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I've built https://github.com/rburkholder/trade-frame. It can do options. Fundamentally, one needs to know some C++ to use it though.

Try something like https://www.hdfgroup.org/solutions/hdf5, various users use it to create the schema and store the data in there. There are api calls for compression on a columnar basis (where values change little from one record to another). I have created a C++ wrapper to save Quotes...

Last time I used them, a number years ago, when it was known as QuantDeveloper, they were C#. Have they changed?

If you are looking for a developer, and are looking to do this in C++, and you want to execute with IB, maybe I can suggest myself and some code I've written: https://github.com/rburkholder/trade-frame As IB only updates data streams 4x per second, I use IQFeed, which provides full data...

Stuff I have been working on for a while: https://github.com/rburkholder/trade-frame Uses IQFeed as a primary data source, and uses Interactive Brokers for executions. Originated in Windows, now primarily used on Linux. It can track portfolios, positions, orders, and executions. Has some...

My project doesn't have a consistent C++XX flavour, but as I pick up C++11 and C++14 idioms, I incorporate them into code revisions. For what it is worth... some of the idioms do have some value, some have already been introduced via boost, so what ever works in any particular situation. The...

I will put together a 'Getting Started' guide with a few demo screen shots which might help a bit. Am travelling for another week, so hopefully within two to three weeks I will have put something together.

https://github.com/rburkholder/trade-frame PM me for more info.

https://github.com/rburkholder/trade-frame

Take a look at https://github.com/rburkholder/trade-frame. C++ code. It is a bit rough around the edges, but has a lot going for it. Something I've been working on. Can use real time data from DTN-Iq and Interactive Brokers. Can execute trades against Interactive Brokers. Other data...

ButtonTrader might be a possible solution. Pretty powerful. I believe it allows you to attach strategies to keys and such, although mousing does allow for a certain level of sophistication in strategy kickoff. Havn't used it myself in a while as I'm putting a different package together.

When you post it, can you post the location of your trades?

I love this forum. Everyone expresses strong opinions, one way or the other, but with nothing to back them up. Can we have a few facts please? Attached is a chart showing a breakout and a nice little 15 or 20 cent trend. Or for others, a rather large scalp. Or for bighog, maybe it is only...

After 1600 posts or so on the thread, of which I've read maybe the last 20 or so, I'm no expert on what has been said so far, but doesn't it all come down to the fact, that for any equity or index trader to make some money, the market has to move in some direction or the other? And if it moves...

This backgrounder may be of some assistance: Range Bars

I think it was done that way due to feedback from users. Strategy development is a 'holistic' thing, and is hard to do from a module perspective. When you have indexes influencing the direction of trading, when you have trade momentum influencing money management and risk (or vice versa), and...

Java is a wonderful language, but I have a question about real-time efficiency. Some instruments generate 80,000 to 100,000 quotes in a 6.5 hour trading window, 30,000 to 70,000 trades, and maybe upwards of 800,000 level II changes. If the system monitors more than one or two of these types of...

Can you expand on that somewhat? Does that mean: a) programming won't make you money b) trading won't make you money c) automating your successful trading formula won't make you money d) automating your untested trading formula won't make you money e) all of the above f) none of of...

In this year's bonus issue of TASC (Technical Analysis of Stocks & Commodities), TradeStation was prominent. Does that reflect peoples actual experience here?

www.iqfeed.net: 500 symbols www.dtniq.com: uses iqfeed api but supplies 1300 symbols They'll charge you a few hundred dollars for access to the api. I'd like to hear if anyone has used tenfore: www.tenfore.co.uk eSignal has some form of api, I hear, but they'll charge you by the...