Many of my best trades have been with resting limits at areas of interest anyhow. Really think I am underusing this method of entry. Maybe it's all a blessing in disguise. Either that or go freeze in Chicago and fight with bots
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Broker/Data: Multiple broker + Multiple feed (for access to specific exchanges)
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I was at the European Trading Architecture summit here in London in December with the CTO of UBS we were discussing their infrastructure latency, and how for them in particular as well as other HFT/Algo trading businesses they need to know the latency at each point in the IT space. They had at the time invested heavily in tools to exactly measure their latency cost for each interface across their business.
Really interesting was that they price it into their service such that they can quote the latency to their retail / institutional clients and for faster round-trips they charge a premium. Obviously its very useful measure of the IT quality of your service provider.
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