Recent content by elitetradesman

Tradelink, Marketcetera, and ActiveQuant are all free and open-source.

Numbers sometimes don't match.

I googled it, but nothing came up... Can you post the URL of your blog? Thanks.

Does Yahoo Finance have the dividend amount of a future dividend? http://finance.yahoo.com/q?s=msft has only the ex-dividend date, but not the dividend amount. Thanks.

I ran a test a couple of times. It was available at 7:30 EST on the first day and at 7:50 EST on the next day.

hft, Do HTF shops usually trading through a broker, or do they just buy a seat on the exchange? Thanks!

Usually, most data prividers do not immediately release EOD data after market close because they have to consolidate prices from different exchanges. Anyone know how soon EOD data become available through YQL after market close? Thanks.

Nice journal. What execution engine are you using?

hft, I'm a software developer, so would like to ask you some related questions. What made your shop build its own execution engine, instead of licensing commercial ones, like Deltix? Is your execution engine CEP-based? How many developers did it take to build your execution engine...

You nailed it. Like you said, I'm using an old computer with a really old BIOS for trading.(Yet I'm using a high end computer for gaming!) I had some problem with its CMOS battery a while ago, too. Never thought it was a hardware issue. I'll get a new computer, as it's showing its age...

Thank you! I'm using Interactive Brokers. How do I find out which NTP server they use? Actually, I have a on-board NIC and was going to use Meinberg NTP to automatically sync time every hour or so because my BIOS clock drifts quite a lot even after a day despite that I power cycle my...

What do you synchronize local time with? Exchange time, brokerage time, or UTC? Do you synchronize local time at the OS level or the trading platform level? Thanks again.

Thanks. I suppose you use marketable limit orders for that?