Tag Archives: market data

WooTrader and Quandl interview for market data

WooTrader and Quandl interview for market data

An interview from this talented programmer but here are my thoughts…

First, I looked into Quandl, I am not sure if I can support their highly expensive nickle and dime approach to get get government historical data. I still like IQFeed which is much more affordable on top of you get real time data for the same price.

As for WooTrader, I am quickly learning to stay away from anything retail like in terms of technical analysis and so on. But I digress.

https://www.quandl.com/blog/wootrader

http://wootrader.com/

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Demo video of multiple Interactive Brokers TWS market data using Java API pushed into NOSQL Redis

bry,

Demo of multiple Interactive Brokers TWS data using Java API pushed into NOSQL Redis

I just made a quick video demonstrating how to use Interactive Brokers Java Test Client with multiple assets to be pushed into No SQL open source Redis. When all your data is in a Redis server instance, you will be able to use any programming language that it supports to do your trading algorithm processing. I am also hoping to do the same for pushing automatic trade execution as well.

Go here to see those quick demo video with the support Redis languages

As usual, I have included all the source code shown  for my Quant Elite members.

For those that may have missed my anticipated Redis LIVE demo of:

Meetup: Message queue demos with NOSQL Redis C++ Java and Interactive Brokers

Details of this Meetup here 

You can get the video playback in the same membership as mentioned above.

Thanks for reading

Bryan

PS.

Hedge funds want computers scientists engineers

It seems that many hedge funds art pillaging banks to get the best computer scientists for their automated trading. This is a growing trend that no human trader will be able to stop.

Check out this hedge fund article here

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Interactive Brokers TWS market data demo with Java API in Ubuntu Linux

Interactive Brokers TWS market data demo with Java API in Ubuntu Linux

A better Java Client exists for use with my hot trading models

Follow the instructions I posted here and watch the video to: (all software is linked here to)

https://quantlabs.net/blog/2015/06/how-to-run-interactive-brokers-tws-on-ubuntu-linux-with-java-api/

The latest video demo below

What would happen if you found a way to analyse the markets to confirm your trading ideas? 

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Software to analyse order book Level 2 market data

Software to analyse order book Level 2 market data

As I hinted in my video below, this is topic rarely covered. Even the words from a highly accomplished trader on my newsletter said:

really think is the most important way to assess the demand in the market.
Keywords order flow, order book, etc…If you could see how these guys trade with the order flow then “backtesting” gets a completely different meaning…
http://quant.stackexchange.com/questions/1865/what-tools-exist-for-order-book-analysis-and-visualization/17426#17426
I wish I had more time to study these but honestly, there is no need as I am quite confident Matlab has the features to be able to accomplish many of these. It is just getting it done is always the hard part.

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Matab System Identification is easily one of the fastest way to see your relationship in potential market data

Matab System Identification is easily one of the fastest way to see your relationship in potential market data

Another first love of mine

http://www.mathworks.com/videos/system-identification-and-control-using-opc-data-68792.html

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Demo of valuable market data for AUTOMATED trade idea generation for best long and short spread

Demo of valuable market data for AUTOMATED trade idea generation for best long and short spread

Watch this video which  is a pretty big deal of the power of Matlabs especially automated trading

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As recomended by the London Quant, this TeaFiles product could be used to house all your market data including FREE Yahoo Finance as a source

As recomended by the London Quant, this TeaFiles product could be used to house all your market data including FREE Yahoo Finance as a source

This is the closest you will get to high speed data analysis which is customized for financial time series. Take this one seriously as the recommendation says so

The other benefit is you don’t need to recreate the wheel with this requirement

http://discretelogics.com/teahouse/#features

http://teafiles.codeplex.com/

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Here is a list of valid alternative data providers to IQFeed for market data and real time feed

Here is a list of valid alternative data providers to IQFeed for market data and real time feed:

 

Valid alternatives to IQFeed for real time market data for quant trading and research ? Kinetick, Ignite, Quandl and more – See more

 

Thanks to all for the input as this really helps me make a decision. All in all, here is what I think:

 

1. Kinetick could be a viable option but they don’t have real time data feeds overnight while the markets are closed.

 

2. ESignal is on par with IQFeed but double the price

 

3. Ultimately, when I start live trading with someone like Interactive Brokers, I don’t think I would use IQFeed anymore.

 

4. There are some new upstarts to potentially watch like Ignite.

 

Shall I say more?

 

Thanks again for all the all input

 

Bryan

 

P.S. If you want to learn more on how to apply IQFeed into your trading, check out the first module of this course.

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IQFEED has demanded money due to inactive use. Who is your alternative real time market data provider?

IQFEED has demanded money  due to inactive use. Who is your alternative real time market data provider?

We just received  a letter stating we owe them for a month’s use. We have not used the account for months. As a result, we thought they were a fair company. As a result, we WILL be looking for alternative data providers in the next few months. This is just a notice for those to be aware. Considering we have over 5000 community members and direct promotion of IQFEED with new customer sign ups, we feel there is an injustice in a little company we believed in. Oh well, life is learned. For now, Quandl looks like a decent FREE provider of data.

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Questions about my R with Trading Arbitrage and Volatility and market data and submitting market orders

Questions about my R with Trading Arbitrage and Volatility and market data and submitting market orders

Just a quick question about R with Arbitrage.

Is for forex?

–>This can be used for any market asset
Apart pay 67 usd, what else more do I need ? I am not R coder. Do you include a basic R training ?

–> We don’t offer any basic R training but you usually just R or Matlab to work on your trading strategy idea. From there, you need to deploy it into a trading platform somehow. I am unsure how you do this but we offer other courses for this:

 

Complete Custom Trading Platform

http://quantlabs.net/academy/buy-our-custom-trading-platform-course-with-source-code/

We offer a complete end to end solution for trading ideas with all component for a trading operation:

http://quantlabs.net/academy/be-an-elite-quant/

Either of these are your best bets as opposed to be ‘nickled and dimed’ to death. It just depends where you are with your development and goals.

 

As for R itself, we use free RStudio as the Integrated Development environment and R.NET package to integrate our custom trading platform. This is not a recommended path due to the slow session imitation from within your .NET application. Matlab is a better path for this.

 

Do I need iqfeed for arb forex?

I would recommend as they have a new menu offering where you can get 40 sources of data globally.
Arbitrage is “one way” arbitrage or “two way/two legs” ? 

I am not sure how you mean by this type of arbitrage. You just look at the spread different between bid/ask. Is this what your are l=eluding to?
Do I need 2 brokers for make arbitrage?

Yes for sure but we only recommend Interactive Brokers. External suggested brokers would be Dukascopy (Java API only) and LMAX (both .NET and Java support). If do you need Java, I would recommend Marketcetera as open source Java platform but that is changed a lot since we looked at it 5 years ago.
How much pips is the target on this systems ?

 

You would need to code these targets yourself but remember all source is included.
My broker give me 2-3 pips in spread, is it possible get oportunities on Arbitrage?

I don’t see it. Who is your broker?

 

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