I use matlab with 32gb and 8 cores. But it depends on what you're doing and the toolboxes involved. If it's for real-time, then I'd go higher...
can you look up historical news going back a few months?
Why do you think ecns and cme are the same thing?
whats the right way to test fills/slippage?
So how are you storing this hardware-wise?
out of curiousity, have you ever loaded a days worth of tick data into matlab?
they have a sample c# app and its supported by them, why don't you email them?
How do they identify other algos?
This thread is going off-topic. The question was how to best structure hdf5 for stock time-series. Whether you use a custom built file or...
I played around with tradelink a while ago. They had this feature which records and logs your mouse clicks on the gui which cause performance to...
thanks, that worked.
thanks, that solved the issue for win32, but I guess I need to recompile the libs for 64bit, have you done that? I was just using the included...
I'm getting a linker error under vs2010, under c++->general I added the includes in "talib\c\include" for the header. Under linker->general I...
has anyone used ta-lib here? I'm having compile issues with the c library
Depends on type of data IMHO, if just daily closes then you could just put it in one file and one table. Tick I think would be better in one file...
Agreed, they want you to upgrade to NxCore for $500+. There is little cost to populate bid/ask sizes or add a couple more zeros to the timestamp...
is this delay only thru their api feed or also on their gui?
you can export using matlabbuilder a com component and then include it in excel
To people who use tick data, my question is on how you select the appropriate timeframe for backtesting. Do you look at 1 day's worth of tick...
They generally refer you to their "nxcore" service whenever you need something substantial...in any case I haven't come across this issue much...
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