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see my PM, I forgot to add that your sleep function might be too low, increase it to 20, that's what I did, and I probably did it at the time for some good reasons :)

QA Studio by Palantir/Thomson Reuters amazing piece of software,

highly optimized for finance ? what the heck does that mean ? do you mean market data ? if it was optimized for market data, it's still irrelevant. It's like saying a screw was optimized for a hammer. MQ is not the best tool for quote feeds. again, using a stack to store information...

nothing wrong with my research, maybe you should investigate more on your side. do you know the purpose of a MoM ? quote feeds are probably the worst application of such a technology. Query based tech are better fitted than MoM tech for such an application. As for overhead, I do not disagree...

what do you mean incorrect ? MoM for feeding quotes into your script is probably the worst way, even though a lot of people do it. You are welcome to elaborate if you feel you have a better technical reason for wanting a MoM for quote feed.

that code is a bit better but as useless, you are going through loops and layers to build some very simple trading tasks. Seems you just learn how to program, playing with patterns rather than focusing on functions and utility of your code. This makes your whole system very clumsy.

completely useless, as usual from you.

using a MoM like ZeroMQ or other opensource MQ is really not the best way to get a price feed REST APIs are better equipped for that, a query type pull rather than an asynchronous push

that's not really challenging, and I am surprised you haven't figure it out yet

using IB APIs with Excel DDE is quite easy, I did it before with their live feed for Equity options, but it's still "clumsy" and I wouldn't recommend it.

You can get the list of ALL US Securities with a flag if they have options from Thomson Reuters, and possibly from Yahoo (free) when you have the list, you can download each close individually or as a group, again using Yahoo (free)

then it's very easy, close to closes make perfect sense, no need to do that with IB APIs, can be done in Python or Java and then import the IB APIs into Python so the trades can be processed see my thread on a tutorial to send trades to IB APIs using Python,

you could get the daily close from Yahoo using their webservices, no need for IB APIs not sure I understand what you mean for the most recent week ? by definition historical data is not real time and it's not live. Do you need to include the intra-day ticks for the most recent week in your data...

The FIX protocol is basically a data model being piped through a channel. All you need to do in Python is to find some kind of API to connect to that pipe. The APIs will map the FIX data model to Python objects. The FIX protocol is well documented. Like any service, there is a notion of "login"...

ok as usual in this type of questions, a lot of confusion and overlapping concepts First you need to define your data source for the 14 weeks historical, and that is not necessarily done with IB or their APIs. A number of quote vendors offer those data better than IB. That also means you might...

hardly, C# is the language of choice for beginners, amateurs and mediocre programmers. Why ? because it's all Windows based and it's all they know. I don't limit myself to Python, it's just that its simplicity and elegance should be promoted. Of course, a mediocre programmer used to C# only...

volpunter, get into your thick head that C# is for amateurs and Python is the thing for the real pros I know dozens of large multi-national banks using Python in their OMS/EMS process, told you already it's impossible for you to know everything there is out there, so stop being an obnoxious...

yes, C# and Microsofties are quite present in the asset management and hedge fund business, the whole industry attracts people who are obsessed with money, so no wonder it would attract all the mediocre developers who want to be mint, great environment for frauds, would-be players, and petty...

C# and MVC devs are basically Microsofties and VB/Access scripters who tried to get serious by getting into C#, basically low challenge devs all the "strong" programmers started with C/C++ in Unix and Apple (Objective C is also very challenging), and wouldn't touch C# with a 30 foot barge pole...

I disagree about the hype, and the experienced programmers comment, Python has been around for quite some time, and experienced programmers are not scared to fully embrace Python as an alternative to Java or C# What has changed is that everyone is starting to realize that C++ is too old, C# is...