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Knight Capital Group, ticker KCG on NYSE. Not sure if Volcker rule applies to them but they do a lot of trading. Susquehanna International Group is similar I believe

I know there are a number of threads on this subject already but I felt I would give all the schills out there an opportunity to send me your offers: payout, software fees, per 1000 share charges and whatever other information I might need to know. Peace!

Sterling support also told me that the sterling.tlb file had changed significantly in the latest release and to re-import the reference to this file into my program to avoid any problems. Might be something to try if you've had problems since the latest upgrade..

When I contacted Sterling regarding my API problems it turned out my account had been disabled for API use, so my programs weren't receiving any data. They're supposed to re-enable my account for API use but it hasn't happened yet. If you're having a similar problem you might want to contact...

I updated Sterling and my programs stopped working, I can't get quoteUpdates. They were working fine prior to the software upgrade. Has anyone else experienced a similar problem?

Read over the ActiveX API documentation from the Sterling website and download the examples. This will show you the basics of getting quotes and sending orders.

it works! much appreciated

Very informative thread. I'm just starting out with the Sterling API and I'm having trouble receiving MDX messages. Here's the code: Dim WithEvents cQuotes As STIQuote Private Sub cQuotes_OnSTIQuoteUpdate(structQuoteUpdate As SterlingLib.structSTIQuoteUpdate) If...

While observing time and sales data I've noticed large prints often outside of the NBBO, normally with market center D. These prints sometimes follow a flurry of activity or after a large iceberg is filled. What do these prints represent? Any feedback would be appreciated.

Don I'm don't understand why limit orders are dangerous to use for the openings. If you don't get filled on the open then shouldn't your price be even better than the opening price? Any clarification would be appreciated. Thanks

I'm looking to get access to historical T&S&Q data for some NASDAQ stocks, are there any companies or free sources that offer this data? Also any ideas on how to go about recording the data during the day from my charting software? Peace