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whats a good way to visualize orderflow? Specifically, for options. I was thinking of stacking up volume bars for each strike; maybe a colored for most recent (like a heatmap)

leaving almost everything out, it looks simple. :D here for IB all you need to do is implement the tickPrice() method and your done

you can do this with IB's api. for multileg option trades use a bag order

http://www.youtube.com/watch?v=1mC4tu1NhUA

http://www.bloomberg.com/quote/MOGLDB85:IND

use the python API. its so much faster to develop in and if you're worried about speed dont use IB. from sys import argv from time import sleep, strftime from trading import * from baseapp import * import numpy as np from ib.ext.Contract import Contract from ib.ext.Order import...

doesnt your KCBT wheat cancel out? you're long mgex, short cbot :eek:

you dont know how to create a resume? as long as you're not seat of the pants then you can easily quantify what you do. where did you go to school? degree/major? what can you program (languages)? how do you research?

what do you consider traditional algos for market prediction

you made something simple into something complex. no one is going to compile a little c++ formula to get answer. They wont compile anything. MAKE IT EASY

create your own bars from the tick data.

my guess is go to redundancy and have lower volumes. I think whats happening today is the same thing that happened when the chicago river flooded (before elctronic) and all markets seized up

:confused:

it might be easier to ask Which trading platforms do not allow a strategy to receive data feed for multiple securities? much smaller list

i am curious too. anyway, by stating that 80% fail you are already biased

R has packages that do this. its free. fPortfolio performanceAnalytics portfolio

PM me. not free

used to be automated. but the whole number one is just the first time it crosses... trying to get stops. I dont run either anymore. Do you really expect someone to tell you something that works? :D

for oil. if the price goes through a whole number (ie. 86.00) fade it for a few cents i used to monitor for one lot best bid/offer orders and hit them thinking that it was a retail order.

the OG post was for Fdax and CL. You're prior post was a blanket statement saying tick data was only for last trade (which its not). I dont now any tickdata provider that only gives last trade; the definition of tick is each message. In this post you are now talking about options data...