For what it's worth, I use binary files of tick data indexed by symbol and date. When you need to test across years of tick data with hundreds of...
This kind of crap amazes me, a year ago markets were just dandy. But now they are broken because of HFT and as a consequence everybody should have...
Crikey!
You weren't the only one who went down this Rabbit hole, I never found any value in it beyond an intellectual exercise.
Thanks Dave, I'll be interested to hear what you think. I have been looking seriously at them as well, the thing that is holding me back is...
OK, that is pain. I currently use IQFeed, but it's full of little gotchas and I would not describe their support as responsive.
Doesn't Polygon supply what you guys are looking for?
OK, cheers.
What's the background here? What is QUODD?
My observation is that "b" is the most common approach. Lots of little bets.
I didn't understand all of them either, but there is also a lot of writing and pictures some of which contains good fundamental ideas.
Trading and Exchanges - Harris Option Trading - Sinclair Sorry, I can't think of 3, I've read nearly everything and it's 99% crap. Style:...
The IB API is a a series of clear text TCP messages, so you can use any language you want. I started with C++, but then moved to C#, they provide...
I've got it now, my email provider had some problems with the spam filter. I'll check it out, cheers.
Did you get my email Robert?
Couple of questions: * Do you still do the gateway product? * I have a services comparison document for API trading at Lightspeed from a few years...
Hi Robert, Answering your questions in order. * No * Does Lightspeed place any minimum fill / send / cancel ratios on API clients.
Resurrecting this old thread, how did the posters get on with the IB and their OER? I'm now getting this problem and wondering how others resolved...
Good riddance. What a PITA it was.
Good, it was a PITA for auto trading.
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