Tag Archives: tick data

Introducing worlds best and fastest charting for visualizing your HFT trading market tick data

I have come down to two library charting packages which will be part of this next iteration in automated trading.

This first one is mind glowingly fast with some 3D capabilities of moving quite literally in to virtual reality. Also, it is very very fast was it can easily use an install GPU until with no hiccups.

Introducing worlds best and fastest charting for visualizing your HFT trading market data

Be prepared to be stunned into pure aweness. We call this LightningChart for your .NET Fun!

I created a 20 minute video on this. I cried like a little girl with excitement after recording it.

Video Replay of DOTNET  Infragistics Charting Demo

This is from a Meetup online we did tonite. This is quite impressive and looks pretty fast! There is an hour video posted here.

This is the other charting system as I am fully ‘invested’ into it for mobile especially Apple IOS devices like iPhone or IPad.

Both libraries will make this system glorious so I am excited to start developing something in a few months. Stay tuned!

Just so you know, quite a few people are taking full advantage of lower price on learning on all possible analytics ways of using Matlab

LEARN MATLAB ANALYTICS NOW

What do you think I will be working on next? I need to fill in the gaps for both risk management and portfolio optimization using various Matlab code examples.

Bryan

P.S. I tried ComponentOne which I did not get very far? Their demo install was overkill and actually did not work. Don’t waste your time on it.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Anyone using Ignite for market tick data for forex?

Anyone using Ignite for market tick data for forex?

Please comment as I am looking for advice on Ignite

http://www.xignite.com/product/forex/

Join my FREE newsletter if it is making the swtich tfrom IQFEED

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Back to Redis NOSQL database of choice for high speed access to market tick data

Back to Redis NOSQL database of choice for high speed access to market tick data

This just came in from the Powers to Be out of London. What I wanted was SQL Server like Stream Insights capabilities with in memory features. SQL Server will do the job but can get expensive even with the new 2014. Also, it seems that kdb + came up for this but it is way more pricey with a cryptic query language to learn. MongoDB NOSQL was mentioned but it relies pretty heavily on disk. So… the Powers to Be out of London (aka London Quant) mentioned Redis so that was ding ding. If you know me, I already pumped Redis a good choice both in the blog and Youtube.com/quantlabs channel. So there. It offers everything as an open source solution. Hello Redis…did you miss me?

Join my FREE newsletter as I can attack further development with this Redis thing.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Is the FREE kdb + 32 bit in memory database decent for high speed tick data or is this open source Kona solution good enough?

Is the FREE kdb + 32 bit in memory database decent for high speed tick data  or is this open source Kona solution good enough?

This topic came out for some within London!

Read this as a potentially good in memory database option for tick data

https://news.ycombinator.com/item?id=7522327

 

This was mentioned by the contact:

https://github.com/kevinlawler/kona

Any opinions of this Kona?

Update: It was suggested the codingto learn how to reveerse engineer this Kona is not wise due to complex coding both in the interpreter and database languages.

Join my FREE newsletter as we study new methods for handling tick data instantly

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Hoorary Matlab charting can keep up with DotNet C Sharp real time tick data from IQFeed

Hoorary Matlab charting can keep up with DotNet C Sharp real time tick data from IQFeed

This is pretty big news as you don’t need an expensive charting packages to keep up with real time IQFeed market tick data!

Join my FREE newsletter to see how we implement this type of charting capabilities 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

IQFeed is your most affordable way to build back testing historical data or need real time market tick data

IQFeed is your most affordable way to build back testing historical data or need real time market tick data
More Q&A from another site visitor:
Hello Brian,
 
sorry for the delay, many thanks for your response, it helps clarify things, i managed to get some more information, perhaps it can be useful to you if you start working with options:
 
1) black scholes is intended for European options only with dividends 
2) Binomial trees are used to price American options usually
3) analytic engines can be used to price options with dividends
 
After careful consideration i realised you were right about the market side which would be too much work to simulate, is there any free (or cheap) market data i can receive in real time which i can use to simulate buying / selling? 
 
many thanks
That is an easy one. Use IQFeed which is my source. That is most affordable for real time data.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Here is my HFT demo of real time charting and tick data capture in CSharp DotNet

Here is my HFT demo of real time charting and tick data capture in CSharp DotNet

Get more info through my FREE newsletter

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

How to use IQFeed tick data stream into MYSQL for a Matlab Simulink trading model

How to use IQFeed tick data stream into MYSQL for a Matlab Simulink trading model

My original plan to use Simulink project which was an HTML/XMLRPC server appears to be either too old or I am pretty inept on how to get this working. I am not planning to use the Matlab Database Toolbox to have an active MYSQL connection into a table of tick data. This table will be fed basically by a queue of data being streamed in by a working example of IQFeeds API with Java. Kind of basic and primitive but should work for now. If I could afford something like kdb, I would love to use it as a way to house tick data. Anyhow, I will need to revisit as this potential framework moves toward a production environment. I could replace MYSQL with SQL Server for better performance but I think it would be farily marginal unless someone shows me how to better optimize this stack.  MYSQL is also free as you know.

I could use the database connection to export to Matlab’s workspace which the the Simulink model will listen to. This is just for testing again.

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

How to stream your historical market tick data for back testing your trading strategy? KDB or Microsoft SQL Server?

How to stream your historical market tick data for back testing your trading strategy? KDB or Microsoft SQL Server?

From a Youtube user:

Hey, i have a question. If i have lots of historical tick data, and want to replay the data as it happened, i.e. like a tick player, a peice of software that actually replays the ticks as they happened, how do i do this? Other than ninjatrader?

My answer:

Try kdb if you can afford it. Or this:

http://www.microsoft.com/en-us/sqlserver/solutions-technologies/business-intelligence/streaming-data.aspx

This is considered prettty well by the quants

Want to learn more? Join my FREE newsletter

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Need FREE tick data for your open source Tradelink HFT platform? Go here to download

 

Need FREE tick data for your open source Tradelink HFT platform? Go here to download

http://code.google.com/p/tradelink/downloads/list

Get access to other nuggets like this through my FREE newsletter 

 

 

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!