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Oups, I thought you said $30 per trade :) Well, that's too much of a hassle anyway. I'm OK with Ameritrade for now. Hopefully, they will not get out of business within next year - I will not survive another rewrite this soon :(

That's make it $660 per month. Doesn't sound like a cheap one, right? :)

Man, I'm not going to argue with you. Just relax, take a look at your own numbers (30% CPU), then at mine (less than 1% CPU), think a bit, compare...Performance hit of 30 TIMES doesn't sound too bad to you? Well, good for you. For me, every CPU percent counts - you know, wavelets and neural...

I did. In order to use feed you have to use them as a broker too, but they don't offer what I need (complex orders - like 'plus' orders of MBtrading or 'bracket' orders as Ameritrade). If not this, they look good.

1. I would happily follow more than 1000 stocks, but there are not many stocks that trade frequently (one trade in 5 sec or more frequent). For my logic high frequency is essential. 2. Snapshot for every second would be sufficient (for now), but why limit yourself? From the data i collected...

You overestimated expenses for the feed price and servers rent, and underestimated the salary, but overall yes, 200-300 clients is a breakeven point. And I know that at least 1000 former clients of Opentick will jump on this deal, provided that it will give all (or more) goodies that OT had.

This is not a problem. Problem is to find "jack of all trades", i.e. provider that meets minimum requirements. I can't believe that they still don't exist. I've already told my boss that there is perfect idea for the start up. Heck, if I would not be doing my auto trader program, I would...

I'm not saying that it's bad. I'm saying there are still some (though small) inconvinuences, but the main problem is the price :)

I mentioned them in my post. And they still have mini-server program runs as a service (well, in this particular case I must admit this is almost reasonable), plus still no fund data (well, this could be solved by requesting yesterday's data, and sorting by number of trades, so this is just a...

Well, I solved all my security issues years ago - I'm in the 'stealth mode' in the Internet now. And yes, I keep only needed services running on my XP - I need every bit of CPU power, and want my machine to be stable. In fact, even though it's Windows, I forgot when it was last time I reboot :)...

I know for sure 2 brokers that do that: MBtrading (they call it "plus" order) Ameritrade (they call it "bracket" order)

Here is the story of my quest for the retail data feed provider. I used to be with an Opentick for 2 years. I was complaining about them - you know, almost no support, some bugs (that I was able to fix myself - it was open source), some (although small) inconvinuences. As many of you know...

No, it's not outstanding. First of all, this is max number. Min is close to 0. Second, 0.1% for $30K start capital is only $30 a day. Of course, it's better than nothing, but not that good to count on it either. But the funniest thing is this: I really was only testing ordering subsystem of...

Error was so stupid (or so classic) that I'm too ashamed to tell you. Oh, what the heck: I used bid in place of ask and ask in place of bid :) But if I use prices of real trades instead of bid/ask to project my buy/sell price, it makes only about 0.1% a day now :(

Heh, error found. Profit now is close to 0 :) I knew it was too good to be true.

I'll try to answer most of questions: 1. $2.24 is after fees. Fees are calculated based on MBTrade schedule ($0.01 per share first 500 shares, then $0.005 per share for over 500 shares). And of course, this is average. Minimum was ($-50.xx) and max ($+180.xx). 2. Slippage is also...

Hmm, your were right. To some extent. At $3mln it increases to ~18%, but at $30mln it dives down to ~2% (sorry, I only checked two market days to see the appx. results, so can't give you more defined numbers). Another problem with $30mln is that it starts to issue up to 4 orders in a...

That's a good post for calming down. Although you wanted to kick me off :), but thank you for mentioning the scalability. I'll try that. So far I tried to start with $30K. Let's me push this up to, let's say, $3mln. I'll let you know the outcome.

It's very close :)

OpenTick raw tick input (including Level 2 quotes), market is NASDAQ + NYSE for tickers with highest liquidity.