Tag Archives: data feed

ESignal vs IQFeed vs Interactive Brokers data feed debate

ESignal vs IQFeed vs Interactive Brokers data feed debate

I posted a lengthy video explaining the future of deciding on infrastructure for an update data feed handling with IQFeed and Interactive Brokers

More details at my knowledgebase FAQ article:

https://quantlabs.net/blog/knowledgebase/esignal-vs-iqfeed-vs-interactive-brokers-data-feed-debate/

 

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I just a posted a Demo of C# real time IQFeed with real time data feed ticks with source code and video walkthrough

Now posted for my Premium Members

I just a posted a Demo of C# real time IQFeed with  real time data feed ticks with source code and video walkthrough

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This includes full source code of this demo with a video walkthrough

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DO I use Excel for real time data feed analytics with technical analysis indicators? Use Matlab DotNET C++? Beat open source Java?

DO I use XLQ for Microsoft Excel for real time data feed analytics with technical analysis indicators? Use with Matlab and DotNET and C++. Beats  open source Java?

I have talked about this product before but I will let you be the judge.

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http://www.qmatix.com/XLQ.htm

I have also talked about how you can integrated Matlab with Excel through the Matlab Toolboxes like Builder EX. Just do a search on the blog or Youtube channel like youtube.com/quantlabs

I had ANOTHER recent net scare security breach with Java. I am pretty well not trusting it unless you use Linux. I am leaning more and more on Windows products for deployment. It is kind of weird but I can say I loved Linux and Apple Mac  before but Microsoft Windows product makes you way more productive it seems.

Back to XLQ, this has a very power API in VBA for Excel. Kind of cool stuff so you may want to check it out. It works with Interactive Brokers, IQFeed, and even TD Ameritrade. A lot of problems with these other open source trading platforms like JBookTrader are limited to one data source. I don’t consider Yahoo FInance a real market data source for serious trading.. With XLQ, you can integrate with Maltab and then even trigger events in .NET open source trading platforms like Tradelink. This could be a good combination for the future versus the other open source trading platforms especially ones built in Java.

To be honst, I have not seen flexibility with data feed views like this:

http://www.qmatix.com/XLQ_Screen.htm

One thing that comes to mind:

1. Less complexity with less code

2. Less computing resources

etc etc

Yet I am sure others have an opinion as well so I am all ears.

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Monte Carlo Primer video posted, future data feed and HFT social Meetups coming #meetup #hft #market

Hi there:

A number of developments over the last 24 hours:
3. A new Youtube video of an online Meetup posted about Monte Carlo Primer. Details on our future Meetups including HFT talk and new data feed start up. Go here.
So? As you can tell, join the QuantLabs.net Premium Membership today as I will be posting some secretive C++ source code on how to build in a high frequency trading system.
This appears to be a big deal as R is gathering massive momentum leaving the likes of FPGA behind due to its complexity.
Got question? Let me know.
Thanks Bryan

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Here is another architectural document on how NASDAQ market data feed handler works

Here is another architectural document on how NASDAQ market data feed handler works

http://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/bxoptions_depthofmarket.pdf

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Who has got test market connections Direct Edge, Arca, Opra, BATS, ITCH ? Want to test these C++ data feed handler

Who has got test market connections Direct Edge, Arca, Opra, BATS, ITCH ? Want to test these C++ data feed handler

 

C++ Open Source Market Data Feedhandlers – Chris Donnan 

24 Sep 2011 – C++ Open Source Market Data Feed-handlers. Feed-handlers for: arca; bats; directedge; itch; opra. Code looks pretty well written. Code http://chrisdonnan.com/blog/2011/09/24/c-open-source-market-data-feed-handlers/http://www.openmama.org/blog/2012-05-14/openmamda-and-open-data-model

 

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Quant development: Proof of how Interactive Brokers and TD Ameritrade aggregate tick quote in their data feed while Lightspeed does not!

Proof of how Interactive Brokers and TD Ameritrade aggregate tick quote  in their data feed while Lightspeed does not!

Real time comparison in this fascinating YouTube video. It looks this is a good reason to go with Lightspeed.

http://www.youtube.com/watch?v=SyoK4ctkWzE

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These seems to be the only contenders for quant trading platform market connector and market data feed

These seems to be the only contenders for quant trading platform market connector and market data feed

Interactive Brokers

Genesis Securities

Lightspeed?

Data:

NXcore over eSignal (no order)

dtn iq feed

 

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IQFEED could be the next best to Open Tick for market data feed capture

IQFEED could be the next best to Open Tick for market data feed capture

This is an actual affordable data provider with API connectivity to futures, options, equity, etc. I am researching but their fee schedule is at

http://www.iqfeed.net/index.cfm?displayaction=data&section=fees

Go in as a non professional for even cheaper rates. I will try this out!

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!