IQFeed just added new servers which now generate second time stamp, inside bid/ask sizes on both real time and historical tick data. I am guessing...
Another issue ( sorry, not quite related to the thread), is the lack of seconds time stamps on real time and historical tick data. IQfeed's new...
Confucius said:"Man who try to pick bottom will wake up with shXX in hand.":D
I found the following code posted by a well respected ET member who no longer wishes to participate on the ET forum. Huge loss for the forum in my...
The lines below are from the TWSevents file, containing the ActiveX callback function TWSevents. The incoming events are first assigned to...
Nick, My programming project has been going well. I got true tick by tick data and am happy with the accuracy of my MD plots. 5Pillars is...
teuffy, I started my programming project from this thread in IB's TWS API forum....
Kostia, Live data feed was working fine during the gap. Isn't it possible to fill the gap in the backfill data from the live data? I just...
I am also waiting for it to be fixed. http://www.elitetrader.com/vb/showthread.php?s=&threadid=73774
Forgot that I could verify with IB's own chart. A picture is worth a thousand words.
Hi George, I know vwap but not the vwap bands. Would you explain what they are and what to look for? I am all ears. Thank you. Harry
Jon, Thank you for the suggestion. I eventually will have a tick by tick datafeed/backfill to explore different analysis and strategies....
Did anyone else notice this missing data section from about 14:25 to 15:00 for 7-28-2006? The backfill interval retrieved was 'seconds'. Live data...
I really like what I am seeing. At least I am conjuring up concrete trading strategies based on something I believe, price/volume relationships....
Thank you for the compliment. I do enjoy programming much especially when it involves graphic display. I just need to focus on strategy...
5Pillars and other experienced traders, Attached is the cumulative delta plot against re-scaled price movement for today. The two lines were...
This is for ESU6 only. I notice that the bid/ask size shown on the TWS quote panel is different from the Market Depth. This is not simply an...
5Pillar, It's really unfortunate that IB does not provide tick by tick data, but it's a good starting point for a beginner like myself. As I...
Inspired by what I saw, and can't resist playing with my data. I know I should be studying MP and MD. I guess programmers and traders really don't...
Nickali, You are asking good and relevant questions. Please go on, I am piggieback learning along the way:) Harry
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