what experience do you have? Be specific and maybe someone can help you
no clue what your program is, but i think the new API (9) can give you implied vol. with that you can solve for a delta. or get the bid/offer mid...
provide more info. is this realtime or static? what's the format? What do you want to convert it into?
it takes a long time to be strong at development (IMO 10+ yrs). and developing trading systems (realtime reliable network code) is one of the most...
ktmexc20 are you using HDF5 for storage and backtesting pruposes or do you use it in realtime? I am looking into using it via python's pytable...
what year are you living in? because everything is electronic and commisions are so low the need for a futures or stock broker is zero. They never...
http://research.stlouisfed.org/fred2/
anyone know the most efficient way to convert raw tick data to 5min (10,15,1 hr,...) bars. This is reading from flat files, btw.
for exchange traded securities learn to program and know statistics. for the OTC market find something where information is not easily...
i have been in chicago for about 10 years and have not experienced anything like what tsgann wrote. I will say that the consultants look wealthier...
yeah, it looks that way. do you know if anyone has gotten filled at a better price than their limit? Other firms can definitely manipulate it to...
thanks. is there any size requirement the IB customer can demand. for example, if I enter a relative order with offset 1 tick in a security...
anyone know if you can peg a buy to the best bid or offer to the best ask in IB (not including myown order). So if XYZ is 60 at 70 my buy...
how can a calendar spread be bullish or bearish? I always thought they were neutral. Any insight here? thanks
here's a couple backtesting libraries perl www.geniustrader.org java www.activestocks.eu
do they do this for small investors? I can buy the equivalent of clearport of otc ICE products through someone?
when you are no longer in the pit trading you will quickly see how they go together. Unless you are very fast with paper and pencil how will you...
And on several occasions they have not moved together. whats your point? and do you have data to prove this or do you just think it is so?...
you are thinking like a retail investor not like a corp or large firm. yes globex can handle vanilla options quotes but no one asks for a quote on...
not until globex or any other electronic venue can handle options trading. most firms buy/sell options as packages and so far globex can't handle it
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