Hi @fan27, Tickblaze looks nice, will get some good ideas from there ;) I haven't used Rust but have heard some good things about it. What makes...
Hi, I would be curious to hear what kind of software/hardware setups people use for their algo trading, to get some ideas how to improve mine. I...
Depends on the time of the day and how volatile the market is if 5sec bars have any value for any particular ticker. It's easy enough to build...
Unlikely since I'm using C++ :D It's a server side pacing thing and IBKR specifically mentions that they are not really a historical market data...
5min is probably a lot faster (sub-second per day) since it's 60x less bar data. I'm fetching 5sec bars though not 5min.
I'm looking for historical data providers offering 5+ years of 5sec bars of US stocks. I have been using the free IBKR API to fetch the data from...
Was thinking the same the other day, i.e. how would offsetting the price data impact the candle stick patterns, but didn't get around to try it...
Hi, I'm developing an algo day trading platform (only US stocks for now, so mainly NYSE/NASDAQ) using IB TWS API and would like to optimize the...
Interfacing with the API is quite small part of developing a full fledged trading platform. In my experience a lot of time goes into developing...
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