As I am moving from long-term position holds to short term, I was lucky enough to see this article shoot by on my Facebook feed. In order to convert market data ticks to actual open high low close bars is a very useful trick to know about. This one is done in Python but could be very useful for those that want to trade at a high-speed level.
I have talked about removing my “Python Infrastructure Building Block” course from my Quant Elite membership. Over the next few days, that will become a reality. This is no difference then the removal of my Interactive Brokers API workshop course last week. I hate being a Scrooge like this but it’s to prepare for the next level of my business for next year. I’m sure you get that if you continue reading over the next few weeks on my plans. I’m actually pretty excited about it after six years of so-called “research “.
P.S. Are you part of my Facebook programming group? There is lots of action going on it where we can all learn about software development in this exciting field.
Join here https://www.facebook.com/group
Also stay up to date on my Facebook Page https://www.facebook.com/quant
Lasly, I do post about 20-30 Bloomberg ‘video charts’ on my Instagram at https://www.instagram.com/