Recent content by macdice

Has anyone done any correlation studies to see how closely LMAX tracks other markets, in general and around big moves? For example, FX rates offered on the big interbank venues, and futures prices from the relevant exchanges (since these seem to be designed to track Eurex, LIFFE, COMEX, NYMEX...

You don't need to pay the $300 to download historical data from IQFeed as far as I can tell. But until you pay it and register your 'product' (ie software that is connecting), I believe you'll have to log in with the demo product code, which seems to be limited to 10 realtime streams instead of...

Sounds very interesting, thanks for the tip dcraig1. I downloaded iqfeed_client_4_7_2_0.exe and successfully installed it with Wine, and now it seems that I can run iqconnect.exe (on MacOSX and Debian Linux) and it pops up a login GUI. I don't have a login yet, I'm just doing a bit more...

Thanks for the warning -- I was about to order the full dataset when I saw this. It seems you're right, and they have no plans to export the seconds/subseconds components: http://www.ninjatrader.com/support/forum/showthread.php?p=159785 Maybe they made an unfortunate decision on how to...

http://ftalphaville.ft.com/blog/2010/07/02/277631/place-yer-bets-fact-and-chart-du-jour/

Hi If you're building a tick database, how do you identify futures contracts? Would you say that SHORT STERLING is a security, and store the delivery month with each time and sales tick? Or would you say that SHORT STERLING is a class of security, and SHORT STERLING MARCH 2011 is a security...

http://ratedata.gaincapital.com/ This data goes back to 2000 and is updated at the end of each month. Without wanting to look a gift horse in the mouth, there are a couple of quality issues with some of the older data that seem to indicate a lot of manual processing was involved. Some are...

Looks like the price of the feed might have gone up: $49.95 (100 symbols), $89.95 (500 symbols) or $179.95 (unlimited symbols). Still no European exchanges or Unix support. http://www.activetick.com/activetick/contents/ActiveTickFeedPricing.aspx

Thanks for you replies, guys. kipptrader: what sort of data problems did you see with the real-time data? Missing ticks? Bad ticks/spikes? Delays? Variable lag?

Hi I have been looking at the website of ActiveTick.com which seems to offer market data including FX, NYSE and Nasdaq at a very low price, and I couldn't find any mention of them good or bad on forums so I think they may be brand new (but I may have missed something). Currently they have only...