Amazon EC2 is worth a look. See my post from 6/12/09 for additional comments:...
Yahoo lists both outstanding and free float. I don't know how accurate it is. The resolution is fairly low (IBM is displayed as 1.28 B). You can...
DarthSidious, I don't use that info and if there is an easy listing somewhere I wouldn't know. An idea would be to use your charting app...
There were a number of changes in the S&P 500 constituents since I last posted this list 7 months ago. Up-to-date version as of July 12, 2010...
I am considering using thinkorswim as my backup broker. I searched the site but the references are to options spreads. Does thinkorswim support...
Nope.
A few people asked me if I also have a list of S&P 500 index additions and deletions. The change history is available at...
I compiled a table listing the GICS Sector, Industry Group, and Industry codes for the stocks in the S&P 500. It took me a few hours to put it...
I have been running simulated trading on Amazon EC2 since late April. They charge $0.125 per hour for Windows platform plus fees for storage and...
I have been satisfied with IB for many years. I too recently started observing small glitches in trade reporting after the TWS version with the...
Putting the debate on whether this rule helps or hurts the markets aside for a minute, We are no longer in the era of three exchanges with each...
The free IB demo provides manufactured quotes (uses data from different time periods for each instrument). You can use it to test the mechanics of...
http://www.amibroker.com/ib.html says it gives you 30 days of 1-min backfills (slowly) or 180 days (excruciatingly slowly). I've used IB for 5...
IQFeed basic service ($60/month) provides 1 minute historical backfills going back a year or more. Works very smoothly with Amibroker....
Nizar, I haven't tested this system. I have a few different anti-trend strategies in my ATS arsenal, but this isn't one of them. I don't have...
DOE will buy 10.7 m barrels (about 120,000 b/d) at $51.76, from Feb 1 to April 30....
You have diagnosed the sorry state of affairs we are in as retail ATS developers. I have not found the one 'great' integrated retail platform that...
At http://www.cmegroup.com/trading/interest-rates/treasury-conversion-factors.html you will find a link at the bottom of the page to download the...
You will receive the OnOrderFilled event whenever an order executes. One possible use case is: you send your entry order. When you receive the...
OpenQuant will only know about orders generated from within OpenQuant. It does not know about manual orders you enter from TWS. There is no good...
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