Search Results

Search Again

  1. where to download Level 1 Historical data?

    Candlestick trade data is easy to get. I downloaded mine from my broker (Interactive Brokers) - they provide 1 second resolution if required. If...
    Post by: rudi20, Feb 9, 2020 in forum: Automated Trading

  2. When a broker matches against another client

    Thank you. I found the term "Cross Trade" on Investopedia which I think is a fitting description. Regarding question 3, what is the time limit...
    Post by: rudi20, Jan 25, 2020 in forum: Order Execution

  3. When a broker matches against another client

    If my broker matches my order with an opposite order from another of its clients internally (without hitting any 3rd party Exchange or dark pool),...
    Thread by: rudi20, Jan 25, 2020, 3 replies, in forum: Order Execution

  4. What are these Exchanges?

    I have tick data for backtesting. Each trade lists the Exchange on which the trade occurred. Here is the list of possible Exchanges: AMEX (NYSE...
    Thread by: rudi20, Jan 25, 2020, 1 replies, in forum: Order Execution

  5. Trade data discrepancy (Tick Data)

    Exactly! I'm considering two strategies: 1) I'll get historical 5m candles from InteractiveBrokers, then run each trade against the High and Low...
    Post by: rudi20, Jan 9, 2020 in forum: Data Sets and Feeds

  6. Price Action With Python?

    The big advantage of Python is the business logic reads very clearly, and that is important when you're developing systems. You don't want the...
    Post by: rudi20, Jan 9, 2020 in forum: App Development

  7. Trade data discrepancy (Tick Data)

    Tick Data specifies the Exchange where the trade took place. Should I exclude entries from certain Exchanges so I can obtain a match with IB and...
    Post by: rudi20, Jan 9, 2020 in forum: Data Sets and Feeds

  8. Looking for a Interactive Brokers API programmer

    If you want 1 minute candlestick data, InteractiveBrokers is possible. If you exceed their request limits, they will issue a pacing violation...
    Post by: rudi20, Jan 9, 2020 in forum: App Development

  9. Trade data discrepancy (Tick Data)

    I've noticed data from Tick Data differs to TradingView and InteractiveBrokers. TV and IB match exactly, Tick Data has many differences each day....
    Thread by: rudi20, Jan 9, 2020, 11 replies, in forum: Data Sets and Feeds
Find older messages
Showing results 41 to 49 of 49
Search Again