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The solution for this was to go to Sterling's main app, go into Quotes, and unclick "combined activeX" codes.

IQFeed is a fantastic feed for the price, but I'm having problems coping with their latency (around 60ms ping, because their data center is in Nebraska). If the market moves quickly, say because of a multi-level ISO order, what happens is that the move happens faster than I can even see it and...

I'm registering for the quote events, but I'm only seeing the events being reported to me at fixed intervals instead of every change. How do I get every little incremental change to the level-1 quotes for each individual exchange within Sterling?

I have a question about structSTIQuoteUpdate. I'm writing code off market hours, so I guess I can just test tomorrow, but: Are those bool variants at the end telling me what type of update it is, or can multiple bool variants be set? So say the market had an ask size of 10,000. Someone...

I read Pardo's book too late in my career, but I really feel that if I had read that book 10 years ago, I would have done much better. I believe it is a worthwhile book to read.

I agree with most, if not all, of what you said, but a lot of times if you flop or even manage under 3k/day (gross) in a bucket shop and go back to the other world where you need downside, people really look down upon you. The way they reason it, they think you're a dummy who doesn't know how...

That's what I was hinting at or trying to derive, with the scenarios laid out for valid fundamental news vs. invalid fundamental news. I think it may give some people a fighting chance of getting out though. I've seen stocks get killed all the way down to zero, and it took less than 5...

I look like that on good days and bad days. :D Bad days => Man, I screwed up and I'm a tard. Good days => F***, I should have made even more money.

If that's true, I don't think retail guys would necessarily be disadvantaged with regards to bots owning the queue. Reserving order queue position at 5% bands from the open to the close on far-out levels is not difficult. The only advantage I could see big firms getting is that maybe the...

I was asking myself this same question, but I think some portfolio managers have very strong understandings of the price mechanics in stocks. If their execution desk is efficient in responding to their valuation models, I can see them reacting within 5 minutes.

I have to read the article again, but if the freeze period is only a few minutes, when it unfreezes AND the move was warranted because of fundamentals, who is going to want to be on the bid? If the move wasn't due to fundamentals, the fast players will probably just pop the stock...

I spent 2-3 years trying all kinds of different platforms with various levels of success, and I can honestly say that if it takes you 1-2 years to program your own system, just write your own and build it.

I guess CNBC is saying dark pools are 31% of the volume now. If that's the case, I have a mild gripe about the current structure. Say the market is 12 x 13, prints are going off at 13. CBSX or Nasdaq BX (NQBX) is showing at 13 still. Some dark pool/internalizer print is shown on the tape...

I can't ever recall a time when there were 60/40 splits. Are you just that awesome? The best I've seen were 80/20 with a minor draw.

I guess what I don't understand is why market makers don't just sit there with wide spreads right now as it is. Why do we have to maintain an artificially wide spread?

For fear of sounding like a shill, I won't mention the firm's name; however, there are some of those crap-shoot firms that do a really, really decent job of training people. It depends on the instructor you get. When I say decent, I mean maybe 20-30% of their students survives past 6 months...

It's not just e-Signal. IB and a few other fees are showing wonky prices.

If you told me this 6 years ago, I would have questioned you. But yeah, the signal is just the start of it. Once you have an observation, writing the code to manage the scenarios that pop up in the real market around that situation takes a lot of time. The way I do it currently is I just...

So if I were designing some intraday trading system to buy and sell these things, would I look at interest rate products from the CME to price them properly?

For stocks like NLY and AGNC, what are indicators I should pay attention to? The bond market? I don't quite understand what investors are looking at to push these things up or down. Can someone give me a hint or starting point to understand what pushes these assets up or down? Thank you.