Recent content by BrazilForever

Thank you joyfultrader, SPY gets roughly 400k trades a day (between 9:30am 4:00 pm). So we can compute average speed. Sometimes it peaks, but I don't really know how much. I would guess something around nanoseconds. At least this is what moder HFT systems are built for with with FPGA and other...

You are right, I need to get distributed system design book. Because of it, I do not understand the rest of your answer.

Queue is good idea, it is thread safe. I already tried it. Since checkForTrades gets called every 1 or 2 seconds, queue might accumulate 20-30 values, so I have to fully empty queue. But I guess when I do it, I fall behind collectData thread and lose some values. Plus I don't really need full...

Thank you for the reply! Using append is a good idea, it is probably will be faster. But I am not sure if we can drop thread lock. Imagine there is another thread (call it analysis thread) running data analysis function below. def checkForTrades(self.last_size, self_last_price...

I use below Python code to collect tick-by-tick daily trades for SPY (using IBRK). Code works fine without thread locking, but if I introduce thread locking I start missing many ticks. My guess is that thread locking is very time consuming and server buffer is really small, so some data gets...

Was it officially computed at that time?

Hello Everyone, I am trying to understand cost of real-time data. For example, I would like to access VIX futures feed through CTS T4 API. I need to pay $25 for CTS T4 API, but I will probably need to pay something for accessing particular exchange, in this case CBOE. I found the following link...

Hello, I have margin interest expenses this year and I don't have associated investment gains to deduct it against. Is it possible to carry over margin interest as investment losses to the next year? I also assume that margin interest should be reported on form 4952. Is it correct? Regards...

Hi inosent, Did you end up creating forum? I am also trying to conquer the CTS T4 API, but unlike you, I am not so good with software. So far there is not trial and error method available. Regards, BrazilForever

Both CST and EST produced the same negative result. I will try to contact IB API support.

@TheGoonior Thank you, I tried to join the group. I clicked "Join", then I was prompted to create public profile, and upon clicking on it I was redirected to yahoo home page. Are there special instructions to join? Recently, I have been noticing some small annoying bugs on Yahoo web-site.

Thank you both JCBarry and Risk619! Indeed, it would be helpful to have a complete list of products covered by Tradier. I am interested in SPX options. Overall, I am trying to find broker with friendly API, which is not too expensive. So far Tradier tech support is the most responsive and...