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Subj! "Dry run" of the black box that I wrote makes 16% (on average) A DAY. "Dry run" means full production mode, except orders are logged instead of being sent to execution (as I didn't code that piece yet). OMFG. I hoped to 1-2%. But real outcome drives me nuts. I don't believe my own...

Could you please elaborate on this? I looked at their site, but don't see this infomation. Besides, it looks like they are not the data providers, instead I should use their program. Am I wrong? I have my own program, I just need the data.

I'm looking for a stock symbol change history data provider. NASDAQ provides some (from the 6 months ago and to the today) at http://www.nasdaq.com/asp/symbolchangehistory.asp but I need: 1) older than that (for at least 2-3 years) 2) NASDAQ + NYSE traded symbols. Is there any...

www.opentick.com

There are may places offering market calendars in human-readable format. While I can parse HTML and dig out the info, and in some places I can even download CVS-files each month, I'm looking for automated way of getting those calendars. Here what I'm looking for: - Earnings calendar - FOMC...

Thanks! I've checked http://www.limebrokerage.com What are their fees? I don't see them on the webpage. Looks like I need to email for the pricing, at this is sure sign for the rip-off price.

>>If you are not doing volume... then this whole thread is moot. Please elaborate on this one. I need every % of CPU power on my machine because the logic that runs show is very resource consuming. The more resources I can free up, the better my final outcome is. Having TWS run on the same...

I looked at the IB API and was (unpleasantly) surprised. I have to have their TWS (which is written in Java) to run all the time on my machine; I'm not making direct socket calls, I'm making calls to that TWS layer. Well, this doesn't sound like a good design for 24/7 fully automated (with no...

Screw all except C++. I've done coding in about 18 languages (you know, these employers are kind of crazy...). You could have program up and ready very fast in C# or VB or another kindergarten language. But once you'll want it to work efficiently, you doomed. Especially nowadays when CPU speed...

No, this will not help. I download full list of symbols from OT every day, but it will not help me to match (for example) "SUNW" to "JAVA" when such transition occurs. If symbol retains CUSIP, then I can do the match, but if both symbol AND CUSIP change, I have no way to do such a match...

Thank you! I don't quite understand how I can the info I need. I see CUSIP data in the equipty data fields, and I can test symbol names by CUSIP, but as I understand, nobody guarantees that a) CUSIP exists for all symbols and b) CUSIP is always mapped correctly to the symbol. Is this...

Subj. Where can I find cheap subscription for the NASDAQ Daily list? Nasdaq wants insane $500/month for this, but that for 1-500 users. Being one user I find this price ridiculous :( Is there any where subscription service offering same thing for the reasonable price? Actually, all I...

I see this is a trend of software engineers going to trading :) I'm there too, although I'm in the very beginning of the transition :) Speaking of which, can we share some [c++] code? I'd be interested in that FIX layer you talked about. I can give in exchange zero-locking threading class...

I'm writing my own trading software and am looking for the broker that 1) provides API so I can execute orders from my program (it could be as simple as POST over HTTPS), 2) provides API for raw live data feed (again, it could be just IP/HTTP raw data) and 3) is deep discount (somewhere around...