Where to find L2 Trade and Quote data (quotes beyond the best bid/ask) from 01/01/2001 to 10/31/2004 for following top 10 LSE stocks: AZN...
1. Where to get tick and quotes (L1) data for FTSE 100 constituent stocks from 2001 through 2004? 2. How to get constituents of FTSE 100 index...
I am backtesting my system for NASDAQ100 component index. I see some stocks are removed from the index and the ticker is not trading anymore...
Where to get historical futures price data for US 2yr 10yr? Or those for bond index?
Where to get(download or buy) data of implilied volatility for KOSPI index options? It is said that KOSPI options are the most liquid index ones...
Where to get historical data of VWAP (Volume Weighted Average Price) for big-cap stocks?
Where to get historical data for USDX (US $ index)?
Where to get 5m data for ES futures? I have some data downloaded from IB. I want more. TIA.
Hi, What's the best source(free or not) of daily historical quote data for stocks in HongKong, Japan, US, UK and other European countries?
This post is to mimic SAC's short-term trade. I started trading this system Jan. 8. Previous posts can be found...
Hi, I am recording data from IB while I am working. I want to replay those collected data ticks after I come home. Is there any software to...
We have a global high-frequency strategy trading a lot almost 24 hours a day. We are using IB and our commission fees amounts to around 40k this...
Hi, My partner and I have turned 40k into about 800k this year (yes more than 20x), and we decide to start a small hedge fund next year, with...
Hi, I am using IB's API to collect historical data for index futures like ES, HSI. I notice I can only collect data for currently traded...
Hi, For QQQQ, I am holding a straddle including Dec. 50C and 50P since this morning. It was delta neutral when I established it. Now the QQQQ...
Hi, I am currently holding AAPL 08Jan. 180 call with a price of 10.78. I am going to sell its 08Apr. 200 call priced at 12.85 to hedge my...
Hi, I am going to test a options trading strategy. Just wondering what stocks have lower bid-ask spead than others. I know QQQQ and SPY...
Hi, I am holding a RIG call spread 125-130. It is said that RIG will pay a 20$ dividend this week. 1. What is the best strategy for me?...
Hi, Any prop firms provide API (programming interace) so I can plug in my existing trading system? Also, what's the deposit requirement by...
Anybody has option-trading experience with ECHOtrade? Fees, leverage, software/data, service etc... thanks.
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