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So where do you go if you just want a feed provider? You have the large tier 1 aggregators, Comstock and Reuters and then most of the middle tier just offer terminals. Those that are offering data via the internet are generally using poor and outdated technology to do so. I think there...

The bulk of the data vendors only offer terminals and not full feeds. There are far fewer hoops to jump through if you only need a terminal.

TT is a supplier of trading software and Genesis is a broker. Niether is a middle tier data revendor offering a broad based market coverage.

www.olsendata.com

Olsen Data provide the feed to Oanda. This might be an option for testing the idea in live trading.

If FIX is new to you then the TWS API would be better as IB does not have a test or demo facility for it's FIX gateway. The advanatages you get with FIX are that it is a standard interface, supports higher message rates than the TWS API and is probably more robust due to the retransmission...

Fees for taking a NASDAQ feed are $250 dollars pa delayed or $500 pa real-time plus the exchange fees on top of this. Many of the exchanges have a reporting procedure that needs to be implemented and have pretty active compliance departments to make sure it is. As long as they have all this...

Unless you can code it yourself you will almost certainly have to disclose the rules to another party. If it is complicated then you can split the system into several well defined parts and get a different programmer to code each part into a dll. Each dll is then a black box and you can get...

C# is progressively replacing C++ in a wide range of real-time trading applications. It has all the flexibility and speed of C++ but is quicker and easier to code with. I think it will eventually become the defacto standard for financial and enterprise apps.

If you are using Tradestation then why not just use that to automate. Otherwise there might be some software to help in this directory: http://www.tradingmachines.net/dir_automation.html

Does anyone know anything about this company? Two thoughts: No one gives away something for nothing unless there is a catch. They must make money some how. Second, how does this company stop people stealing and redistributing data illegaly? The exchanges are very protective of their...

All your examples are attempting to seperate you from your money whilst providing as little service of value as possible. It's how they make the most money.

This is a really irresponsible way to trade and I am not surprised IB balked at it. You just end up using up a lot of bandwidth and clogging up the system for everyone else. Also, you run a great deal of risk of getting killed one day. You would be doing yourself and everyone else a...

has anyone had a negative (or positive) experience with Fimat? What size of account are they looking for?

How about the: The Celebrity Student; Spends all their time and money going to courses run by celebrity trading gurus. The Lazy trader; Spends all their money buying trading systems that don't work

FT interactive data only provide data to instituational customers as far as I know. The private investor part of the Interactive data group is esignal.

I was wondering about sample size bias when using the modified VR over the daily session. I have been coming to the conclusion that if you average the profiles over multiple days the bias should also average out. Is this right? Another related measurement to the modified VR would be to...

Why look for stable randomness? I would have thought looking for stable non-randomness would be more useful. Using tick quotes makes sense as it eliminates the lag and bid-ask bounce that is intrinsic to last prices.

I can see how you could calculate a single variance ratio number for each day but how do you calculate a variance ratio profile?

If the calculation in the paper is applied to intra-day data without modification I would expect the results to be skewed by the over-night volatility. Markets with high over-night volatility would appear more trending as a result.