That is absolutely true. If you really want to write your own. Then use open systems like TradeLink or TickZoom (or both) and combine them with...
You are so right. Hmm. I wonder if TickZoom or TradeLink (both open source) solve that. I don't think so but maybe you could add it yourself.
Most all the platforms only keep the last X bars of data. To get the very first one, just store it when you see the first bar.
Python is a an excellent programming language without question. But if you plan to test your strategies on historical tick data. Forget it. It's a...
There's a number of research papers on the internet about cleaning data. It's often academically called, time series data. So that's key. I...
You're correct. When I said broker, I wasn't referring to that kind of broker as an individual. Let me use the term "provider" instead as in,...
Okay, that actually was our fall back plan if no standard exists. So we can just use the remaining bits to indicate the type of identifier....
The purpose of this endeavor is primarily to produce way of identifying securities internal to the tradelink open source project on googlecode....
What an awesome post!! Clearly ISIN will be useful since it is international. And so will CUSIP since it forms the middle 9 digits of ISIN...
First to explain that, expiration type was a way to interpret expiration month or period since the period 4 may have different meaning regarding...
The first idea to implement this is to follow the pattern of Unicode by simply assigning numbers to symbols directly as they are discovered. In...
Folks, I'm contributing to an open source project and working on handling tick data. We have a need for universal instrument id. Does...
Don't forget SharpeDevelop. It's great and a *little* more affordable than Visual Studio (as in FREE). Wayne
Umm. Apparently, I'm the guilty party. *smile* Technically, TZ only stores and reads tick data. However, some people don't have tick data going...
That questions was only about the original ET thread and not about TZ itself. TZ is alive and well. Sincerely, Wayne
Pippi, you're right. First to answer your question. Virtually everything you want to do is possible to do programmatically. And due to the...
It was closed because it got way off topic from automated trading into the discussion of legalities of source code licenses. Wayne
Separate names with a comma.