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10-15k for everything? You mean all symbols? Don't they sell per symbol? I actually need only specific symbols. Have you worked with their options data yourself?

Hello, I am looking for a source to access historical bid/ask data (do not confuse with trades data) in a least per minute resolution for US stock options, ETFs. I believe it would be quotes data and not the trade data? Reason the question is I currently have access to IQfeed historical trade...

Yes that's at the extreme end of the tolerance by capital, but by design.

You are correct. Max on hand limit for the period is I think 12.

This is a snapshot from a live account & real trades for ES emini for the month of Sep 2015. 228 round Trades, $275 in commissions, max contracts on hand was 11 *yellow line. Red line indicates Capital balance.

I do not trade myself. I work for a company as a coder/research person. I do what they tell me to do/research and try ) I have also heard that best traders seem to use simple stuff. I have not met one yet, so I can't validate :)

Thanks for the input. I have ATAS trading platform at hand with AMP market feed. I am using it to do the visual research for futher algorithmic implementations via API. Any feedback on their feed and maybe any feedback on a reputable data feed providers to use?

Hi Did anyone effectively adopt usage of delta imbalance when trading ES? I was asked to write some test algorithms based on bid/ask imbalance data. I did research the concepts and even some vendor videos ie marketdelta etc in order to try to see if they work and really help to determine a...

You would not suggest using MONO to work with a C++ API on linux? How do you work with FIX w/o receiving quotes?

Hi Anyone has success working with R API and its C++ libs in MONO environment?

Thank, but I do development only and I think we already have accounts necessary.

We have already moved our setup to a dedicated box in Elk area. Everything running very well even on windows based setup. I will not go live on larger capital with Windows environment through. But when working with 1 symbol load in between R Trader Pro and Excel/VB connection is very low (seems...

Very good point, thanks In fact I am in process of getting a hold of someone out there.. each time i call a girl picks up and promises someone to call back )

That's what I am going to be able to see how that cluster performs under "pressure"... I may not selected the best out there, but what can i do - i gotta start somewhere )

I have proven the algo to a point that im okay with rolling it into a real account. I still need to figure out details as I go.. Reason that I research latency and access because I am pretty confident that things will work out and I will need to select a platform and location for the server...

I am not doing HFT at least to my understanding. My algo buys and sell ES with a several points price difference under different conditions. It can also do SPY etf...I have good result on back testing engine we have coded..so we coded the algo into R Trader Pro, in between excel and VB. I want...

Are you trying to host something too? Btw VPS is not good idea for R Trader Pro in my opinion. I need to learn data flow when Rithmic and a Broker are involved. No clue right now. Maybe worth checking fdcservers.net I think they have chicago locations

What do you mean by Dorman still has EOD ....? What part of the connection do you consider to be most important? My understanding is if I use APMfutures for example at the moment then I need to find out what IP addresses the communication with the part that's responsible for order executing...

Thanks, thats what I figured. I do not necessary have to have Chicago location at the moment. Need to find out what IPs are being used by APM for example who I have account with R Trader with for now.

Thanks, let me google Speedy Trading servers, their site does not seem to have support phone #, so if something happen you know what to expect)) They also do not say what DC are they in... just throw most great and close one ) I like youtube video they got connecting to my VPS, but i think...