Search results

Agreed. I don't know what the OP is thinking, but if you are basing your trading decisions on 100 charts in real-time, you are not in the realm of HFT. A platform that can handle 100+ charts and has tools (or allows you to write code) to enter and exit positions quickly may be what is needed...

Most code written for trading platforms is not written by top programmers or they just have different priorities. Most don't care about displaying hundreds of charts, all updating in real-time. I have written real-time graphics in C++ and Java for different companies. Done properly, you don't...

You're not wrong, but for various reasons, I have no interest in VPS, and I seem to always find incompatibilities in the development tools I use in Linux. Anyway, if you are happy with your VPS setup, great.

I buy cheap but powerful computers. I find a sweet spot. Currently HP (in the past Gateway, Acer, HP). These machines are barely expandable with power supplies that could not power a top-end graphics card. That said, I have three desktops and a laptop capable of running my software. At...

For sure. I had a laptop that I had to take apart to blow out the air intake/fan with compressed air. Fixed it.

The amount of data sent over the wire is trivial for today's computers/networks. You can receive every tick for every symbol for every market and your computer would not blink. That said, parsing that data is the largest CPU burden and if not done somewhat efficiently could be a problem. The...

I have a low-end subscription to TradingView ("Pro" plan, not free). The intra-day data is dramatically incorrect, missing exchanges. If TradingView has a high-end subscription that is better then maybe that's ok. IB aggregates their data. If they use the time-stamp from early in the...

If I was choosing a data provider today, for what I do, Polygon.io and IQFeed would be the only two in the running. Test to see which one fits your unique needs and wants better. At some point, you just have to pick one and start using the API.

Should have said; IB goes through the effort of finding the best price for you.

What you see in IB data is not what IB uses to execute your trade. For trading, IQFeed covers lots of exchanges (many symbols trade on multiple exchanges) and they go through the effort of finding the best price for you. The data they supply to users is a courtesy, used to display in charts...

I kind of like this book. Someone mentioned it a few months ago as being a benefit to their trading so I bought a used copy for $13. It's a simple book. Dave describes a few setups and triggers that he uses/used. Then shows examples, explaining his thought process on each chart. In fact, the...

IQFeed and Polygon.io should have the best data. IB is OK. TradingView is not for trading, From what I have seen, and I have TradingView, TradingView is only a small part of the market data. I use IQFeed but Polygon.io looks to be similar. Try them both and see which one you like best.

As others have said, always store your data in a flat-files. Store all the fields available. I store each symbol in its own file exactly as it comes from the vendor in CSV format, which makes it easy to look at the raw data to debug problems. Also, it's easy to stick it in a spreadsheet if...

I believe you can have 6 connections to TWS/Gateway at one time. For sure you can split these 6 between live and paper trading accounts. I don't know if you can have 6 for each of live and paper trading. You can connect to an instance of TWS/Gateway from a different machine on your intranet...

I agree with Millionaire, if you are writing a desktop app, use Swing. Swing was developed by some of the same engineers that developed the UI library for Next Step, Steve Jobs company Next. Swing is today at the top of the heap for desktop UI libraries.

Java is very fast. NASDAQ runs on Java, LMAX is Java, a large percentage of financial firms use Java (I worked for one). You can expect your orders to be as fast as anyone. What you are referring to is getting data from IB. Has nothing to do with Java. IB only provides data as a convenience...

If you are using an off-the-shelve program that says it can use IQFeed as a data feed, like MultiCharts, AmiBroker, etc. there is no additional API fee. If you are the developer of MultiCharts, AmiBroker, etc., or your own platform, you pay a one-time fee. So if you are writing your own...

API is a one-time fee for developers. So if you are using a commercial program, you don't pay an API fee.

I don't know how much experience you have but your question infers "not much" and the choice of AlgoTrader, I just looked at it, "lots" if you are considering an expensive solution. Anyway, if less expensive is good for you: TradeStation monthly fee MultiCharts (runs TradeStation Easy Language...

Blonde merdontv makes some good points. A1, speed on your machine should not be your big problem. Pretty much any language/scripting language should be able to receive, process, and send out an order in milliseconds. So what's slow? Graphics, keep graphics to a minimum. Reading/Writing to...