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  1. 2

    Order depending on another order executing?

    just buy the spread in one go
  2. 2

    IIT M.S. Finance

    you can get an online masters for 6k http://www.or.gatech.edu/ If you want to go to grad school in chicago its u of c or northwestern.
  3. 2

    Recommeneded parser for FIX?

    I wrote this a while ago. I think it works :confused: PM me if you want the elite version $$$
  4. 2

    IB API HOWTOs and Guidelines - For Beginners

    my tutorial issimple. Your postings are scattered and unusable which is why I wrote mine. I cant understand what you are doing As for managing OrderIDs, just make it easy and tell people to add 1.
  5. 2

    Good software for Volatility Cones

    its python2 you can use this. it should have everything https://code.google.com/p/pythonxy/ and here's pyquantlib for windows You run it from command prompt, not the python shell
  6. 2

    Good software for Volatility Cones

    Here are cones and more I did a while ago
  7. 2

    IB API HOWTOs and Guidelines - For Beginners

    I put up tutorial here. It will guide you to good times :cool:
  8. 2

    Need a sclaping tool similar to Strategy Runner

    I have a scalper. not free
  9. 2

    IB API butterfly

    anyone know how to create a butterfly spread through IB's api (java or python)? I can create a 2 legged BAG. I can create a 3 legged BAG but not at different ratio sizes. here's what I have class BagBuilder(object): def __init__(self): self.addAllLegs = [] def...
  10. 2

    The sad state of opensource ATS solutions

    the python api is just the java api run through a convertor
  11. 2

    Looking for data on Volume Traded at Bid/Offer!

    you can get the messages from the cme and then look for the aggressor tag
  12. 2

    tracking weekly volume

    PM me if you want the enterprise version :D import talib,Quandl data = Quandl.get(u"GOOG/NYSE_IBM",collapse="weekly") data['doji']=talib.CDLDOJI(data.Open,data.High,data.Low,data.Close) results = data[ (data.Volume > data.Volume.describe()['75%'] ) & (data.doji == 100) ]...
  13. 2

    best way to get started programming?

    nowadays you bypass the network stack :cool:
  14. 2

    US stocks vs Cushing stocks

    cushing and for natgas hh
  15. 2

    best way to get started programming?

    Not sure if linux or C helps but you're basically looking for event based programming. That's how most trading and market data APIs are structured for use.
  16. 2

    shell/commandline style order entry

    here's an orderloader for IB
  17. 2

    Futures Options

    optionscity is the cheapest of the good
  18. 2

    How to calculate a stop loss for options?

    you could value the option every day with an underlying of 150 and place a stop at that price. I get 3.5 for today using inputs ... expires 10/17/13 imp vol .2 rate .037 strike 149 underlying 150 european
  19. 2

    The Cloud for Automated Trading/NT

    cloud not so much for trading but for research. I think these are good http://www.iron.io/ amazon redshift pretty much anything that takes away the burden of administration.
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