Recent content by Aea

dcraig1, Do you mind if I pick your brain a little bit? How much bandwidth do you end up using for Level I data? How is the reliability? Is there any stutter with the COM or is it rock solid? I'm considering just buying another box to run Windows on and have it stream the data off to another...

I'm looking to get my hands on an API (hopefully one that's platform agnostic) that allows me to retrieve real time (or as close to it) equity prices and hopefully Level II data. I want to monitor about 500 equities for research purposes, IB would let me do this, but it means five separate...

Hi, This is a rather intimidatingly (long) thread, but I figured I would do the traditional thing and introduce myself here anyway. I'm an Software Engineer working for a non-financial company here in LoDo (Denver). I've always been interested in the financial markets and have a fairly strong...