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I don't know since you only have 8 posts. But if you have not done so, might want to read everything and anything "acrary" has posted here. He is a systems trader as well. Good reads if nothing else...

Tested the difference between them several times, but not in fast markets like we had yesterday and today. Using comstock costs me a lot of money these two days, as the quotes can lag up to 5 minutes with Level1 info being completely off from levelII/NYOB and P&L/charts is calculated on Level1...

Interesting note about the lumber. I live in So Cal and have wondered myself if they will rebuild sooner or later. There are many new developments which have unsold houses/condos and are dropping in price as we speak which would be attractive alternatives. Of course, I imagine you could get...

I use IB data as a backup, but it drives me crazy that they do not have a data field for the opening print (that I have noticed) and a few other things I would like. As for the original question, I would be wary about using excel to send orders as you get stuck DDE links often, and sending...

Ha! Fucking funny. ZhongGuoRen are heavily long light sweet snake oil contracts.

Go to the best University you can, preferably Ivy. Double major in Business and Computer Science. May have to go on for an MBA or other technical degree. This would be ideal. If you want to be a "prop" trader for yourself, just find a decent firm, throw cash at them and off you go...

I traded a little last week while from San Miguel de Allende in Guanajuato, central Mexico. Was there staying with friends for a week or so for Mexican Independence day. San Miguel is known for its colonial architecture and being a great place to retire, which means an older crowd. That being...

I usually don't like posting on threads like this where they is a lot of fighting, but I thought it might be worthwhile/interesting to others to point out that Chloride's "tips" on page 21 were copied word for word from arguably ET's most interesting poster: acrary He has been gone for a few...

Yeah, excel should have this as standard. My links take up a lot of resources when they are running, so I delete the columns they are in when I don't need them, and hit undo when I need them. :) Stupid simple, but it works for me. Needed to find a better way, thanks.

I have searched around and have not found anything conclusive or obvious about condition 12 and condition 78 that you will see on time and sales for equities. Condition 78 is listed on maybe 50% of trades so is probably something very common and simple. Condition 12 much less so, and seems...

Go to school. If you do it right, you will have a hell of a lot of fun, and it should be one of the better times in your life. Parties, girls, and making college buddies is not something I would want to give up. But since you have done the first year, you may have already done that. Or you...

I use excel all day long for trading. Mostly for analysis and data capture via DDE links, but a little for order entry/automation. The DDE links are slow and drive me insane when they stick. The most I run is 1,850 links simultaneously. Although I do have some order entry done in excel...

You could set up something like IPCop or an OpenBSD packet filter on a separate computer and have it firewall/block packets which do not conform to FIX protocol, or whatever you use for limits, markets, other order types, etc. I imagine a backdoor would send data to a different server or at...

Don't know what you trade. But the original argument was on edges in equities. In equities there have existed many small edges, many based on market structure and other weird things happening. Changing the argument to futures, I think the concept of edge changes more to a statistical...

If whatever that skill is helps him exploit a market inefficiency or "edge", why not. But I would be hesitant to call something as fuzzy as "skill" as edge in itself. Look into some of the past "edges" that these guys are talking about and have since disappeared. May be interesting you see...

edge is derived from a characteristic of the market. skill is a characteristic of a trader. or so i've been told... I also don't know if "every" system works. Buy high, sell low seems to not be very profitable. Or maybe that style just doesn't fit my personality and skill set... ;)

I always thought it would be handy to rig a MIDI keyboard or two into a level2 setup with each key being a price level. Probably faster than point and click.

This may be in the wrong section of the forum. I would get a job with a small company in a growing field like alt energy, or even a mature sector. Being at a small company will give you more exposure to how the company runs itself and what it takes to build a small company, give you...

Hi, I'm wondering where NYSE matches up trades for a market order. I assume a buy mkt buys thru the market and takes out whatever is on the book. What if there are multiple sell mkts coming in at the same time as your buy mkt, will NYSE match any of these mkt orders up?

Thanks for the tech info on your ATS. Interesting. Not to get too offtopic here, but about how long did it take you to code all that up, and any thoughts about using C# for ATS design? Some of the systems I have seen in Java that track a large number of stocks are annoyingly slow. Good...