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Since this is about CL options allow me to hijack... If you see this NYMEX volume report... It shows "LO" option volume at about 100,000/day... While with "CL" options I'm seeing maybe 20-25,000/day... Which is a big difference...

If you don't have Audited Financials for several years... Then you are not even running a business... And no serious person would waste 5 minutes on this. Most people jump start via family and friends.

IMO, the optimum for liquid stuff is 6-8 pips or ticks. It can't be much bigger... Because you have to do volume when scalping... And rake up XXX pips on sideways days... Maybe 80% of which you give up on big move days... And end up keeping 20% in long run. If it's smaller you are too...

You need to give more information... The sizes per se should not be a problem... But what are the 335,000 files... that looks very unusual. One of my accounts has about 100 files (normal)... And one has 10,000... lots of SCRIPT , LCK files, etc... But does not affect performance... I'll...

I bought 3 months of the Crude Market Depth for about $800... (Market Depth has 10 levels of bid/ask on the front month)... They custom produce it and you download it... The zip files are about 250 MB/day... expand to about 2.5 GB/day... This is FIX format updates in text files... You...

This is the stuff straight from the source... Most of it is in FIX format exactly the way it's sent out in real-time... FIX is updates only... So I've had to write routines that reconstruct each tick. To give you an idea of the data volume for Market Depth data... The leading CL contract...

$80,000 is a typical engineering salary... Plus benefits could add another $10-20K... The vast majority of software engineers... Reach this mid-level in 5 years... and stay there forever. Good web designers charge $50-60/hour... And web design is super trivial compared to Algo...

The crude contract I'm trading CLM1... Spiked from 103.35 to 105.99 in 12 minutes... The 12 minutes are 13:20 to 13:32... the spike is about $2.65... (I'm long so it helped... plus scalping this thing was a blast). NOW we all know this was triggered by a single AP story... That Saudi...

I'm trying to understand why random internet Algo Developers... If there even is such a thing... Would have any value to anyone. Strategies have no value without expensive Execution infrastructure... That means hardware, traders, engineers... And ongoing maintenance daily and forever...

This.

I've had lower end Thompson terminals for years... And it's next to impossible to get detailed info on anything... Or clearly differentiate between their 1,000 product variations. Their web site is a good example... Just some ultra-general ad copy from the old Reuters site... No technical...

ZeroHedge is a Cult... Their top guest blogger is a Hardcore Truther. But there is often interesting stuff there... That one can then research somewhere reputable.

The IB people in Quebec are actually very civilized... And try to be helpful as possible... But have all kinds of limitations... Like being a small branch office. The absolute worst people are in New York City... They are complete fucking animals... Treating people sadistically is normal...

This is nonsense... It assumes some drone making $20/hour... Working in a dreary Phone Bank all day long... Will actually make this distinction.

Oh, I see... that's what all your web sites are about... That's why you never even bother to finish them. You are casting adult movies... You gonna make all those small town Canadian girls a Star. Like your new XXX feature "Trading For A Brighter Future"... Screen tests must keep you...

This is a BIG secret... I'm lucky I skim ET once in a while.

I'm a software engineer... but mostly trader last 15 years. Your average software engineer with 5-10 years experience... In a major urban center makes about $75-80K + benefits... This level person is WORTHLESS for HFT... Can only be support role for HFT. To design and code real-time...

Why do they let you spam this board?

A serious Pro would never use such an idiotic phrase... Or think in such terms... Because your trading operation must evolve constantly... Or fall behind the curve and fail.

Since we are really talking about Goldman here... You might wanna start with this Zero Hedge piece... Then go through their entire series on Goldman trading methodology... You should be able to put it all together... I'm sure it won't be pretty. This doesn't interest me... I'm planning to...