Search results

Good work! Just to clarify HFT with IB data is not quite possible because this is delta feed updating quote board with sample rate of 300 ms or less so I would not use HFT term in this context. The introduction for beginners could be a little bit confusing; Beginner should only know...

To understand IB feed you have to know that it was designed to update quote board for large number of customers simultaneously and operate in all market conditions. Therefore it is not true "tick" feed but "delta" feed and on top of that it is sampled at a rate of 3 times per second or faster...

Which records historical events of the markets

Who would provide other market participants with true intentions to buy or sell in advance through level II? There must be a reason for dark pools, special order types etc. Poker player will not show his hand and the same applies to traders.

But why this change took place? There is no Santa and regulators and policymakers are not free market minded. There was fundamental reason why Wall Street had to open up and it was the weight of the printed paper thrown on the markets. Yes HFT is not providing liquidity just illusion of it. They...

There are regulations in place already to put people in jail for quote stuffing and other violations in the marketplace. It is not enforced. Human face of the markets has ended in the crash of 1987 when it became apparent that Specialists and Market Makers are not capitalized enough to handle...

Them, They is all you know. Follow link above, there is some info there, do not get upset it is not personal, just do not litter it with general meaningless statements is all I was asking for.

Use this ET thread to learn more about HFT; just do not comment on it if you have nothing to contribute like the example above. http://www.elitetrader.com/vb/showthread.php?s=&threadid=266552

I am using both Win8 and 7 (not Metro app) and really do not see that much difference in graphics performance but I did not measure it at all.

Unless you are using application not targeting new WinRt Runtime (Metro) then you are not taking full advantage of these capabilities. If you are using desktop application on Win8 it is not run utilizing WinRT because you are basically running on Windows 7.

This is called sideloading and I mentioned in my previous post so the idiot part is not necessarily appropriate in this case. Before you use something like that at least read the post you replying to. To show small snippet just to repeat the same is dishonest. I do not even know why I am...

There is no more bringing and installing your own applications in Metro side of Win8 (desktop part which is +/- Win7 is different); You can only install NS certified Metro application from the Microsoft store. If you are developer or developing in house software you can have it on your...

a) yes it is but how to differentiate between market participants in real time if free and equal access to markets is very important b) investing = income from investment, dividents etc; trading is when you go to the Exchange to exchange your holdings for money or acquire new holdings...

I guess I am not the only one concerned with WinRT; not the most recent article but good overview of potential issues with advice to keep your options open regarding OS at this point: Windows RT: Runtime? Or Get Up and Run Time? http://www.pcper.com/reviews/Editorial/Windows-You-Love-Gone

Looking at future trends is part of business planning and positioning and I do not see anything pathologic about it. There is uncertainty in the community where things are headed and MS is not forthcoming or may still be looking for some hints from others who were always ahead of Microsoft in...

MS it still best but with Metro and WinRT they are trying to introduce new marketing model and might ask you to certify and deploy your applications through their servers only in the future even for your own/own company use. Desktop will still be around for a while but they are trying to...

The government is regulating in the name of lobbyist who have access to money and are interested in more regulation as a high barrier of entry to prevent competition and transparency. You want more of it?

One more thing to consider is what OS you want to use and how portable your code base will be in years ahead. Decent Linux knowledge helps and C/C++ is again on the raise with new standard C++11. Recent hoopla with Win8 and Microsoft constantly making changes to development environment...

Agree with a) and my response was only to one participants claim that cancelling 1000 orders per one fill is unjustified - how do you know which cancellation is "good" or "bad" On b) we are talking different things; I talk about trading where money is being made or lost from available pool...

Market is a meeting place where traders meet and do exchange. It is not created to benefit someone or as a charity operation or as Wal_Mart with customer service that accepts complaints and returns. It is about money and it is zero sum game.