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For stocks I mostly trade on NASDAQ and the almighty BATS - here is what I have. http://nasdaq.cchwallstreet.com/NASDAQ/Main http://nasdaq.cchwallstreet.com/NASDAQTools/PlatformViewer.asp?selectednode=chp_1_1_4_1_10_7&manual=/nasdaq/main/nasdaq-equityrules...

errrr...... ahem.

No not 2-3, what you see is a huge number of mild-to-moderate freaks. CME messaging policy http://www.cmegroup.com/globex/resources/cme-globex-messaging-policy.html

Ok, curious what platform, which futures product and what kind of latency are you seeing?

Well I will be watching & trading at 7:30 as usual ... but I'm not expecting any slowdowns :) BTW there is a lot more than 2-5 HFT nerds out there. They say 70% of the volume these days is algorithmic - even the big time discretionary traders use algorithms to work orders.

If you have a slowdown greater than 1 second or even 500ms on the index futures, you need to get a better broker/platform or internet connection. To view the full DOM you will want a pretty solid setup. Sure I had a slowdowns on May 6th, but not from anything like a news release.

Ok I looked up your post. First of all HFT is not long-biased. Most are trying to grab the spread or sniff out demand, regardless if it is long or short. Second of all, nobody is going to see your order and jump ahead of you in the queue. They will must either get behind you, or offer a...

Do you know how the price/time queue works? If you are trading 100 contracts it is good to know.

There is hardly any accurate information about HFT on the internet. What is this nonsense, confusing flash orders and IOC, and stating that IOC "carries little risk". If you actually worked with this stuff you would know that trying to ferret out hidden liquidity with IOC is risky and (usually)...

It depends on what your goals are ..... If you want to make money and work less, team up with a programmer who has a track record in automation (i.e. me), and create the ultimate stress-free trading bot. If you just want to share, find a struggling trader and become a mentor.

May I add .... Gold is up due to inflation / weak USD Gold is sure to go even higher in case of inflation / weak USD :D

+1 And then if you explain this difference, they start getting excited about flash orders, when 90% on this thread don't really know what a flash order is and where it exists.

There will ALWAYS be someone who sees the quotes a little bit faster than you, or a computer that can make trading decisions faster than you. Back in the day, traders in the pit had an advantage over the remote traders. Today, it is the laws of nature and the length of a cord. It is true...

Curious what software you used to backtest option strategies? Home grown?

I think the study of the human metagenome will turn the current anti-aging research on its head. You might have heard that bacterial cells outnumber human cells 10 to 1. Also, courtesy of the Human Microbiome project, it turns out that 99% of the genetic material in the body is non-human. Do you...

lol :D

Yep I had that problem .... I have some vague memories from years ago that it had to do with threading model. Initialize failed under MTA and worked under STA (or was it vice-versa lol) :D

As Bob mentioned your cheapest option might be to sign up for IQfeed for a month and download what you need. Although I have found that there are a lot of bad high/low values on the 1-minute data that need to be cleaned up (or ignored). From the website - 30 calendar days of tick (includes...

That would be a gutsy move .... a good call I think, but I have a feeling in my bones that we see a serious blowoff top before then .... $1600-$2000 range. How high do you think it could go?

If you could really afford to pay a base salary like that, it sounds like a good opportunity for all. To really compete you need access to high quality data & tools ... not easy to come by. When I was just starting out I would have jumped at the chance.