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http://www.nasdaqtrader.com/Trader.aspx?id=DataOnDemand This is one semi-solution, just posting it for reference.

This is mildly related to the other question I posted, but different enough to where I thought it deserved its own thread. Are there any sites that sell accurate historical bid x ask data with exchange (microsecond level) time-stamps intact?

I just need a 3-5 days or so worth of packets for a symbol or two to do some research with, but there doesn't appear to be a place where I can just pay and download the information. I looked at TradingPhysics.com, but their ITCH packets look broken or non-standard. Are there any other sites...

Why are these people more deserving than Africans or rural Chinese? Global marketplace. We're all fighting, and these people are wasting their $ sending plates to Obama.

Bring back child labor. This will solve the illegal immigrant problem too, because their kids won't be in school. They'll be in sweatshops, so if they stay, it makes a lot of sense. The key will be to make sure the sweatshop jobs stay, otherwise they will revolt. School is not a right. It...

Do you have the respective links for the stock exchanges?

The reason you probably get crappy fills is because your broker's arrangement with the exchange is inferior. It has nothing to do with HFT. Some brokers have lots of clients sharing the same small resources, so during peak periods people get queued up somewhere along the way to the exchange...

Penny per share? GTFO. Training and mentorship isn't worth it. Having cheap costs so you can cut losses while you're finding an edge makes you successful. Penny per share commissions will wipe you out as a newbie. You ask them for a trial rate of .003 and if you succeed in 8 months, you...

Some exchanges probably do do this, but sometimes there's other weird quirks that shift latency on the exchange. I guess an easier question to ask the audience would be which exchanges don't do much in the way of fairness. I can tell you there are a few that annoy me to no end.

This may sound like a no brainer, but I need someone to do a sanity check on me. If I need low clearing costs to run a trade profitably with high volume, but I need high volume to get low clearing costs, what's the solution? Do clearing firms ever let people ramp up their volume trying to...