If you want raw tick (trades + bid/ask) that's a lot of data. Just 1 week's worth of ES, NQ, YM, FDAX, E6, CL, FESX, and TF in raw text format takes up 1.75 GB uncompressed on my hard drive. Seriously, if I wanted to...
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    Best Country for Trading (Tax efficiency)

    I don't know how long you are planning on living, but for those of us who plan to be around longer than the next 5 years, you will have to come up with a better plan than: You suggested only two very impractical options which although may be harder to confiscate than holding metals, it will...
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    Best Country for Trading (Tax efficiency)

    I never said anyone should do that and no one ever refuted what I proposed (and again, I said that I did not recommend doing that, it was just to show that there are ways (extreme, fine) to avoid paying taxes in America. Millions of people are already living in this country without citizenship...
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    Best Country for Trading (Tax efficiency)

    This plan is actually illegal, but I don't see how one could be caught. So I am not recommending that anyone do this, just throwing it out as a thought experiment: You renounce your US citizenship and get citizenship in a country with no capital gains taxes. You setup an account there, but...
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    Best Country for Trading (Tax efficiency)

    Yeah, there are some countries which are worse than the US. I never argued against that point. But there are also some countries that allow you to keep more of what you earn. What about the Bahamas?
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    Best Country for Trading (Tax efficiency)

    I don't think so. I didn't create this thread purely out of the tax efficiency question. It's also about questioning whether the US is really the best place to hold ALL of our assets going forward. The US is one of the very few countries that taxes people based on citizenship and not by where...
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    Best Country for Trading (Tax efficiency)

    Once the money is outside the US in a foreign account, how would the US know about it? If they don't know about it, you simply don't report capital gains in a foreign account.
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    Best Country for Trading (Tax efficiency)

    Yes, worry about becoming seriously profitable first then later figure out how to keep more of what you earn (tax-efficiency). You would only move to the Bahamas and give up your citizenship if you already have enough money to live comfortably on for the next 60 years. In that case, your...
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    Anyone know of a broker that provides free level 2 and T&S through API?

    I am looking for an online discount broker that provides free level 2 & Time and Sales for at least Nasdaq. Just2Trade offers streaming quotes, but they do not provide an API. I need an open API. I am looking for a service that only requires in initial deposit, no monthly fees for the data.
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    Best Country for Trading (Tax efficiency)

    What about people who live in the US, but move (for work) to Canada and become residents there? How can the US claim taxes on something they had no part in producing? At the most extreme case, I think you can revoke your citizenship to avoid paying the taxes. But is the trick to setup an...
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    Best Country for Trading (Tax efficiency)

    I am not a career trader, but curious: What's the best country for trading? Considering tax efficiency / lowest capital-gains tax only. Somewhat in a response to this thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=189497&perpage=6&pagenumber=1
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    Stock Tax May Reduce Volume 90%, Interactive Brokers CEO Says

    Because we have too many stupid voters in this country who can be easily manipulated by the political system. It's about buying votes with your money. Most people in this country can't even manage their own finances / job. Therefore, they have no place in managing the policies of their...
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    anyone using a solid state drive ?

    Just because it has a 10 year warranty does not mean they expect it will last that long. They probably figure that the drive will be worth less than $10 5 years from now and that anyone who has one fail will simply decide that it's not worth the effort to go through the warranty procedure for...
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    Where should I invest?

    I have about $20k that I want to invest. I say invest because I would like this to be somewhat longer-term and not require a fulltime job to manage. Basically, I want to get better than the 1.04% interest that it is currently getting in a savings account. I know risk : reward so does anyone...
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    Looking for Historical Time and Sales Tick Data

    Ok, how about 1 minute time interval time and sales data going back at least a year? Where's the cheapest place to find that? I heard it's included for free with a TD Ameritrade account. Can anyone confirm?
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    Vaccine H1N1 did it had an effect on your trading ?

    Someone probably already posted this further up: <object width="425" height="344"><param name="movie" value="http://www.youtube.com/v/oGT0r-udstQ&hl=en_US&fs=1&"></param><param name="allowFullScreen" value="true"></param><param name="allowscriptaccess" value="always"></param><embed...
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    Looking for Historical Time and Sales Tick Data

    Proximo, sorry, I forgot to clarify that I am interested in historical time and sales data for Nasdaq equities. I revised my original post. Ideally, I would like access to all Nasdaq traded stocks, but just the top 100 or even top 10 should suffice for now...still experimenting.
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    Looking for Historical Time and Sales Tick Data

    I need historical time and sales data for Nasdaq (at least Top 100 stocks by market cap), going back at least a year, in order to generate market profile (bid/ask quotes not needed). Anyone know of the cheapest source? I am looking for a replacement for OpenTick.
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    Looking for online broker, cheap stock trades + bonds

    Anyone know of a good online broker with low stock commissions and the ability to purchase bonds? Are there any brokers which provide historical time and sales data for cheap?
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