I have read several articles about it. Sufficient that I wrote code to backtest it. However, I haven't seen anything analyze or explain exactly...
I'm investigating setting up leveraged positions for equities without borrowing, so using options or such. I've read about Zebras and familiar...
I want to do some analysis on daily prices of stocks in the S&P 500 over the last 10-20 years. Most datasets I have found only contain the stocks...
Thank you! I figured it was something like that, but didn't see it specifically confirmed like that. I just realized, that's probably what the...
My broker's API provides historical dividends dates, but not the next one, which I need. Is there some way to calculate or a source...
polygon.io: only goes back 5 years (according to their pricing page). tickdatamarket.com: I couldn't find SPY in their list of data. tickdata.com:...
Thank you for the replies. I had looked at Orats briefly but missed that the 2 minute data went back to 2015. I should have mentioned that I do...
I'm looking for the following historical intraday options data: - primarily just for SPY (but might be interested in a few others, but just SPY...
I have seen one or two indicators that display scheduled economic calendar events that may affect the market. But the ones I have seen don't work...
I'm pretty sure they do it because of storage space. I have a reasonably compact format (specified to the bit level, though not compressed), and...
Only at 1 second intervals which I find rather frustrating. I've been recording data, timestamping it and playing with it (developing my own...
Latency and throughput are completely different things. Something could have a latency of 100 ms and spit out any number of messages per second....
20,000/minute is only 333 per second. It's my understanding that ES data at least (which is what I was talking about at the time) can be a LOT...
I can't promise this is why, but there is at least one significant difference: Zenfire is binary data. TT is FIX. FIX is a text based protocol...
I've been wondering about how that is represented in the data. The problem is if they represent that as 10... usually the data has a price and...
Just to finish this thread off, based on various research on message boards and such, planning to go with Mirus.
Did those microsecond timestamps come with the datafeed, or did you add those?
I specifically asked about data, not order management. It is possible to get data via FIX. There is also a FAST FIX protocol, and I'm researching...
Are you getting data through FIX? Is there any performance concern? My understanding is that FIX is a text/tag based protocol which I'm a...
I'm going to be doing custom software development against an API and I've pretty much decided that I want to use zen-fire, so... My next...
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