It use to be because ++var is technically faster to do. It resulted in a "increment and fetch" as appossed to a "fetch and add" which had to create a temp variable. I am pretty sure most compilers now do this optimization when they can though. In regards to ", arg" this style is more from Haskell (as far as I am aware) which I actually prefer since it makes editing in vim/emacs a breeze. Can't say much for the mixed styles though.
Is it possible to make the IB software play back historical level 2, tick, etc data as if it were live data ?
If I do that I'm going to just write it from scratch, the data is simple, little more than a few numbers and a timestamp, so it would be very easy to ingest if I can find it available somewhere as text. Who sells this historical tick and level 2 data ? It'd be massive, of course, a huge amount of data.
I personally don't know of many vendors that supply lvl 2 historical data. You can try here https://www.algoseek.com/ as well as maybe ping support on nanex.net and see if they offer anything. Otherwise you might have to try the exchanges directly. Mind you, this will all be very expensive.
Yeah I was looking at algoseek.com, and you're right, pretty pricey. Data looks good though, from what I could tell from the sample. I'll check into the data from the exchange and see what that costs, thank you for the suggestion.