programming question

Discussion in 'Strategy Development' started by propensity, Jan 11, 2004.

  1. Anyone know of any software/data feed providers that offer programming development access to their feeds, particularly level 2 feeds (w or w/o proprietary APIs)? I know that Townsend’s TAL has a developer’s platform with their own QL and, I understand, the ability to interface w/ Visual Basic and Visual C routines. I am wondering what else might be out there.

    I am working on a system model that has to interpret level 2 data. I am looking for any development avenues—be it high level language proprietary providers, or lower level labour intensive interfaces (companies, websites, papers, whatever). Willing to learn!

    Any leads you may have to that offer programming incite in this area would be greatly appreciated.

    Cheers,
    J
     
  2. If you are looking for low-cost, then there are these two, both under $100/month:

    http://www.mytrack.com/sdk/
    http://www.iqfeed.net/dev/index.cfm

    If you are looking for more expensive feeds, there are a bunch more.

    Try looking through the archives, searching for iqfeed or mytrack. You will find a bunch of threads discussing APIs.

    Hope this helps.
     
  3. Thanks, yes this helps...
    J
     
  4. rwk

    rwk

    I use IB's API, and I have been very happy with it. There is an active developer community working in several different programming languages, so there's a lot of independent help around.
    http://www.interactivebrokers.com/index.html

    [Richard]
     
  5. Hi propensity,

    I want to inject a few thoughts on this. Look a bit around under API at ET (careful, some people post a lot about API's but don't know what it means). You will find quite a bit of leads. After you develop and get online and get profitable (or at least don't loose your ass), you may find out that the software problem is only part of the problem. Many automated strategies turn out to be very sensitive to the commission structure. Picking the one right for you is of course linked to the API you choose.

    As a poster pointed out, IB is a very good place to start. No real competition if you want complete open documentation and easy access. Any other path makes you go through a lot more hurdles. Also clear commission structure, but not very flexible if you get up to higher volume. You could always switch after you know how to do it. (Most of us into this field, I would guess, require some time - years - in order to get anywhere with this).

    Also think a bit ahead as to the OS you want to go with longterm. VB can work very well but I now am itchy to escape from it. I could modestly call myself a C/C++ expert, but this is not the most productive environment if speculating is your aim. C# and Java is not any better and only good if you are a true believer. With IB you could go MAC or Linux as well. With others you can't. Again, to get your feet wet, go IB, stick with VB and use activex.

    Good luck to you,

    nononsense
     
  6. abogdan

    abogdan

    Second that!
     
  7. Forgive me for piggybacking this thread but I also have a programming question. A lot of programs that you download for a free trial put something on your computer that prevents you from using that program after the expiration date. How do they do this? I tried to do this once (I know Im a bad boy) by uninstalling the program as completely as possible and installing a new one but it still knew I was cheating. I checked everywhere I could think of but could not find anything. Do they put something with a different name in the registry? If I like a piece of software I will gladly pay the registration fee as most of them are bargains and I have a bunch of them but in this case I could not make up my mind and wanted to use it some more. Now it bugs me that they can put something on my computer that I cant find.
     
  8. nkhoi

    nkhoi Moderator

    in my case the trial software write an encrypt line burrow deep into window sub directory, nothing a total brand new hard drive won't fix. And of course you can always reformat your spare hard drive as long as you please.
     
  9. abogdan

    abogdan

    Do this:
    Uninstall your program then start installing it again but check the precise time when the installation starts. Do not have anything else open on your computer, just windows. Finish your installation and do the search for any file that has been modified after the time you started the installation. Look inside those files with different editors. You'll find everything you need to know.
    (I did not tell you that!)
    Cheers,
     
  10. rwk

    rwk

    There has been fair amount of discussion on the independent IB discussion group (http://groups.yahoo.com/group/TWSAPI/) about the "best" language to use. I believe the best language is the one you are the most skilled in. I have heard a lot of kvetching about Active-X and IB's API. If you want to go with VB, I would suggest looking at VB.Net via Dierk Droth's interface (http://groups.yahoo.com/group/TWSAPI/message/3495).

    Good luck!

    [Richard]
     
    #10     Jan 16, 2004