Recent content by theknifemac

Or if you have some programming experience, grab a copy of QuickFIX and give it a go yourself, it's not too tricky and gives reasonable performance - I'm assuming you're not too worried about latency when considering going down the FIX route. If you do give it a try you should be able to find...

Probably showing size in lots, so 3 = 300 etc typically. Strange but the way a lot of the US equities feeds work.

Most hedge funds and banks trade the UK on swap so no stamp tax.

Ahhh ok thanks for that makes sense !

Could someone provide me with a link to the bank account details for IB UK - I opened my account with a shares transfer and now want to transfer some cash. The IB website makes reference to ACH transfers etc, but I am led to believe should be able to transfer cash using normal internet banking...

Got a few of them left with updated prices below. PM for more details, will give discount if buying multiple and listen to sensible offers. Advanced Cycle Trading: Cutting Edge Techniques for Profiting from Market Tops and Bottoms [Paperback] Al Gietzen £23 Better Stock Trading: Money and Risk...

A lot will depend on how short term you are talking about. Whats your average holding period for a trade for example ? Mac

Have just listed the following books on Amazon and thought I should also post details on T2W. Prices listed are the ones on Amazon which were all best used prices at the time, postage not included. Am happy to listen for offers for multiple books, and can arrange pick up in Central London to...

If one timestamp is always later than the other, I would guess the earlier one is when the exchange reported the trade and the other is when the market data vendor published it

What data do you need to test the strategy, is daily OHLCV sufficient or do you need additional fundamental data ? Mac

Received today, much appreciated ! Mac

Wasp, DeepBurner is a freeware utility which I can recommend for this. Mac

Split Many European markets will be shut tomorrow (don't have a complete list sorry), but the UK will be open. Then next Monday the UK will be shut with all of Europe open. Mac

Hi Minx I know that Rina systems do software for TradeStation which allows testing at the portfolio level, no idea if they do the same for CQG. And their software is reassuringly expensive. Mac

Is it just me or is the code password protected ? Stew