Recent content by Darth-trader

Understood no problem. Anyone else got anything else to add?

Backtest strategies for a range of stocks overtime. Holding certain stocks at any one time will influence your leverage capacity. Does lightspeed trader have this data historically? It may not be beneficial to many people but I happy to pay a fair price for such data if avaliable.

Thanks for your input Robert.

Don't certain stocks - I.e. small caps / illiquid stocks etc have different margin requirements? It isn't standardised across all surely. See this https://www.interactivebrokers.com.au/en/index.php?f=5167&cntry=usa&tag=United States&ib_entity=llc&ln= Further in times of market stress, e.g...

Unusual data request, anyone know where I could get a historical list of margin requirements (initial margin + maintenance margin for going long/short) for all US listed stocks going back say 5-10years? Or at least know how it is calculated for a reg-T account so I can approximate it myself?

Great thanks I will look into them (TradeStation). Though I am trending with caution as to the quality of the data as there would be nothing really stopping anyone from signing up for a trial or depositing money to only get the data out and then close the account. Any restrictions on how far you...

Hey Metamega, thanks for your reply. I've heard of Qcollector but never really looked it to it. Maybe I should. I generally build my own tools to handle this type of stuff which as you may understand can be quite challenging and complex. You raise a valid point on the split adjustment...

Can someone please provide their personal experience of the quality of data (I'm talking historical intraday data - tick and 1s bars) from providers such as AlgoSeek? I know their used by quandl for 1minute data as well as having a partnership with QuantGo. I just don't know enough about them...

Thanks GAT. I will try experiment with the paper trade account.

Appreciate your reply. That site is also quite handy. I have a few questions as you appear knowledgeable on this area, some of which reference the site: 1. so execid is a transaction id with each order id for each api call? If so, would i be correct in saying that execid is an id for each api...

I'm currently building out my own system using IB's API. One thing I am not certain on is how to keep track of block orders that can get executed at different times throughout the day e.g. Say if I have an order to sell 500 shares of AAPL at a certain price, I might get 100 shares filled at...

More FYI so people dont get burnt on quantquote. See the comments posted on this site I share the same experience

Some of you guys mentioned that you can buy historical tapes from Nanex. Can anyone provide a rough idea as to how much this would cost for say 2000 equity symbols (US) that goes back say past 5 years looking at either 1/5/10min frames?