That's 100% the right question @volpunter, but it's really what I ask myself. I would say I'm pretty much a hobbyist at this point. I have enough...
I see. Thank you for your reply. The NxCore historical data would probably be more akin to what I want...I'm actually trying to achieve basically...
It may even be best to just stick with the trades only data from IQFeed for the moment, because I'm having trouble deciding if the addition of...
Good answer, I've considered switching to NxCore for some time, but since I presently am not anywhere near fully utilizing IQFeed I haven't been...
Hi folk, I was about to ask this question on a server site, but I thought there might be folks here with experience with this particular problem....
You haven't even specified your asset class. How can we provide accurate information? It's also probably unwise to assume transaction costs will...
I've seen approaches where you base your stop loss and take profit on the p-value of the unit root test with some look back period. They discuss...
That's a really good point @jjw . A host like steadfast was only one of the things I'm considering. I've seen Advantage Futures colocation...
Thanks for the info @FCXoptions. I have seen some information on CME's matching speed, but not on their website. I'll look. As you say though,...
Such as steadfast? That's the type of service I would consider using, but wouldn't they only know about what their ping times are to certain...
to anyone here who uses a vps or dedicated server in Chicago, I'd like to know the following information: 1. What firm do you trade through? 2....
No I havent, Is there a link you could direct me to? I've so far only been looking at CME options, but that would still be a good read. What do...
Yeah, I agree that optimal design is still unclear to me. How do you feel about the idea of throwing it all in one table and partitioning? I think...
Judging by the thread this Python beef came from, I have a premonition this thread is about to really digress here...
Thanks for your input @volpunter . Like you've said, I agree column oriented is the way to go here, and I've had somewhat of a bad experience with...
I normally hate pessimistic answers on here, but I think there's not possibility of this being viable. IB data isn't suitable for real HFT and...
I've actually since deleted that entire database, but my schema was about as simple as it gets. I had a table for each major pair, a column for...
I am inexperienced with databases; this will be my first large database build. I built a tick data database in MySQL last year using tick data...
I believe GETCO and Knight merged forming KCG in 2013 after they and others bailed out Knight after the 2012 incident. It's unclear to me whether...
I was more interested in talking about HFT design and infrastructure in general than anything specifically related to your strategy, but I respect...
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