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Thanks for the suggestions. IQFeed looks good so I'll give them a try.

Thanks for the suggestions. IQFeed looks good so I'll give them a go.

I'm with Interactive Brokers but have found their data stream to be useless due to the 100 symbol limit, limits on the number of backfills and extremely slow speed of backfills. I've been looking at third party data streams and have found some reasonably priced ones but none of them offer an...

EDIT: Ignore this. I was asking where to get the new IB POSIX C++ API since it was in the documentation but not present in the 9.60 API. After posting I had the rather obvious idea of looking at the beta release notes and found that it's coming in 9.62. Looks like I'll be able to get...

Thanks a lot for the reply and the inforamtion. I was having trouble finding any information so that's really helped me out. Thanks again.

I was looking for information on how the NDX is calculated but couldn’t find anything. Does each element have the same weighting on the index or do changes in the price of larger companies move the index more than changes in the price of smaller companies? It would be very useful to...

I finally got around to starting to work on my system and just had a quick question about the connection stability. I noticed a few times in this thread that people have said it’s not great at handling disconnects. I seem to be having a few connection details and this is what I get if I just...

Thanks for the advice. I spent a lot of time last night trying to think of what extra you would want beyond the basic API and realised something important was missing - from what I can see there’s no function to backfill intraday data. If the connection gets dropped for a few minute then...

Ahh, I think I’d misunderstood the earlier pages of this thread. So it’s the sophisticated API that requires MFC/.NET? I keep thinking I’m doing something foolish not seeing with the alternative API offers and I might have to phone up to get it before I make too much progress with...

I finally had a proper look at the API and documentation and example program today and it seems to provide everything I need. I’d been terrified to look at it after seeing a lot of references to MFC and .NET in this thread but I was pleased to find it wasn’t required and it’s all very...

Having read some good things about the Genesis API I was going to try and implement an automated trading system with them in C++ after Christmas. I emailed them a couple of times asking about the more advanced API but never got a reply. If anyone has the more advanced API, would d it be...

Does anyone have any recommendations for retailers of historical stock data for back testing a program trading system? I found Price-Data.com whose data is well priced but they only claim 94% accuracy which is fairly dismal. Their sample 1min KO file shows no activity for the first three...