Search results

I am looking for a free or cheap source to download market snapshot data. I don't need resolution any better than 1 hour, but would like something better than EOD data. Anyone know where I can get this, preferably through an API?

Win95 would not fit on a 10 MB drive. My first computer was a 486 DX2-66 w/ 8 MB of ram. I use it to run my HFT algorithms on a direct dial-up connection to the exchange.

There are brokers that offer Zenfire (java API) Initial deposit required, but no monthly charges. Oh, and no historical data so might not be what you are looking for.

http://harpprogram.org/ You'll see three titles on this main page: ARE YOU A RESPONSIBLE HOMEOWNER? NEED HELP? THERE IS A GOVERNMENT STIMULUS PROGRAM FOR YOU! Note that "NEED HELP?" and "THERE IS A GOVERNMENT STIMULUS PROGRAM FOR YOU!" are linked. But there is no link for "ARE...

I appreciate the advice, but my question is not as much about whether to normalize my inputs as it is about how to feed my inputs (indicators) into the machine learning algorithm. For every sample, I will have the current values from my indicators as well as my target, the result I am trying to...

I have a few indicators that look promising on the chart and I believe some combination of them might be the start to a good trading system. So I want to feed in a few indicators and end up with a composite indicator that will attempt to predict price direction. I have a few different ideas on...

Speak for yourself! My degree has been useful for me... You only get out what you put in...

psytrade, Thanks for the link. Looks like a great resource!

I am looking for a source of free historical fundamental data on stocks. Preferably retrievable through an API. Anyone know of such a source? I know Yahoo has an API interface that one can use to retrieve fundamental data, but don't know about history.

Get a 23" or 24" 1920x1080...I wouldn't go any bigger than 24" though otherwise you'll feel like being in the front row of a movie theater.

I really don't see any problem with having Americans compete with other people in other countries. Competition is what drives a free and efficient market and the Americans complaining about job loss or wage loss simply need to develop a higher-paying skill set. We certainly have a lot more...

Oregon comes close at 10.8% (over 125k). The 2009 legislature passed HB 2649, which has subsequently been referred to a vote of the people. The election will take place January 26, 2010. These increases will (or will not) become law depending on the results of that election. The department...

I think it's pretty clear from my original post that I have no plan...which is why I asked the question. What I don't appreciate is people who claim that they have a plan when they really don't. If the government ever decides to implement a wealth tax, how will your copy rights and royalty...

Oh, I misread your post.

I would assume that the simulated trailing stops would be implemented with stop orders resting on the CME servers, but not visible in the books until the trigger is hit. Otherwise, monitoring trading and then firing off a market order at the stop level would be too risky. Only problem with...

Humm...I wonder why they would omit ms from bid/ask information. The time stamps that come from Zenfire have microsecond resolution on the bid/ask. Perhaps the time stamps are when they receive the information. Not sure.

I have time stamps on the bid / ask changes. Are you saying that these time stamps were supplied by my provider, Zen-Fire and not the exchange? Where did you find that information about how data messages are reported? I am looking for it.

dcraig, I agree with you 100%. My reasoning is that the abstraction layer would involve copying all data an extra time. My system is not monitoring as many instruments as yours so I was not sure how it would handle monitoring hundreds of instruments at the same time. Also, my ticks arrive out...

Also, the clock skew / inaccurate timing issue discussed earlier should not matter. The timestamp should be taken from the data feed, not the time on the local PC.

Wow, glad to see I'm not the only one building analysis tools on Java in Linux. I also have an in Memory DOM table, but I can't validate it because some trades are not making sense, I think due to the issue talked about on this forum, which is what caught my attention. You could create an...