Recent content by Kever

Over the past few months I’ve built an automated system in python using Keras/Tensorflow and the Python API for Interactive Brokers. I’ve been messing with Forex but it is flexible. Keras is a very nice front end for Tensorflow that makes it much easier to use. Honestly, getting a truly useful...

What trading rules? When to buy and sell?

Not too tough with Amibroker. I randomly picked ten "A" and ten "S" stocks from NYSE with avg vol > 2M. Using IB's commissions for the whole year of 2012 this system returns: -7.83% Oh well. I've seen crazier ideas. I've seen better ideas lose more. The code is...

I got a prompt response from Dave at QCollector saying that esignal does not allow third party apps to access the extended data. :(

No, I am not subscribed to the extended data. I only have the cheapo delayed plan and hardy ever use it. But, it might be well worth upgrading if I could get all that minute data. I will contact esignal and QC to see what can be done. Has anyone had success with this?

I tried the demo of QCollector but it indicates that intraday data prior to 7/9/09 is not available from eSignal. I remember seeing something about the extended historical data not being availble through their API. Am I missing something?

I could get "Complete One-Minute Equity Data (OMED) for US Equities" from Tickdata for $48,000. http://www.tickdata.com/html/order.shtml

IQFeed may be the best answer. I actually use them as the data feed for my ATS. They are indeed a better option than IB for historical data. I had hoped to get data back about five or more years, but 2.5 years would be useful. I just want to make certain the Pi Trading data isn't leading me...

OK, I said I was willing to pay....but holy cow! I need data on about 500 symbols and that gets pricely with these places. We're talking the price of a nice house at NYSE and CQG. tickdatamarket.com looks better but still pricey, I'll ask for a price quote from them. It seems as though...

I've written a custom backtesting program. I have been running it with a mysql database I've filled with data I bought from Pi Trading. That is all fine, but I would like to double check my results with another set of data - just to be careful. I am not entirely confident of this data...

OK, OK, I'm not asking for a crystal ball. I am working on a ATS that needs a decent prediction of the opening prices for a list of stocks. It needs to make the prediction in time to place an order to be executed at the open - let's say 9:25 or so. I'm talking about large SP500 kinda stocks...

Does Metastock's QuoteCenter have an open API? I hunted around on the site and didn't see a mention of it.

Thanks for the info dcraig. On closer look, Open Tick is looking a bit iffy. Their forum looks like a lonely place. Searching on ET reveals mostly less than glowing comments. I'd like to see something like that take off, but the old saying about "getting what you pay for" comes to mind...