Recent content by elliotwave

Disclaimer** This is very preliminary and pretty basic tests I'm running on a VERY small data sample, wish I had more... If what I'm trying is "useless", "stupid", or "naive" please keep it to yourself or start your own damn thread! Premise of this test assumes: - buying at the ask -...

*edit... forgot about feeding trolls

any suggestion on what stock might work better with this type of data?

just updated the csv file to have column names to make it easier to read... might help

oops, logged into an old account.. well here is what I have so far, it is only 2 levels deep, I'll add the other 8 levels on Monday, have a look, see what you think, it's in CSV format http://manageproperly.com/level2.csv

anyone have any theories or tests they want me to run on this data? Starting tonight the data will all be in place and ready to test with. In fact I'll provide a link to download the mysql database in a zip file if anyone wants it. No charge, just remember me when you become a billionaire...

My method of gathering this data is CLUNKY to say the least, I look at it like this... if you could figure out a profitable method by analyzing this data, then you could spend some big bucks to get a better way to attain this data like a raw data feed and a few computers each grabbing different...

share :)

i have it in a mysql database, but can convert into any format, i use mysql because i can manipulate it or run scenarios pretty well with PHP. this data was a BITCH to get, there was no good way to get it, so it took literally about 3 days to get all the data and it only covers about 2.5 hours...

no one at all? is this easily attainable information?

Would anyone be interested in second by second level 2 historical data, that includes the top 10 bids with the market maker names, their price, and their order size (ie. ARCA, 95.39, 400), the top 10 for the ask, including all the same info, the actual 'Last' price, the last volume, the total...

I was looking at C++ but am thinking about C#, would you suggest learning C++ first?

i'll give it a shot

i wouldn't, lol