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I'm referring to this page: http://www.interactivebrokers.com/en/p.php?f=smartRouting If I'm on the bid in, say, BAC on IB, and I put that bid there using their smart routing algorithm, will they put me on the bid in those dark pools they are referencing? Does my order "exist" in multiple...

Correction: I know how it's possible. I guess I'm just surprised it's that far out of wack. Was trying to figure out which of the two was more trustworthy, but I'll go with IQ.

I didn't suspect IB, actually. Sometimes I see IB have greater size than IQ feed for several seconds. How is this possible if IQ Feed is the better of the two feeds? Even if they are pulsing every 5 seconds, IB should not show greater size than IQ, unless IQ is missing quotes that IB isn't...

I'm watching the level-2 screen and the level-1 screen on IB and it never seems to match up with the quotes that I get out of IQFeed. IQFeed is definitely realtime, since I'm seeing the prices match up. It's just that the sizes don't match up. Which one is missing exchanges, or is one pulling...

I know mods don't want discussion on this thread (I will not post more), but which of you guys are strictly equities traders? I see a lot of currency people and futures, but stock traders look like they all disappeared. Am I wrong in my assessment? Please PM response so I can avoid mod...

Do you guys all do VMWare and then relay info back from windows clients, or is there a better alternative for pulling down data into Linux? I'll settle for some WINE-able application, but am averse to requiring VMWare, since I want to run my strategy on a light-memory, small footprint, VPS...

I too have recently begun to look at the IB API. I don't think this market data should be used for anything except as some kind of reference price for putting in orders. The data is sampled and aggregated in such a manner that it's difficult to construct signals that are appropriate for more...

For a guy who complains about HFT and technology so much, it surprises me that you don't call your broker on the phone to place trades. :D

Oh, one thing though: C++/CLI is not as well-supported in the documentation or with the IDE integration tools, for things like web forms and WPF. This is why it becomes essential to know C# -anyway-, because some components are better suited for the C# toolset. This is why C# is a sort of...

I voted C#, but in reality (for retail trading) I tend to use C++/CLI and C++. The reason I bring up C++/CLI is because it is functionally equivalent to C# in terms of how it works with the .NET framework. In your case, however, you should consider C# if only as an introduction to .NET. The...

Sad thread, but Daily Speculations is a fun site. If they ever make coffee tables that show web sites and they become cheap, DS is going to be on my table top. It's an eclectic mix, sort of like a fun seeking-alpha.

Yes, I knew this. I just meant to suggest the line-up for economy cars shouldn't be restricted to just cars under the Toyota name, particularly the Corolla or the Matrix.

Scions are decent alternatives to Corolla. I had a Corolla for 16 years and then switched off to Scion and couldn't be happier. They have some rebate programs that sweetened the deal, so I was getting the car for just slightly above a used version only 1-2 years old with low mileage...

$250,000 is middle class, as far as I am concerned. My quality of life did not improve going from 55k (first job) to 300k. I still drive an economy car. Still live in a middle class neighborhood. I have a slight buffer against being on the streets, but a health care emergency could wipe me...

Marijuana makes you more paranoid, not less.

I want to escape my own mind, but somehow switching modes and channeling it into productivity doesn't happen because the occasional thought-loop of reliving past embarrassments just paralyzes me. I just end up so ashamed of myself, for no reason. Sometimes I feel like the past is threatening...

My poor, poor brain. :-( This is why I get dumber every year.

His story makes sense if the risk manager felt like there were better places to allocate capital, and I suspect that's the case. He may have been a marginal producer for several years and they didn't axe him because he was profitable, but not a loss. At -100k, it may have been prudent to let...

I am in a similar situation. What time frame did the funds insist you become profitable in? I was told I had 9 months to produce pnl, at the latest 1 year.

Except the people who have no skills can vote. This basically means the erosion of property rights, theft, and a progression to the point where the poor can no longer be subsidized through government as the wealthy leave or get killed. And I don't fully agree with your assertion. You could...