Not particularly. I already track skid in my trading system. So I know, if I place a market order, what the quote was going in, and what the...
Oh, I've seen the marketing literature. I was wondering if anyone had any actual trading diagnostics they were willing to share.
Looking for slippage data, i.e. quote was "X bid, Y ask" when I sent the order, average execution was "Z". Thanks.
I'm currently using NxCore as my primary market data source, and using CSIData for end-of-day as a secondary source. I'm looking to add another...
Huh? 1) Settlement is T+3. They aren't "fully paid for" until T+3. 2) Did you agree to allow IB to load your shares (if you have a margin...
Unless I misunderstood what you had, I thought you only had a list of "hard to borrow", without the rates. If you actually had daily copies of...
(I think I've asked this here before.... it's like a yearly quest). looking in particular for the files:...
I currently use CSIData for daily OHLCV data. I'm considering paying up for their historical database of all stocks, including delisted ones,...
I know you can download the data from ftp://ftp2.interactivebrokers.com/usa.txt and they update that file (at least) once a day. Does...
Heh..... seems to have resolved itself. Step (1) post to elitetrader Step (2) data is fixed. . . . profit!!!!!
Well, yeah.... they don't open until 8:30am EDT. Was just posting here to see if it was "just me", or "everyone".
anyone else having this problem: I fire up UA, and hit download, and it just cycles through a list of servers (ua2.csidata.com:80,...
Without dates, it's pretty hard to use them. But I will check this list against what I've extracted.
Did you even read my post? I have plenty of OHLC and intra-day data. I am looking for "ticker changes". For example: On 6/2/09, GM...
I need NYSE/AMEX/NASDAQ stocks, from 10/1/08 to present (although back longer would be ok). I currently have NxCore, so I could extract this...
If the quote size is 4x2..... for BRK.A is that 4 shares by 2 shares, 40 shares by 20 shares, or 400 shares by 200? same question for the B...
I'm currently looking at csidata.com and eoddata.com. Here's my requirements: 1) Past 15 years. 2) Overnight updates after purchase 3)...
Separate names with a comma.