Recent content by marwanco

To read and Plot data in Python: import pandas as pd df=pd.read_csv('..../Downloads/SPX_Options_30DEC2022_5S') df['SPX'].plot() #to Plot SPX chart

Hello, I recorded SPX Option table for 30DEC2022, 5 Second resolution, from TOS OnDemand function, please feel free to try it , and leave comments about quality of the data, anything I can add to it to improve.? The Idea is to use it for backtesting Option related strategy. The file is 35MB in...

Because AAPL and SPX are highly correlated, I want to sell ATM call options in AAPL and buy ATM 1 call option SPX, both are 50 delta, cant figure it out , how many AAPL calls I need to make the position neutral, do I use underlying price ratio or call option price ratio? The Idea is to sell...

I tryed pinging IB servers from https://www.speedytradingservers.com, its 1ms!! Maybe this will be interesting to you. They have free 7 days demo too.

This is small video showing T&S displayed by IQfeed, thats what you want?

Which way to go if I want to count how many ticks are executed per second?

Sample video showing DTN IQfeed for AAPL

I have some result , I was able to read Price from TOS using C++ Check this link:

Tdameritrade API dont work with TOS!

Thank you for your reply, Im familiar with RTD, but certain things mainly Barnumber,TickNumber are not possible to read with RTD/Excel (Tell me how otherwise) My goal to calculate ticks per second to time the beginning of the move. Thank you again for offering help, will talk to you later...

Will this work for Thinkorswim Canada?

This Video Shows Visual C++ reading SPY price from Thinkorswim (TOS) Trading platform, directly from RAM. Anybody has a different approach?