Recent content by Steven Li

True. thought if there's any sophisticated algo out there I'm not aware of.

I can probably tolerate and check the market price right after open at 9:30 and then decide, but can't go too far into open(because the price can quickly go up after open price, and I will miss the open price by too far)

Thanks for the feedback. I was initially thinking: 3 mins before the market open, based on pre-market prices of those 100 tickers I can have a rough idea about how many of them are likely to be filled at the opening, then I cancel all impossible ones and re-adjust the possible ones(may 5 left)...

Assume that I will send 100 limit on open orders for tomorrow's opening, I don't know how many of them will be filled, maybe 5, maybe 10. My goal is to set a fixed dollar value for all filled orders for tomorrow, like $10000 for tomorrow's opening. if 5 limit orders are filled at the opening...

Thanks. Seems EOD data is not dividend/split adjusted. I will try ProRealTime

Thanks for the info. Based on your experience. how's quality of the data from Y Finance?

Thanks for the info. But I think the prices are not dividend/split adjusted.

Hi, I'm looking for a provider that has adjusted prices for "open high low close". I know yahoo finance has adjusted "close" price, but not for "open high low". Do you know any provider that sells adjusted "open high low" prices (daily data)? Thanks!