I have been working with market data feeds for a living -both direct and vendor feeds- for well over 18 years now. I did have stints with...
To the OP. There have been many such projects started up. Never got involved in any but had been following several. One of the most basic...
I cannot understand how this thread ended up on SO language popularity. I never checked but I would assume C# is more popular on SO... just a...
ALL exchange feeds disseminate prices as Integers. As a matter of fact when doubles or floats are to go over a wire, integer representation is the...
What is your budget? That will define how good the data is. Do you need trades and quotes or just trades? The cleanest data would be from CME...
Occam, Do you know if NxCore ever fixed the exchange timestamp precision? To my knowledge they only provide exchange timestamps with seconds...
Don't want to seem I am 'selling' NYSE products, but if it is affordable I would give it a second look. Just in case you do not have all the...
By far, reuters is the best of all. It all depends on which Reuters API you will use and if you will get the feed from a line handler or a P2Ps...
For implementing some strategies it is a suicide not to study tick data, quotes and trades. If your strategy for example is stat arb or scalping...
I want to thank you for promoting boost and everyone else that uses boost on low latency HFT projects on Wall Street. When I join such project and...
Before 2007 you would have lost a ton of money. Your broker would keep the difference between the best ask and your limit order. In 2007, RegNMS...
You really think Obama can pull off that smile and snobbish behavior ? I think he is more courteous than that.
mcgene4xpro, i found couple of your links very interesting read. Thanks for posting them.
Anyone has experience with NxCore? Seems the same feed as IQFeed with a better API. Looks like no string parsing and smaller payload which...
I run it on openSuse under wine with the sockets api. No issues.
I do not have much experience with tick data on relational databases, but since the message rate is not that big and query latency is not critical...
Granted that I have never used a database for backtesting ( and in my humble opinion querying a database is not the proper tool to backtest ) I...
You got your requirements right, so for whatever is worth to you... I can tell you, you are on the right path, at least design-wise. Thats how the...
A lot depend on the specifics of your design but from the info so far your best bet would be to serialize each message and dump onto a file (or...
-Two popular operating systems are Windows and Linux -Some popular programming languages are C++ java C# Python -Never used it but based on the...
Separate names with a comma.