I'm looking for a good prop firm. In addition to their credit risk, platform would be another important consideration... Given there are lightspeed/sterling/laser/GS, etc etc, which one has the following feature:
1. Downloadable 1min historical bar, including bid/ask, for the past 2 years on top 2k stocks? (so I can do my analysis.. I could buy it separately but it would be better to have it included so I know what I'm getting live is "probably" going to match the historical ones.. )
2. Able to get the top 2k stocks 1 minute bar, including bid/ask, in production. (IB only allows 60.. so that won't do)
3. Has all corp action handle correctly for historical bar and live 1min bar.. ie, I can say give me MSFT yesterday bar "AS OF" 01 Jan 2000... so given all the dividends it paid out, it should be around ~50ish... (I don't know if it's really 50 but you get my point).. so all the bars actually make sense across days.. (plus all the split, ticker change if possible)
4. Easy integration to Java/C++.. (ie Sterling ActiveX thing is not going to work.. There are probably some layers that allow you to do that stuff but I prefer I can program straight in Java/C++ and it would work)
These are pretty much must have for me.. Is there a platform that has the above? Once I have a platform in mind, then I can look for a firm that uses that platform...
You can do all of that at Interactive Brokers. But, I don't know any prop firms that trade through them.
Quote from theboy:
Hi,
I'm looking for a good prop firm. In addition to their credit risk, platform would be another important consideration... Given there are lightspeed/sterling/laser/GS, etc etc, which one has the following feature:
1. Downloadable 1min historical bar, including bid/ask, for the past 2 years on top 2k stocks? (so I can do my analysis.. I could buy it separately but it would be better to have it included so I know what I'm getting live is "probably" going to match the historical ones.. )
2. Able to get the top 2k stocks 1 minute bar, including bid/ask, in production. (IB only allows 60.. so that won't do)
3. Has all corp action handle correctly for historical bar and live 1min bar.. ie, I can say give me MSFT yesterday bar "AS OF" 01 Jan 2000... so given all the dividends it paid out, it should be around ~50ish... (I don't know if it's really 50 but you get my point).. so all the bars actually make sense across days.. (plus all the split, ticker change if possible)
4. Easy integration to Java/C++.. (ie Sterling ActiveX thing is not going to work.. There are probably some layers that allow you to do that stuff but I prefer I can program straight in Java/C++ and it would work)
These are pretty much must have for me.. Is there a platform that has the above? Once I have a platform in mind, then I can look for a firm that uses that platform...
NONE of those platforms have historical data that you can download. Furthermore, none of those platforms to backtesting. They are strictly execution platforms.
Quote from theboy:
Hi,
I'm looking for a good prop firm. In addition to their credit risk, platform would be another important consideration... Given there are lightspeed/sterling/laser/GS, etc etc, which one has the following feature:
1. Downloadable 1min historical bar, including bid/ask, for the past 2 years on top 2k stocks? (so I can do my analysis.. I could buy it separately but it would be better to have it included so I know what I'm getting live is "probably" going to match the historical ones.. )
2. Able to get the top 2k stocks 1 minute bar, including bid/ask, in production. (IB only allows 60.. so that won't do)
3. Has all corp action handle correctly for historical bar and live 1min bar.. ie, I can say give me MSFT yesterday bar "AS OF" 01 Jan 2000... so given all the dividends it paid out, it should be around ~50ish... (I don't know if it's really 50 but you get my point).. so all the bars actually make sense across days.. (plus all the split, ticker change if possible)
4. Easy integration to Java/C++.. (ie Sterling ActiveX thing is not going to work.. There are probably some layers that allow you to do that stuff but I prefer I can program straight in Java/C++ and it would work)
These are pretty much must have for me.. Is there a platform that has the above? Once I have a platform in mind, then I can look for a firm that uses that platform...
