Demo of C# trading strategy calling Interactive Broker real time tick data in C++ via TWSLink2
Demo of C# trading strategy calling Interactive Broker real time tick data in C++ via TWSLink2 C# wrapper client to with logic of Interactive Brokers TWSLink2 C++ DLL IBMeanReversion C++ Interactive Broker TWSLINK2 Library DLL (partial) TWSLink2DLL_update
Old High Frequency Tick Data R Package exists with spreads, trade direction, statistics, volatility for forex and equity
Old High Frequency Tick Data R Package exists with spreads, trade direction, statistics, volatility for forex and equity This high frequency R package looks fantastic. It includes a lot of analysis on high frequency data where the number of observations could easily be 100K or way more. It contains so many juicy benefits including: 1. […]