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That's not what Moore's Law says.

Are you trying to burn CPU cycles, or is there an actual problem underlying this?

That's pretty much what I do.

It has happened before, many many times, and it will happen again, many, many times.

Why worry about curve-fitting?

All retail feeds. To the API question, if one thinks about what has to happen for an API call to do its magic, it should become self-evident that there is no such thing as an "unprocessed" retail feed.

Your feed isn't "precise" - it's a processed version of the native feed, which itself is not completely precise. The imprecisions aren't going to matter much on a 1 minute (or etc) chart, but at 1 second, all kinds of distortions from the imprecision of the feed itself to the added...

Interesting, as your base feed has already been boxcar-ed twice. It's fairly unlikely you're actually looking at what you think you're looking at.

At "1 second" resolution, it matters very much where the chart comes from.

As far as I know, by now most ET regulars know who Mav is IRL. I don't recall him ever being particularly shy about sharing that information.

I was unaware of a physical law that said it had to.

Well that seems like 18 kinds of backwards. Anyway, your life, your choice - best of luck to you.

Yes, of course.

Most of you here trading Forex aren't even using proper brokers, you're using what are effectively bucket shops.

As mentioned above - that information (and more) is available in TotalView - at a very low price. You don't seem to have a solid grasp on you're talking about, and really aren't in a position to be casting "clueless" comments at others.

If you don't know what the feature is, why are you asking for it? What you're describing (and more) you can get from a $20/month TotalView feed.

How would they transmit it to you? How would you display it? What would you do with the data? Vast majority of retail can't even keep up with a 5-deep MBP feed when things get busy, and Level 3 is a great deal heavier than that. How, specifically, would you, yourself, make money with an...

A pretty interesting comment. Translation into lay-speak: Penson is letting its client take larger than normal risks. Or put another way, Penson attracts (even) riskier than normal trading profiles. And that, IMO, is the working definition of Dead Firm Walking.

It's perfect. You've found It. Time to go live, with all you've got.

Gekko wasn't a trader, he was a criminal.