[B] You will have differences when using a data from different sources this is a common sense. Still not clear why you would use a data from...
So when you place your orders you will wonder why the difference. Good luck with this.
You don't get a data feed from IB? It is not wise to use a different data feed than your broker's.
Broker/dealers, etc. can ping the market for orders. If up to 1 sec they don't find an order, they can cancel the request. Say, they test the...
[B] I included latency in high frequency to make conversation short. Meaning I was focusing on the high speed of the events. No matter if you...
[B] What is the benefit of analyzing real time data? If you go through all of this and come with a profitable strategy how it will be used in...
[B] Cannot be done with COTS databases. This is still the topic of this discussion. I don't question your abilities.
It seems to me you do a custom software projects. With your source code and your expertize you surely can do that and do it good. Also if your...
Hi, I would say too that this is a very interesting discussion. With this quick note I like to clarify some misunderstandings which affect the...
We made extensive benchmarks of using COTS software for screening and back testing - .NET, MS SQL, Sybase Anywhere. You can get some info at this...
The simpler is always better, and no curve fitting of course. You said it ;) That point is reached pretty early because SQL engines cannot...
That is right. [B] This is true. By SQL I was referring mostly to the SQL data management implementation mostly, not the SQL as a language....
It has to do with compression. 10 times more possible numbers - less compression. The more data is similar - better compression. 32 bit is...
I believe it was good idea to describe our experience because this happens often and it takes a lot of time to understand what actually happens...
Hi Bob, thanks for your response. I believe what we can create as a trading strategy can based only the available data. The list above...
SQL. .NET etc. work for specific tasks. And they were designed for moderate stress loads. In fact MS has a HPC server on basis of Windows but...
Exactly. When referring to column DB it is the storage organization what differentiates them. But this again is an opposite extreme. Usually...
I am under NDA and cannot reveal a lot but there is no insert cost at all - just up to the performance limits of the disk speeds. [B]...
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