I want to create continuous futures contracts from my historical intraday data but do not have the historical Last Trade Date, First Notice Date,...
Nanex and TickData.com have good data but are expensive as you are buying the data. You can now rent data access with the QuantGo.com cloud where...
Check out QuantGo.com which has institutional historical data on every exchange worldwide, including the full historical CME feed with Options...
I am looking for 3 years of intraday USA historical equities data and some options data that is reasonably priced. Specifically looking for...
Where can I get a full list of USA stocks for Tape A, B and C (eg. NYSE, AMEX and Nasdaq) ? Trying to avoid Bloomberg or Reuters...but I cannot...
Would suggest a Fri night as I am guessing that will be easier for people than weekend. How many people do you have for group ?
Are we going to do this or what ? Who wants to do it ? Finding a place in the evening after work is easy enough.
When and where are we going to meet ?
As for the blind leading the blind, that will depend on the group that he can assemble....
As a few posters have said, execution is everything if you are doing true HF strats. First (and further meets) should be in person until people...
What are you currently focusing on in terms of HFT ? How do you define as HFT ? What sort of HFT strategy are you looking at (big picture not...
Interesting about ARCA...I will check that out. Thanks for your real world observations. Our optimal execution (as with everyone else) is at...
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