So you have an array of bars, the length of each bar defined by barsecs, then the array size is (86400 seconds) / (barsecs seconds) bars. When new...
I probably did not formulate my question correctly. I download quotes from a broker in real time. From here I can aggregate real time quotes...
Since OP is busy working on his system at the moment, I have a related question. Do you guys use real time quotes to generate buy/sell signals...
That's my thought.
what do you mean?
Just to make sure what ya all touting is to implement a reactor pattern instead of using multithreading which processes quotes for each instrument...
So to process quotes from each instrument in parallel not sequentially. I have yet to look at the reactor pattern - I did not get to it. I...
My trading is a one-man show, it's easier for me to start a new thread than to spend hours on optimizing an algo that might turn to be a flop....
OP is using Python, I develop using C++/STL/POSIX on Ubuntu, I am almost done with infrastructure and soon to start with strategies whenever I get...
Because processing each instrument takes time, say it takes 10ms, so if I trade 10 instruments it takes 100ms to process them all. That means I am...
Looks like an interesting read from a practitioner, looking forward for your review.
Trading a single instrument is ok not to multithread, but I want to have multithreading to handle processing of multiple instruments.
@tiagor - do you use multithreading? Such as downloading quotes (Shell) in one thread and processing quotes (Ghost) in another thread.
Are your shell and ghost two separate executables?
They are dropping FAST protocol which is a compression of FIX because the internet became fast enough and no need for compression. FIX protocol is...
I hope you're not right.
Any updates on availability?
The value of one contract is 50 times the value of the S&P 500 stock index, meaning 50 x (say) 1350 = $67500. Is it correct?
He was even featured on Wall Street Warriors. A guy had a streak during the bull market with his penny stock strategy but now he's just milking...
The usual suspects Dow, Reuters, and Bloomberg provide real-time market news. Also, theflyonthewall, celerity, ravenpack, and recordedfuture. You...
Separate names with a comma.