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Given that this statement is impossible in all but the supernatural or your own fantasies, I'd pay $0 for your course, and would advise everyone else to do the same.

I use it, but getting it to work right was a hassle and it still doesn't exactly refresh properly. If I had to do it over again, I'd wait till it's more mature and use dual 2560x1600's in the mean time.

If you mean for US equities, the difference with the limit order is this: you don't run the risk of getting blindsided by a sudden vanishing of the ask and thereby getting filled at a stub quote (e.g., paying $199,999 per share for a $10 stock) and end up having to hope/beg for a bust from the...

I think NxCore is a good, "moderate" budget full feed solution (not sure how much maybe high-few hundred's a month for some full feeds, but don't quote me on that). They sell historical as well, that can be replayed the same way as the real-time stuff. Their default interface is in a...

I've never seen a bug in QuickFIX, despite having used it quite extensively, and in my experience it's far from a "full time job" to operate it. In fact, its robust features (e.g., re-sending any messages that took place during a disconnect) make it far easier for me to run than "simpler" API's...

The beginning of the book almost caused me to stop reading it (lots of finger-pointing, not much substance -- as if we don't see enough of that on ET); but the middle ~80%, on the early days of Datek and Island and other early ECN's, is fantastic. It's an excellent history of how markets...

I wonder whether it would help to set up a honeypot email account, to see the spam pump emails coming through.

Not knowing any other details, I'd say, probably.

There seem to be quite a few good options if one is going to open the account with $5 million or more. I'd consider Newedge, for instance, or one of the several setups that clear through ML Pro. Below $5 million, I'm not so sure. Unfortunately, I don't know of a lot of options that fall...

One I'd check out with that profile would be Lime. They seem to specialize in ATS clients and have more than one way to connect, including FIX. I think FIX is a good API choice as it's mostly "broker-neutral", although it may involve a bit more effort to get started. But once you've got...

General computation speed has really hit the wall within the last 3 years or so. Intel Extreme Edition is all but static at this point. Even the number of cores has stopped going up (aside from niche chips such as Intel Phi or Nvidia Tesla). The latest 1-socket Xeons are in a similar...

I would look at Newedge, or one of the many offerings that clear through ML Pro (therefore too big to fail, FWIW). Both of these have $5 million minima, I think. ABN Amro and Wedbush also cater to that range. I would stay away from the more retail-oriented places such as the ones that the...

I think they can demo it for you and you'll see it in real time (at least, they did this for me a few years ago). During the demo, you're receiving a sample tape, and you can check it out on your own using the API. Once nice thing about their system is that the historical tapes are exactly...

You might want to ask someone at your brokerage about this; I've come across a number of brokerage reps who do capital introduction (or have the connections to do so), and they also have your trading record in hand so they have some idea of your capabilities.

"Real" here seems to mean any resting bid in the lit (visible) public markets. I think that the "leaning on" here is that done by internalizers or wholesalers, beyond the reach of most traders or even "HFT's" per se. To "lean on" as such, you must either have your own order flow (i.e., lots of...

Is this what you mean (assuming you want NxCore rather than "NwCode")? They've posted some examples here, although I'm not sure it's what you're looking for: http://nxcoreapi.com/doc/

I am a Nanex customer and I think they've got a fantastic product. I'm particularly impressed with what it does in the bandwidth/CPU footprint in which it operates. Reliability, both of the feed and the receiving application, has also been excellent -- better than the exchanges themselves, in...

Off-exchange volume, including that of dark pools, is reported on "Trade Reporting Facilities" (TRF's), the largest of which is administered by Nasdaq. Find a monthly, per-symbol summary under "Monthly Statistics" on this page: http://www.nasdaqtrader.com/trader.aspx?ID=marketsharedaily...

Some others I've come across: Merlin UBS ABN Amro (which bought the part of Fortis you're probably interested in) Sage Trader

The 1.80 was the Nasdaq opening cross, which is run by an auction system that's somewhat different from the regular-hours matching system. The best ask of 1.75 was from ARCA, and they've got their own opening (which, not surprisingly, was different from Nasdaq's -- in fact it was 1.75, the same...