Slippage is inevitable and it cost alot, my suggestion is to increase profit probability till Slippage become insignificant (covered by high...
Thanks for info Databento! I just erased my questions (on Hackers), and bookmarked Databento on attractive prices plan. Appears like Databento...
Short answer: one symbol one table, one algo/strategies/feature/exotic in one table. So basic tick in one table, and tick with secret sauce in...
When algo/strategies are changing then use whatever tools to profit. When use SQL then create index to speed up queries. Cloud storage provides...
Yes, that's best way when algo is profit, and when new algo come then re format again to fit new algo
I would suggest u stick with text file (human readable), my systems handle hundreds of symbols, text files, billions of records. Of course it...
Separate names with a comma.