Open Tick

M

minmike

Anyone around here using it? Someone on the board recommended it to me. I'm looking to download minute data, to create a data base. Doesn't have to be real time. Could be end of day. Around 600 stocks and 10 futures. Anyone doing something like that or have any recommendations how? I don't have much programming experience.

Thanks
 
We just started looking at OpenTick for tick data. The APIs were relatively easy to implement and the downloads are extremely fast. We hope to have a decent idea regarding the quality of the data in the next few weeks. I will share any observations with this thread as we progress.

We have been programming/trading automated systems for the last 7 years. We are the process of total revamping our backtesting/trading algorithms so that implementing new ideas will be extremely efficient. One of our goals is to have a modular system that can be easily programmed to backtest and then switched to real time trading on demand. You mentioned that you do not have much programming experience. If you decide that you might want to work with someone rather than reinventing the wheel, feel free to PM me. Regardless, I will share any observations regardingthe quality of OpenTick.

Good luck!
 
I use Opentick with NinjaTrader, basically it seems ok all day. If you download intraday tick data you can have holes in the current day for some reason but the previous days seem ok. OT can be as much as 2pts [YM] away from IB and I am not sure which is leading/lagging. My DOM is fed by IB and charts by OT and I can order from the DOM and what shows up on the chart surprises me occasionally.
 
Quote from maxpi:

OT can be as much as 2pts [YM] away from IB and I am not sure which is leading/lagging.
More...
OTFeed includes a timestamp (HH:MM:SS) with each tick so it should be possible to determine which feed is lagging.
 
Quote from maxpi:

I use Opentick with NinjaTrader, basically it seems ok all day. If you download intraday tick data you can have holes in the current day for some reason but the previous days seem ok. OT can be as much as 2pts [YM] away from IB and I am not sure which is leading/lagging. My DOM is fed by IB and charts by OT and I can order from the DOM and what shows up on the chart surprises me occasionally.
More...
I would bet the ranch that the IB feed is lagging.

I have DEEP suspicions that the IB feed...
Is deliberately crap...
So that it's manipulation is rendered more opaque.

Talking to Customer Service several times...
Only served to deepen my suspicions.
 
Quote from QuantPlus:

I would bet the ranch that the IB feed is lagging.

I have DEEP suspicions that the IB feed...
Is deliberately crap...
So that it's manipulation is rendered more opaque.

Talking to Customer Service several times...
Only served to deepen my suspicions.
More...

And I would bet the ranch that you are IB bashing once again. Please cancel your account and stop the whining.
 
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