ActiveTick, data feed only, works natively on Linux. http://www.activetick.com/activetick/contents/ActiveTickFeedAPIDetails.aspx
The purpose of certification is to test that you can place orders correctly, and that your software can gracefully recover from the lost...
Interactive Broker's Unix API is free, FIX is $100/month. You can also take a look at MB Trading. Their API is Windows only, however they offer...
Interactive Brokers: http://www.interactivebrokers.com/en/?f=programInterface
Just run a linear regression through the points and you'll get a trend line. You can find open source or free libraries implementing that in C/C++.
Google for the Sony tech support ratings before buying their laptop - it's at the very bottom. You're alright as long as the laptop works but...
By tick volume you mean order arrival rate, I see your point now, thank you.
Right, you cannot get the real/total volume from a broker because there is no single exchange in Forex, so the last volume traded comes from your...
Have you thought of subscribing to tick data from another broker (maybe a prime broker) that shows the volume traded by big banks/market makers?...
Right about backtest, thanks for contributing.
Definitely not seeing the whole market, hence is volume useful at all to gauge where the market is going?
Bid, ask, or execution volume.
Do you use volume in FOREX trading?
So I can download EOD data from your website? I do not see it, can you provide a link. Thanks.
Since we get good responses here, hence I have another question :), especially to those who trade in FOREX (that includes OP). To run your...
Oh, by tick you mean historical data, I see. As Retionalize said you can feed you algo either from a database or from a real time feed, in this...
I am bit confused with the terminology here. From investopedia: tick - "The minimum upward or downward movement in the price of a security. The...
I got it about the "window" concept. THX to you and previous posters too. You do not use any of MA for your strategies? Or it's 10 min SMA that...
That's an idea. Then the queue size will vary throughout the time.
I would want to know the quotes arrival rate for the past 10 min, for example.
Separate names with a comma.