Recent content by damballa

Activetick appears to offer level 1 only, so it is not for me. Linux support is nice, although no sources for the shared library binaries are provided. One more question to dcraig or someone who knows IQFeed: can you explain what is the catch in IQFeed compared to the more expensive data...

Thanks a lot dcraig. IQFeed seems to be exactly what I am looking for. All I need to implement for starters is the communication between wine + diagnostics.exe and recording + compression for the feed on linux side. Once that is running then there is no hurry to work on the data.

What does this mean? Are you saying some ticks (a lot of ticks in this case) are missing from either one? Have you guys made any statistics of missing volume from order books for various data providers? If I recall correctly IB required large deposit to open an account. I know few days is...

Thanks for the info. IQFeed asks $300 for api documentation. So I can only guess how it works. I guess it works by having some executable run in wine that opens local port and acts as a server? This would be ok for my case if you guys have not had problems communicating with the wine from native...

I am disappointed that this trolling was necessary in your opinion. I have said nothing that would indicate I am incompetent. I just have to work with a student type of budget. I repeat that I would need a sample to get me started. I expect I need 1-2 years more time to work before I can go...

(I do not know why my reply does not show up, so I will post it again) Thanks for the pointers, but neither seems to be what I'm looking for. It seems both Nanex and DTN are proprietary Windows data feeds that need Windows computer for the DLL interface. Neither of these sites even provide...

Thanks for the pointers, but neither seems to be what I'm looking for. It seems both Nanex and DTN are proprietary Windows data feeds that need Windows computer for the DLL interface. Neither of these sites even provide the pricing information. So I need an extra computer, Windows license...

I am looking for historical level 2 tick data (for index futures, stocks or commodities). I cannot find anything, not a single sample to get me started. The data providers like do not seem to have any offerings for level 2 data. By level 2 data I mean order book data (not just the best bid/asks)...

I would need to start trading futures (at least crude oil to be specific). I'm from EU. Can you please help me and/or point me to correct thread for answers. 1) need to find a broker with API that has very low fixed commissions (for futures) and that can provide high resolution historical...