Newbie asking how could i get the 100 millisecond chart?
- Thread starter mcgene4xpro
- Start date
good way to go.
thanks but still still waiting for Elite Traders to give me a way to do it subsecond with limited resources..
Any good references? I want to collocate too.Quote from intradaybill:
Ok, it seems some people here are insisting to go other way. I consider this thread is now closed...
For who wants to share any useful idea regarding this subject, please send me a message.
Thank you all
Happy trading
McGene
Get Ninjatrader and teach yourself to write scripts. Ninja is fully documented and a perfect environment to learn...
Any chart package will give you tick count bars, they are not time bars but tick count bars, but might serve.. the problem is with the time stamps really, lots of data is stamped in seconds at best.. you are looking for 1) data feed with millisec time stamps [and you have to be cognizant of who puts the stamps on, is it exchange or the data supplier and most are the data supplier]....... 2) chart package that will do what you want... I have worked with, if memory serves, CQG [or was it DTNIq] with exchange time stamps and Openquant which goes to millisecs [if not beyond] in data handling... I don't think Ninja is going to give you the time stamp granularity you want if memory serves but it will process the ticks in the order your supplier gives them to you, and who really knows if it's the order they really happened even if they have exchange time stamps...
Basically if you are not willing to pay for the good stuff and not willing to program stuff yourself and you have limited resources, and you can't think of workarounds, and you want to shortcut years of experience with some backtesting or something...... well, you know...
thank , i am reading it for the second time to get every useful info correct.... thank you again for sharingQuote from mcgene4xpro:
Corey
Registered: Feb 2007
Posts: 374
12-17-08 10:50 AM
After reading some recent posts, I realized how much isolated knowledge there was on this board. I thought that trying to aggregate our resources may be beneficial. Why should I bother trying to implement FIX if you already know a library that does it for free?
Below is a compiled list of the majority of the Automated Trading resources that I know about (and/or care about).
Archive of Papers
Behavioral Finance http://behaviouralfinance.net/
Forums and Public Resources
Tradery http://www.tradery.com/
JavaTraders http://groups.google.com/group/JavaTraders
Platforms
Commercial
MetaTrader http://www.metaquotes.net/
RealTick http://www.realtick.com/
TradeStation http://www.tradestation.co.uk/
WealthLab http://www.wealth-lab.com/Home/Default.aspx
NinjaTrader http://www.ninjatrader.com/webnew/index.htm
SmartQuant http://www.smartquant.com/
Open Source / Free
ActiveQuant http://www.activestocks.de/
EclipseTrader http://www.eclipsetrader.org/
AIOTrade http://blogtrader.net/page/dcaoyuan/category/AIOTrade
Merchant of Venice http://mov.sourceforge.net/
Open Java Trading System http://ojts.sourceforge.net/
TrueTrade http://code.google.com/p/truetrade/
Artificial Stock Market http://artstkmkt.sourceforge.net/
iTrade http://itrade.sourceforge.net/
Matlab Automated Trading Toolbox http://sourceforge.net/projects/mlmechtrade
NexTick http://nextick.sourceforge.net/
Robotrader http://sourceforge.net/projects/robotrader/
DataFeeds
NxCore http://www.nanex.net/
Software
R http://www.r-project.org/
Octave http://www.gnu.org/software/octave/
Gretl http://gretl.sourceforge.net/
Sage http://www.sagemath.org/index.html
Data Visualizer http://dataviews.sourceforge.net/
