Tag Archives: tick

Youtube demo IQFeed DotNet C# streamer inserts market and forex tick data into SQL Server

Youtube demo IQFeed DotNet C# streamer inserts market and forex tick data into SQL Server

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SO what is exactly is a tick when in comes to the stock market data and HFT?

SO what is exactly is a tick when in comes to the stock market data and HFT?

A question from a newsletter subscriber:

 

Bryan, a very simple question…. what’s a tick?

Is it a movement of a tick/pip that has the various associated volume metrics attached or is it a simply price change within the underlying instrument?

 

I think you answered your own question but I watch my ticks at subsecond.

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Yes IQFeed can track market real time tick data with QCollector. Geat for back testing !

Yes IQFeed can track market real time tick data with QCollector. Geat for back testing !

Just see the image here. It can be done by setting a new symbol using New->Tick Data.

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What to do if you cannot import market tick data from IQFeed into your Matlab worskspace?

What to do if you cannot import market tick data from IQFeed into your Matlab worskspace?

A visitor to my site asked:

>
> We tried to connect to IQ Feed with Matlab but ran into an error. The
> IQF function seems missing despite having the data matlab tool box.
> Any ideas. How are you downloading the data?
>

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My response:

What version of Matlab you using? I have not confirmed it working in my 2013a but I did not run into strange errors with the 2012a but Mathworks does have a valid patch for it. You need to download from the site where you need a license. I will be testing in a coming week with my new Deltix platform. Also, if all else fails, you can use the QCollector to save into CSVs to import into Matlab. Hope this helps.

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My thoughts of IQFeed for market tick data with discount and how to house the data with this software

My thoughts of IQFeed for market tick data with discount and how to house the data with this software

Someone asked about IQFeed:

> What do you think of IQ Feed?

>

> What is the quality of market data? A lot of false tics? Is there a

> way to download historical tic data as txt files, or how is it

> downloaded?

>

> Do you have a contact we can email?

They are my primary data source.  You can use QCollector to house to the house the data as well with this: http://www.mechtrading.com/qcollector/dtn/

I have made lots of videos on this so go here:

http://www.youtube.com/user/quantlabs/search?query=iqfeed

ALso, they have a special discount with contact info for my visitors at:

http://iqfeed.net/quantlabs/

The data should be clean as well.

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Announcing kdb with charting front end GUI for your rapid market tick data storage and access

Announcing  kdb with  charting front end GUI for your rapid market tick data storage and access

RSS feed spike for Quant Premium Membership Data

I am writing to suggest you may like to include the below snippet on

a new kdb GUI with advanced charting:

 

Kdb the advanced timeseries database by kx.com now has a new

graphical charting GIU called qStudio. QStudio is a modern IDE

featuring autocompletion, server browsing and syntax highlighting. It

is available to download now at:

http://www.timestored.com/qstudio/

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Youtube vidYoutube video: cool million dollars to store tick database with kdb no need for nosql like Hadoop, Cassandra, MongoDB, Redis

 

Youtube vidYoutube video: cool million dollars to store tick database with kdb no need for nosql like Hadoop, Cassandra, MongoDB, Redis

Learn to see what my open source database will be through my FREE newsletter

 

 

 

 

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Options to get live market historical or tick data into Matlab with Interactive Brokers or IQFeed.net with special discount for Members!!!

Options to get live market historical or tick data into Matlab with Interactive Brokers or IQFeed.net with special discount for Members!!!

Lots of options were given my Membership today but you need access to get it. Also, they get a pretty massive credit as well from my favourite data provider IQFeed.net

Join now

Or get the Quantlabs.net Premium membership benefits here

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My Youtube Video HFT demo of c++ and r with rinside and real world market historical and tick data from IQfeed

My Youtube Video HFT demo of c++ and r with rinside and real world market historical and tick data from IQfeed

http://quantlabs.net/membership.htm

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Profit from my research in trading models, potential HFT,2 video of open Redis NOSQL for parallelization market tick data

HI there

More crazy amounts of developments this week:
1. I am going nuts sourcing out working R scripts for our models. This includes all possible for all market trading model and strategies ranging from CAPM, stat arbitrage, market inefficiency, moving average, pair trading, co integration, PCA, MCMC, and a tonne more! This includes spread trading or trading off of Twitter Tweets! Oh me oh my so much!
https://quantlabs.net/blog/2012/10/2-hour-webinar-posted-on-why-free-open-source-nosql-redis-is-crucial-for-expedite-your-model-monte-carlo-simulations-with-r-demos/
2. I quite possibly found an absolutely amazing device that houses an internal virtualization server with 15 TB of storage for high frequency trading(HFT) needs with potential production capabilities.
https://quantlabs.net/blog/2012/10/is-the-qnap-turbo-nas-a-solid-device-for-hft-with-potential-linux-windows-server-mysql-server-vmware-hyperv-virtualization/
3. My new private 2+ hour video showcases how you can use NOSQL Redis data repository for rapid market tick access and parallelization needs. Did I mention it is free with complete open source code? All in C++ which can be integrated with the above R scripts?


https://quantlabs.net/blog/2012/10/2-hour-webinar-posted-on-why-free-open-source-nosql-redis-is-crucial-for-expedite-your-model-monte-carlo-simulations-with-r-demos/

Wholy moly. Even large banks and hedge funds are using these to make their billions in profits. Join the QuantLabs.net Premium membership now to instantly learn how it is being done.

–> JOIN NOW HERE <<-

Thanks Bryan

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!