A question came in about big and ask spread in real time for HFT needs? Where to get examples
On 2013-07-05 12:57, arc wrote:
> Hi Bryan
>
> Do you have, in your treasure trove, anything that processes bid/ask
> input in HFT style (real time) to detect patterns?
> Or, if not, any suggestions where to look please?
>
> Thanks
This is being worked on as we speak. Looking at bid and ask for options trading. Also, the pair trading examples in Tradelink shows this quite well.
Refer to lessonidicator.cs under responses to get an idea how this done within tradelink.
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