Market Analysis System http://eiffel-mas.sourceforge.net/
Matrex http://matrex.sourceforge.net/
Scilab http://www.scilab.org/
jMATLAB http://www.jmatlab.org/index.html
Historic Data
Historic Futures Data http://www.anfutures.com/data_es.htm
Historic Commitment of Traders http://www.cftc.gov/marketreports/c...historical.html
Historic Forex Data http://disktrading.is99.com/disktrading/
Strategy Discussion
Pairs Trading http://yats.com/doc/cointegration-en.html
Software Libraries & Source Code
Note that many libraries offer APIs in other languages
C/C++
QuantLib http://quantlib.org/index.shtml
TALib http://ta-lib.org/index.html
GECODE http://www.gecode.org/index.html
Tokyo Cabinet http://tokyocabinet.sourceforge.net/spex-en.html
libmemcached http://tangent.org/552/libmemcached.html
TinyXML++ http://ticpp.googlecode.com/svn/docs/ticpp.html
QuickFIX http://www.quickfixengine.org/
OpenMP http://openmp.org/wp/
Gzstream http://www.cs.unc.edu/Research/compgeom/gzstream/
libevent http://monkey.org/~provos/libevent/doxygen/
qtstalker http://sourceforge.net/projects/qtstalker/
Erlang
Erlang to C++ http://code.google.com/p/eipp/
Ruby
EventMachine http://rubyeventmachine.com/
memcached http://www.deveiate.org/code/Ruby-MemCache/
Ruby to Erlang http://rubyforge.org/projects/erlectricity/
Python
Twisted http://twistedmatrix.com/trac/
Processing http://pypi.python.org/pypi/processing
Stackless http://www.stackless.com/
twill http://twill.idyll.org/python-api.html
C#
mono http://www.mono-project.com/
Interactive Brokers C# API http://www.dinosaurtech.com/utilities/
QLNet http://www.qlnet.org/
ScienceCode http://www.sciencecode.com/
RabbitMQ http://www.rabbitmq.com/
Java
Javolution http://javolution.org/
RabbitMQ http://www.rabbitmq.com/
Matlab
Free Packages http://newsgroups.derkeiler.com/Arc...0/msg00013.html
Matlab Toolboxes http://stommel.tamu.edu/~baum/toolboxes.html
Other
Indicator Formulas http://trader.online.pl/
Indicator Formulas http://tadoc.org/
GPU
VAST/AltiVec http://www.crescentbaysoftware.com/vast_altivec.html
PNY http://www3.pny.com/
CUDA http://www.nvidia.com/object/cuda_home.html
OpenCL http://en.wikipedia.org/wiki/OpenCL
BrookGPU http://graphics.stanford.edu/projec...kgpu/index.html
CG Tutorial http://http.developer.nvidia.com/Cg..._chapter01.html
Matlab GPU http://www.accelereyes.com/
Mac OS X
MacResearch http://macresearch.org/
Velocity Engine http://developer.apple.com/hardwaredrivers/ve/
Cloud Computing
Eucalyptus http://eucalyptus.cs.ucsb.edu/
GoGrid http://www.gogrid.com/
Skytap http://www.skytap.com/
Sun Grid http://www.network.com/
Amazon Elastic Compute Cloud http://aws.amazon.com/ec2/
Databases
PostgreSQL http://www.postgresql.org/
MySQL http://www.mysql.com/
CouchDB http://couchdb.apache.org/
MonetDB http://monetdb.cwi.nl/projects/monetdb//Home/
db4o http://www.db4o.com/
Other
NASDAQ Symbol Directory ftp://ftp.nasdaqtrader.com/symboldirectory/
I would love to see some resources that I haven't found yet that would make any job relating to automated trading easier: be it software, library, or data. Hopefully we can make this a great resource.
RedRat
Registered: Sep 2006
Posts: 167
12-25-08 11:52 AM
I would like to add
Brokerage API
InteractiveBrokers TWS
http://www.interactivebrokers.com/e...i&ib_entity=llc
Genesis Securities
http://www.gndt.com/automated/download.htm
FIX Protocol
http://www.quickfixengine.org/
http://www.tradingtechnologies.com
http://devnet.tradingtechnologies.c...ductCenter.aspx
http://b2bits.com/fixopaedia/index.html
Assent Anvil
http://www.assent.com/api.php
Datafeeds
http://www.iqfeed.net/
http://www.esignal.com/
Historical data
http://www.tickdata.com/