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Why not?

http://www.nyxdata.com/doc/242842 In my interpretation, this applies to at least 90% of any algorithm or API use. Unless you're just feeding the data into a terminal (Bloomberg or other), then its non-display, right? I hope that I'm wrong; please tell me that I am. if I'm not, it's a huge...

..and thank you sir, for this: https://books.google.com/books?id=IztRCAAAQBAJ&printsec=frontcover#v=onepage&q&f=false

http://www.dice.com/

Thanks All for your responses; In particular: Spot-on. Yes. That's also what my trader-friend said. I carefully did all the math to delta-hedge, and checked it with another broker friend. It was working as expected; then I impulsively tore it in half. Very insightful. Funny you should mention...

We're going to have to invoice you for the little smiley used above. Sorry for any inconvenience. Please remit payment within 5 business days.

My focus is Algorithmic HS trading, and it's doing quite well. I haven't taken any losses worth mentioning. Part of one strategy involves a delta hedge on SPY. It went up; I pulled my cash out of the long position (which made money), but didn't want to take the loss on the short. The plan is to...

US Dollars :D

Yup, right with you. I modified the source to compile with g++, and am doing the same type of stuff. Big screens of code in front of me right now, on my home-built Centos 7 Linux rig. Intel I7 Dual core @ 4GHz. In my opinion, beware the following: 1. IB do not provide tick data. For U.S...

Dear All, I'd like to perform some relatively simple data analysis on equity prices. For example: assuming tick-by-tick market data at 1ms, collect one minute's worth (60,000) of ticks on Apple (AAPL), and push them in to circular FIFO. Then, compute mean, standard deviation, moments, and other...