Source code for Matlab C Plot with DotNet CSharp calling real time IQFeed market data

Source code for Matlab C Plot with DotNet CSharp calling real time IQFeed market data Matlab code with generated DLL via Builder NE toolbox VolatilityClusterPlotTest .NET C# Visual Studio project IQFVolatilityCluster Here is all the code as demoed in the video https://www.youtube.com/watch?v=FRJ4zG4FksU

Here is an R package to interface R and IQFeed together for market data and tick feed

Here is an R package to interface R and IQFeed together for market data and tick feed https://github.com/bwlewis/iqfeed I will try this out with a potential review. NOTE: This appears it does not run. There is an Python version ut I gave up as I don’t know it https://github.com/sobotklp/pyqfeed/blob/master/setup.py daily <- HDX(“XOM”,days=3) Warning message: In […]

How to measure Liquidity measure Aggregation and volatility, Inferred trade direction from market data in R

How to measure Liquidity measure Aggregation and volatility, Inferred trade direction from market data in R From http://www.econ.kuleuven.be/public/n09022/RTAQ_vignette.pdf This appears to work ok but this RTAQ package is impressing me each time

High frequency market data in R with realized volatility, spread, trade direction, bid/ask spread, calendar patterns with tick pattern

High frequency market data in R with realized volatility, spread, trade direction, bid/ask spread, calendar patterns with tick pattern This is a pretty good tutorial PDF: http://faculty.washington.edu/ezivot/research/hfanalysis.pdf Get the data from: http://faculty.washington.edu/ezivot/splus.htm This is hinted at the bottom of page2.Ensure to load the RTAQ R package from CRAN for use to load the data. Note […]