Sharing Resources: Let's Not Reinvent the Wheel
- Thread starter Corey
- Start date
Regarding Genetic Algorithms packages in Java:
I have used both JGAP and ECJ. I liked ECJ better.
http://www.cs.gmu.edu/~eclab/projects/ecj/
Currently on version 19, it's been around for a while and has ton's of features.
I have used both JGAP and ECJ. I liked ECJ better.
http://www.cs.gmu.edu/~eclab/projects/ecj/
Currently on version 19, it's been around for a while and has ton's of features.
Corey, great list - thank you.
In my custom system I'm using the following components - not yet listed here I think.
Job Scheduling / Grid System (open source):
Java:
http://www.opensymphony.com/quartz/
C#:
http://quartznet.sourceforge.net
Tick storage:
TREE Data Server (C, open source):
http://sourceforge.net/projects/tree/
( actually I'm using my own C# port of it, for my system only )
Symbol lists:
http://www.dtniq.com/product/mktsymbols.zip
My 5 cents
In my custom system I'm using the following components - not yet listed here I think.
Job Scheduling / Grid System (open source):
Java:
http://www.opensymphony.com/quartz/
C#:
http://quartznet.sourceforge.net
Tick storage:
TREE Data Server (C, open source):
http://sourceforge.net/projects/tree/
( actually I'm using my own C# port of it, for my system only )
Symbol lists:
http://www.dtniq.com/product/mktsymbols.zip
My 5 cents
How often is the symbol list updated?
(thanks)
The file is updated daily.
Actually there is a new format (http://www.dtniq.com/product/mktsymbols_v2.zip) for the above file. Here is a quote from their forum:
"DTN has released an enhanced symbol lookup/search tool on our websites that will make it easier to find the symbols you are looking for. In addition to new search criteria and filters, we have also updated the format of the master symbol file we make available to our customers. The enhanced format master symbol file is updated daily and available for download by visiting www.iqfeed.net and selecting âSymbol Look-Upâ. The old format master symbol file (mktsymbols.zip) will no longer be available after August 31, 2009.
Overview of the enhancements to the online Symbol Lookup tool:
The new search has multiple filter levels and search options.
⢠SIC/NAICS Code Search: Search by NAICS or SIC code and receive all the symbols that make up that industry segment
⢠Security Type Filter: Restrict the results to a single security type (ie. if you only want the futures, not stocks, options, etc, you should choose âFutureâ).
Search Options:
o Show Front Month Only: Restricts results to only the front month contracts as identified by the DTN Ticker Plant
o Show Combined Session Only: Restricts results to symbols starting with â+â
o Show Continuous Contracts Only: Restricts results to symbols ending in â#â
o Show E-Minis Only: Restricts results to Listed Market of CMEMINI, CBOTMINI and NYMEXMINI.
o Donât Show Options: Eliminates Security Type of âFOPTIONâ and âIEOPTIONâ from results
o Donât Show Spreads: Eliminates Security Type of âSPREADâ from results
o Output Symbols Only: Allows user to cut/paste the symbol list results from the webpage into DTN.IQ, ProphetX and other apps.
Format of the new master symbol file:
File name: mktsymbols_v2.zip
Format: Tab Delimited Text (after unzipping file)
Field Order:
1) SYMBOL: Symbol of equity, future, option etc.
2) DESCRIPTION: Symbol Description
3) EXCHANGE: Common name for Listed Exchange
4) LISTED MARKET: Primary Listed Market for the Security
5) SECURITY TYPE: Type of Security
a. BONDS
b. CALC
c. EQUITY
d. FOPTION
e. FOREX
f. FORWARD
g. FUTURE
h. IEOPTION
i. INDEX
j. MKTSTATS
k. MONEY
l. MUTUAL
m. PRECMTL
n. SPOT
o. SPREAD
6) SIC: Standardized Industry Classification Code (Stocks Only)
7) FRONTMONTH: Contains a âYâ if the future is the current front month contract.
8) NAICS: North American Industry Classification System code (Stocks Only)
"
Vlad
Actually there is a new format (http://www.dtniq.com/product/mktsymbols_v2.zip) for the above file. Here is a quote from their forum:
"DTN has released an enhanced symbol lookup/search tool on our websites that will make it easier to find the symbols you are looking for. In addition to new search criteria and filters, we have also updated the format of the master symbol file we make available to our customers. The enhanced format master symbol file is updated daily and available for download by visiting www.iqfeed.net and selecting âSymbol Look-Upâ. The old format master symbol file (mktsymbols.zip) will no longer be available after August 31, 2009.
Overview of the enhancements to the online Symbol Lookup tool:
The new search has multiple filter levels and search options.
⢠SIC/NAICS Code Search: Search by NAICS or SIC code and receive all the symbols that make up that industry segment
⢠Security Type Filter: Restrict the results to a single security type (ie. if you only want the futures, not stocks, options, etc, you should choose âFutureâ).
Search Options:
o Show Front Month Only: Restricts results to only the front month contracts as identified by the DTN Ticker Plant
o Show Combined Session Only: Restricts results to symbols starting with â+â
o Show Continuous Contracts Only: Restricts results to symbols ending in â#â
o Show E-Minis Only: Restricts results to Listed Market of CMEMINI, CBOTMINI and NYMEXMINI.
o Donât Show Options: Eliminates Security Type of âFOPTIONâ and âIEOPTIONâ from results
o Donât Show Spreads: Eliminates Security Type of âSPREADâ from results
o Output Symbols Only: Allows user to cut/paste the symbol list results from the webpage into DTN.IQ, ProphetX and other apps.
Format of the new master symbol file:
File name: mktsymbols_v2.zip
Format: Tab Delimited Text (after unzipping file)
Field Order:
1) SYMBOL: Symbol of equity, future, option etc.
2) DESCRIPTION: Symbol Description
3) EXCHANGE: Common name for Listed Exchange
4) LISTED MARKET: Primary Listed Market for the Security
5) SECURITY TYPE: Type of Security
a. BONDS
b. CALC
c. EQUITY
d. FOPTION
e. FOREX
f. FORWARD
g. FUTURE
h. IEOPTION
i. INDEX
j. MKTSTATS
k. MONEY
l. MUTUAL
m. PRECMTL
n. SPOT
o. SPREAD
6) SIC: Standardized Industry Classification Code (Stocks Only)
7) FRONTMONTH: Contains a âYâ if the future is the current front month contract.
8) NAICS: North American Industry Classification System code (Stocks Only)
"
Vlad
I'm actually looking for a C# tick storing system that is reliable and fast, to move away from the bespoke rudimentary system I created myself which doesn't perform too well (it's based on db4o).
I'd love to hear more from you about your experience using TREE in terms of volumes, disk space, performance and stability.
Thanks!
I didn't see CoolTrade mentioned. Works with IB, MB, Ameritrade and Options House.
www.cool-trade.com
Thanks for compiling these.
www.cool-trade.com
Thanks for compiling these.
Do you mind opensource your C# port of TREE? I'm very interested.