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***Capture of the messages received as a result of market order being submitted. Not all fields are present, only ones I deem relevant for myself. Msg [EXECUTION_DATA]->[(2, 37955052, 'CL', 'FUT', '20110520', 'NYMEX', 'USD', 'CLM1', '0001f4e5.4dc4368a.01.01', '20110506 11:11:31', 'DU***'...

Every client connects with unique id. Client with id=0 will get all mesages. Relevant messages have client id in the structure so it is possible to process them accordingly. As far as order status, do not have a hard proof, but it seems to me they are mimicking the FIX behaviour, which sends...

Who is that guy, Al Brooks? He seems to be publishing some of my trading rules without my permission.

Isn't that what I said... I did not elaborate HOW they end up with money... The point is, money doesn't by the title by definition. Numerous examples of overpaid teams that didn't achieve anything. But again, game wise, Barca (and Real getting better) right now, nothing else even close...

Went to game they played with Čelik (Steel) in Zenica, Bosnia, in Mid-Europa Cup. It was mid seventies. They got 1:1. They were pretty much nobody (internationally) until Abramovich. I don't know the history before '50-'60. He managed to make something, money helps a bit, but never buys...

I just can't resist not to have another "highsight" analysis, this time after exceptionally positive week. Hopefully this will level the field for people that complain about the comments only on the bad weeks. Also, I appreciate you reading the comments, kudos for commitment and engagement in...

I went back to my hindsight crystal ball and was devastated: it is indeed a hightsight analysis crystal ball. I don't know what's wrong with those people. I clearly marked on my purchase order that I want a hindsight analysis version. My world is crumbling... All this time I am trading using...

Every time I think I am out, they pull me back in. I have to opine one more time, just my 2c. While, of course, there is a possibility for VRUS to come down, it will take not days but weeks or maybe even months to see some pullback. My problem is that Neke entered as intraday trade, or at...

AMSC 15m

VRUS 15m

Well, I really don't get it any more. I've been following this for a while and was bouncing back and forth between “this guy really does not know how to trade” and “wait a sec, maybe there is something into this”. I do not expect anybody to post strategy details and rules, hence I can...

Can not remember reading more annoying post than "exaltedangel09" above. Put a douchebag on ignore and keep working. You do NOT sound erratic but rather very mature for your age. I believe the trading can be curse or blessing, depending on how successfully you manage to correctly asses your...

Well, should have known that those public guys are reporting something, although bit surprised that they report any business metrics at all. Found the TradeStation 10-Q and they are reporting 47,434 total brokerage accounts without breakdown, but they say that vast majority is equities and...

sorry, forgot to tell you... the question was not for you... idiot

I can not find any statistics, at least not through the casual google search. I am trying to see where do I fit in the food chain, having assumption (hopefully not wrong) that bigger account gives you at least some kind of leverage when somebody has to answer the phone or accomodate some kind of...

+1

Data is coming from the IQFeed. That is what we are talking about all the time. I have only used SierraChart to see it better, because it handles flat files vs. IRT through the database. There is no way IRT gets anything else but the same ticks/records. It might be stored differently (in a more...

Unfortunately, I have a family medical emergency and I can not go into some more detailed statistical data. I have pulled quickly several instruments for comparison for the period of one week: 1) Received 1,269,976 records from 03/04/2009 to 09/04/2009 4:14:59 PM (6.7 days) and wrote...

Hi, Reserving the right to be wrong, I doubt that such staggering delay has something to do with "usual' latency issues (measured in ms). Some posters are way more educated in subject than myself, hence my reservations, but I believe something is wrong with your environment. Your hardware is...

Successive 10%, 20%, and 30% limits. For details, please see CBOT Regulation 1008.01.