Recent content by T-Algo

ACTIV

like this?

jprad probably the website is down..

I never had a bad high/low bar or bad tick data with Iqfeed. With Esignal, several. tons.

You can detect program trading in a easy way. Program trade activity has implicit an increment of the trade rate. You need to get the trade rate first. Then you need a way to see if that activity are buys or sells. You also need to know if they are acting on IMS orders, or intermaket sweeps...

Jason, I have that solution for my trading and I must say is pretty robust. I know some guys that have that solution ready made, I subscribed the service from them. And they use DTN IQfeed streaming based on TCP/IP, not DDE nor RTD, TCP/IP is 20 times faster than RTD, not to say more. The rest...

I agree, second by second, updates second by second, I agree.. But dont forget that you wont catch 99% of the dataflow in the market Try to grab 500 trades per second just on the emini S&P with a DDE or RTD in a volatile market That´s all I have to say

Hello I just gave an opinion about a historical datafeed. but I dont work with historical data. I just use real time. And I didnt say that my main provider is Iqfeed. I was just saying to him that he can´t expect clean data from a feed that costs $20, Iqfeed does not cost $60m is a bit...

Here you have The time frames you wanted on Iqfeed check the speed of the request

try this www.getacoder.com

Look, Equis sucks, you have chosen the worst Iqfeed has intraday backfill but you gotta know how to develop such app to get it. It also has tick backfill for 30 days. It´s the most recommended feed from 3rd parties apps It´s the faster, etc Believe it or not Here's what you get...

Reuters DDE´s crash all the time The only good but not perfect feed from Reuters is DirectEX but costs around $10.000 month, for that price I prefer Activ with Stratix FPGA´s solutions MarketFeed is a free lunch, and as you know, there are no free lunches..

Simple example the values you see here should be multiplied by 7, the message number is the whole string, and my string has 7 fields updating all the time, so if you see 841, it means you have around 5900 messages per second If you have 6 million updates for the day, it means you had around...

Esignal ActiveX API Iqfeed by TCP/IP socket I prefer the second one If you want something heavier try Activ Financial

DDE is from the 19th Century. You wont get good information with DDE. Find a datafeed that provides RTD, it's faster, but not enough too. Why do you want a 1 second datafeed if you have 1000 trades per second in a stock like CSCO. you would be mislead in your trading. IB feed is not a...