Thank you joyfultrader, SPY gets roughly 400k trades a day (between 9:30am 4:00 pm). So we can compute average speed. Sometimes it peaks, but I...
You are right, I need to get distributed system design book. Because of it, I do not understand the rest of your answer.
Queue is good idea, it is thread safe. I already tried it. Since checkForTrades gets called every 1 or 2 seconds, queue might accumulate 20-30...
Thank you for the reply! Using append is a good idea, it is probably will be faster. But I am not sure if we can drop thread lock. Imagine there...
I use below Python code to collect tick-by-tick daily trades for SPY (using IBRK). Code works fine without thread locking, but if I introduce...
Was it officially computed at that time?
Hello Everyone, I am trying to understand cost of real-time data. For example, I would like to access VIX futures feed through CTS T4 API. I need...
Hello, I have margin interest expenses this year and I don't have associated investment gains to deduct it against. Is it possible to carry over...
Hi inosent, Did you end up creating forum? I am also trying to conquer the CTS T4 API, but unlike you, I am not so good with software. So far...
Both CST and EST produced the same negative result. I will try to contact IB API support.
@TheGoonior Thank you, I tried to join the group. I clicked "Join", then I was prompted to create public profile, and upon clicking on it I was...
Thank you both JCBarry and Risk619! Indeed, it would be helpful to have a complete list of products covered by Tradier. I am interested in SPX...
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