I want to create continuous futures contracts from my historical intraday data but do not have the historical Last Trade Date, First Notice Date,...
Nanex and TickData.com have good data but are expensive as you are buying the data. You can now rent data access with the QuantGo.com cloud where...
Check out QuantGo.com which has institutional historical data on every exchange worldwide, including the full historical CME feed with Options...
I am looking for 3 years of intraday USA historical equities data and some options data that is reasonably priced. Specifically looking for...
Where can I get a full list of USA stocks for Tape A, B and C (eg. NYSE, AMEX and Nasdaq) ? Trying to avoid Bloomberg or Reuters...but I cannot...
Would suggest a Fri night as I am guessing that will be easier for people than weekend. How many people do you have for group ?
Are we going to do this or what ? Who wants to do it ? Finding a place in the evening after work is easy enough.
When and where are we going to meet ?
As for the blind leading the blind, that will depend on the group that he can assemble....
As a few posters have said, execution is everything if you are doing true HF strats. First (and further meets) should be in person until people...
What are you currently focusing on in terms of HFT ? How do you define as HFT ? What sort of HFT strategy are you looking at (big picture not...
Interesting about ARCA...I will check that out. Thanks for your real world observations. Our optimal execution (as with everyone else) is at...
What are people actually paying for DTN NxCore ? The prices given to me a couple of months back were: Setup (One time fee): $1,000...
Speculatus: Activ is a very good and institutional strength low latency feed which we would like to use, BUT when we talked to them earlier this...
Pandabear: If you dont mind me asking, which broker are you using? IB has a order cancellation fee structure and do be a market maker, you...
Any suggestions for a low latency tick by tick feed that publishes USA Option and Equities that is $1,500 or less per month. This is for an option...
OpenTick is completely down as of Sept 10th 8pm EST...their DNS has gone, so cannot access the website or feed servers. Cannot ping their web...
How is Theta decay intraday calculated ? From my understanding (pls correct me where I am wrong)... The existing theoretical models for...
PLEASE IGNORE POST - I DOUBLE POSTED BY MISTAKE Please goto http://www.elitetrader.com/vb/showthread.php?s=&threadid=133685
I should clarify my Q.... Everyone is looking for an edge and there are very few to be found and even fewer things one can predict in advance....
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