Do these guys offer an API? What about NASDAQ TotalView?
Jesus tap dancing christ. Let me try that again. I don't clean the data before replaying and backtesting.
That's not necessarily true. I record all data in realtime to a postgresql database and reply it as-is for cleaning, I don't go back and scrube...
I couldn't agree more. I got money and I'm dating girls with none at all (students) and THEY are buying ME dinner. Spending money on girls is for...
How does one post calls on a millisecond timescale in the case of automated trading systems that make tens or hundreds of trades a day?
I completely agree. Simplicity is highly underrated. occam's Razor: "one should not increase, beyond what is necessary, the number of entities...
That was a nice concise analysis and exactly what I got from it. I'm thinking of writing some charting software to predict and extrapolate these...
Do any of you guys follow cutting edge research when creating models? I have been following academic journals for over a year now related to...
I'm not familiar with X-Trader.. can you tell me where to find the API? I could take a quick look and see if it is possible. Also, can you...
I just got a copy of the Simple api, "gtapib" which is very basic.. Also got a copy of the gtapi which appears to be c++/mfc/some other crap and I...
Separate names with a comma.