Recent content by ranpo

If you're ok with Linux systems, I can recommend Linode hosting (specifically their Newark servers). I trade using Python and I'm able to get ~2.5ms pings to both IB's market data and order routing servers. In case you do decide to use Linode - here's my referral link :)...

PM me mate.

IB won't allow shorting and will only allow longs @ 50% margin. Most other brokers will offer both directions. More info: https://www.cnbc.com/2017/12/07/interactive-brokers-warns-of-risk-from-bitcoin-futures.html

I know. My solution is intented to only be a temporary fix until the good fellas of pandas-datareader find a solution, or while you update your code to work with a different data provider.

If you're using Python, here's a quick fix: https://github.com/ranaroussi/fix-yahoo-finance http://aroussi.com/#post/fix-yahoo-finance

Thanks for attending the webinar :) I had a great time doing it. To answer your questions: 1. Starting with version 1.5.56, QTPyLib is fully multi-threaded. It was tested with the entire S&P500 constituants and it worked without problems on a 8-core machine, although the total number of...

Yes to all :) QTPyLib has it's own backtesting logic. If you use market orders in backtesting, it considers the next tick/bar open as the trade price. If you're using limit orders, it considers the limit price as the trade price only if the next bar range touches your limit price. For...

I'm not based in US and don't have Google voice here - so there's no way for me to develop and test such integration at this time... I've opted for Nexmo/Twilio due to their international coverage and very reasonable rates (I'm using Nexmo for almost a year now and I'm still living off of my...

If you're trading with Interactive Brokers, I suggest you check out QTPyLib - a Pythonic algorithmic trading library that handles everything for you, including market data retrieval, trading logic, order management and reporting. Now granted, I'm a bit biased (as I'm the one who wrote it), but...

If you're using a tick-by-tick data feed then you're going to need more disk space... IB sends aggregated ticks 3-5 times/second. Most people, however, don't really use/need tick data and should be find with second-level data. It may be a good idea to add an option to QTPyLib that tells it to...

I wouldn't worry at all about minute level data as you're maxed at only 1380 records per day for futures and 390 records for stocks - so no issues there. As for ticks... Each tick record in the database takes up 54 bytes of data. An average Futures contract can get 250-300 ticks/day from IB...

Thanks! Its a weird (but good) feeling knowing people are using my code :) As for MySQL - since the usage for long term storage (data is basically pulled only when the algo starts) there shouldn't be any bottlenecks per se. Worst case scenario is that your algo will take a few more seconds to...

Hi, I'm not familiar with the last one you mentioned, but I got to play a bit with the first three. I'm also a fan of Rob Carver's (@globalarbtrader) blog and I think his book is absolutely brilliant! I've decided to write my own library for 3 main reasons: I wanted to have an...

I've tested QtPyLib on *nix platforms with MySQL 5.5-5.7, but I know of a few people that are using Windows machine (not sure which version). I've seen some cases where MySQL can only be reached via 127.0.0.1 and not via localhost (not sure why) so I would test that as well... Lastly, if your...

I actually thought about it... but then again, there are many open source libraries with similar names, and I've been calling it QTPy internally for almost a year (QTPy = Quantitative Trading Python Library) so I've decided to keep it and rename it to QTPy-Lib.