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I said tick data not bar data. Pick a day and a symbol. And in turn would give you a ascii file with every trade print. Greg

Quote rates are up from a week ago. But this should not effect your ability to process them. Each of the feeds from the exchanges has a sequence code so you should be able to see if your dropping messages. I can tell you the feeds for NYSE, Nasdaq and OPRA are all working fine no...

Regulation NMS is changing our world. http://www.sec.gov/rules/final/34-51808.pdf Exchanges & ATS's mandated to share top and depth of book. At present most only share top so based on this rule they ship orders to fullfill obligation of quoted outside markets then conduct a sweep or...

What feeds are you talking about ? All feeds combined we were bringing in 45,000 messages a second last tuesday. This tuesday it is double that 90,000 messages a second.

If you have the business logic thought out. You can email me the general idea and I'll give you a quote to get it to production. When in production there would be a service fee. But code will be supported for its life span. Greg info@t1ck3r.com

There is no Magic Bullet for the market, strategies come and go. At best you hope they give you a good tell or edge as to which way to bet. If by chance you find a really juicy edge, word gets out the market becomes efficient again taking it away. You have to be fast at discovery and attack the...

Depending on your clearing firm, broker or routing provider there is several very small differences on how they interpret FIX. So you will have to read up on each destinations FIX specifications. Recovery after a disconnect is often the largest issue. I'm often curious why folks want to...

If you need a one time shot of tick data. Pick a symbol and day. info@t1ck3r.com Greg

Obviously they didn't code in a quote fetch for market orders to calculate your buying power. With a limit order they most likely just calculate it at the client using your limit price. So the work around is don't use market orders and or double check every order. Greg

Beware most active day trading firms profit is from the first 3 months of a traders life span. Very few have a revenue model that focuses on retention of traders. If your smart you will study all the true arbitrage opportunities in the market. Then work on using statistics to gage...

I agree with the broker approach, although not usually a choice for somebody paying a discount rate for doing business. Most clients that call a institutional broker are paying in excess of 1 cent per share. That would obviously be worth while for large share quantity, but you may also need in...

First thing, learn the real arbitrage trading opportunities that exist in the market place. Such as indices, options and futures markets, etc. Next read a few options books to realize the changes in volatility and interest rates effect on the market place. Then finally ignore what...

Dark pools are great, but if you don't get filled on first try look out. Maybe the best approach would be to find a linear correlation with an index or another stock with higher liquidity. When using a linear correlated stock don't become a "prayer trader" use it for a day or two to get out...

All the trades should have been put to time and sales as sold sales. So maybe your quote provider wasn't showing that. I know our system has to watch for that otherwise we would initiate new trades. Happy Trading, Greg

If by chance your trading a stock that is in an index or structured product, liquidity can come flying from a un-exhaustible supply. For example RIG (Transocean inc) is 10% of the OIH if it started to move one way or the other it brings the rest of the holdings with it as an arbitrage...

You are trading volatility, I believe that is a very sound strategy. The trader value added in this strategy is Stock Selection, Bet Quantities, Distance from your anchor if VWAP, EMA or whatever. Why waste your time developing the commodity part of the business "The order handling" ...

Concerning gift fills or prints away from the market: Many times the quote service you use may display and calc your p&l based on "sold sales". (Earlier trades done out of sequence) The other explanation is, If you post on a ECN orders away from the market occasionally a large order will...

The specialist is playing less of a role thanks to the new Hybrid model. Its especialy aparent in light volume markets. Keep an eye on the Luqidity Replenishment Points. Basically that is how wide the market can get before the specialist will get involved. Prior to Hybrid, specialist would...

The trading strategy itself should only be the very top level application. Business opportunities come and go as the markets present them. Sometimes only lasting 3 months. I find the successful traders often stick to a particular style of trading and vary the technical triggers as the market...

Many traders have an idea of what will make money. Often they find a developer to build their secret kick ass trading strategy or worse yet build it themselfs. If they servive the development cycle they launch this system into the live world. Hopefully they understood all the events that can...