Recent content by ff22

How can one trade through Mathematica? How can one connect the data feed, Mathematica and broker so that it can trade as a integrated system? Is there ready made solution in the market?:eek:

Does anyone here has experience Trade summary matrix to analyse stocks? I think it is still a function in Bloomberg. I wonder if one can generate something like that using data from eSignal, etc. Thank in advance. :smart:

Does any one here have the experience of trading Hang Seng index futures (Hong Kong) via tradestation? How can I feed data into tradestation, say like IB, eSignal or quotecenter? And is it possible to use other brokerage like IB to trade through TS? Hope some more knowledgeable traders here can...

I got Reuters Quotecenter recently. It did not take a long time for me to realize that its own platform charting is very handicapped... For example you can't even scroll through a chart with tab... I wonder if there is any active user of Quotecenter here... Do anyone know which charting...

Is their a difference between them, if in DMA CFD you would actually affect the actual market depth in exchange?

I start looking at CFDs because I need leverage. My objective is to day trade individual equity like one trades ES or QM. Some stock futures do exist but the spread is generally not too favorable. I am thinking if I instead use CFDs to take leveraged position although the spread may be a little...

HI. Do anyone know how can one utilize the historical/realtime bid/ask data from IB? I am so frustrated that eSignal does not give bid/ask size data for one of the market I'm interested... I'll be really grateful if anyone could help.

Apart from IB, is there other brokerage that cover similar product diversity?

Hi. Do anyone know any software that can plot the daily change of volatility and open interest of an option? It would be best that those values can be utilized in a custom indicator. Thanks a lot! :smart:

Thanks so much! It is really amazing that you come up with the script so quickly. Guess it may take a day for me to write something like this :innocent: My idea is to smoothen the sales data, say I sum up the total volume of initiative buy (sales at Ask price) in one minute, etc. I guess i...

I start exploring ninjascript now. Seems that one should get the data from OnMarketData, but I just know how to print the info as output. How can one manipulate further on those data? Manu thanks for your help.:thumbsup:

Thanks a lot for your answer. In fact the major information I need is like this "20K(Volume)@19.2(Price) At Bid/Ask" something like this, so that I can develop an indicator based on these data. I did look at IB's time and sales data and they got the sychronized bid/ask data too, but it seems...

Hi do anyone know which platform can analyze realtime time and sales data? Can Tradestation handle it? (As I researched it seems Metastock can't do that) And in case I have to end up using Excel, which data feed will work? (say IB, eSignal?) Many thanks for help :smart: