Search results

I'm curious, is it easy to append data to HDF5 files, like in CSV files where you can just write a line to append a record? This is a failing of .Mat files, it is not fast nor easy to append data.

Can anyone recommend alteratives to Hubb/Lime/Genesis Securities for a newer blackbox trader who needs to get down to .001/share (unbndled) on volume? thanks, cameron PS,please don't respond with IB, Ib only goes down to .005 for ECN specific API orders. PS, is this the best place to...

Crossed markets Hi everybody, I'm working on some trading algorithms, and I'm currently using Interactive Brokers for both data and brokerage. One thing I'm noticing problematic is crossed quotes that hang around for a long time (minutes, or even hours...) I suspect they are from...

As far as I understand it, market making in most US options markets in the US is forbidden unless you are a designated market maker by the exchange. Is the same true of the CME futures markets in the US too? Thanks Kego