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Search: Posts Made By: amethyste
Forum: Brokers November 18th, 2010, 07:58 AM
Replies: 24
Views: 9,153
Posted By amethyste
Thanks xeno, I think record DTN feed ! In my...

Thanks xeno, I think record DTN feed !

In my sample I compare
Best bid/ask from L2 and L1 without trades, normally the same stream.
Forum: Brokers November 18th, 2010, 03:31 AM
Replies: 24
Views: 9,153
Posted By amethyste
I count the number of data from MarketData...

I count the number of data from MarketData (without last, only bid.ask) and MarketDataDepth (only best bid.ask - position 0)

The 2010-11-16 with FDAX-2010-12

L1 - MarketData => 724,634 price...
Forum: Brokers November 13th, 2010, 06:22 AM
Replies: 24
Views: 9,153
Posted By amethyste
I work on the replay data from NT7 and I find...

I work on the replay data from NT7 and I find strange issue!

When I count the number of BID/ASK data in MarketData (L1 without trades) and MarketDepth(L2 at level 0) I find more (15%) data in L1...
Forum: Brokers November 10th, 2010, 06:35 AM
Replies: 24
Views: 9,153
Posted By amethyste
Thanks Mike.

Thanks Mike.
Forum: Brokers November 10th, 2010, 05:31 AM
Replies: 24
Views: 9,153
Posted By amethyste
Quality of the data from replay NT7 server

Hi,

I construct an strategy on the replay data from NT7 server, but I can't find information on the source of the datas ?

It's good or bad data for backtesting ?

It's better to register data...
Forum: Brokers September 16th, 2010, 03:40 AM
Replies: 7
Views: 3,787
Posted By amethyste
I search the quotes. I want all quotes for...

I search the quotes.

I want all quotes for futures, and not only times and sales. IQfeed give the tick trades.
Forum: Brokers September 14th, 2010, 02:09 AM
Replies: 7
Views: 3,787
Posted By amethyste
tickdatamarket.com But it's very expensive,...

tickdatamarket.com

But it's very expensive, 17€/symbol/month and few symbols !
Forum: Brokers September 13th, 2010, 03:53 AM
Replies: 7
Views: 3,787
Posted By amethyste
Thanks but IQfeed have just Trades Tick and not...

Thanks but IQfeed have just Trades Tick and not Quotes !
IB is very limited !
Forum: Brokers September 11th, 2010, 02:08 AM
Replies: 7
Views: 3,787
Posted By amethyste
Quotes TickData for futures ?

Hello all,
I search a free or not free historical data quotes for futures.
I want QUOTES (and not trades) data.
It's for TF, FCE, FDAX, ES, ..., major index.

I developp my own trading plateform...
Forum: Traders Hideout September 11th, 2010, 02:04 AM
Replies: 10,646
Views: 14,315,322
Posted By amethyste
hello, I am new on the forum But I trade since...

hello,
I am new on the forum But I trade since 4 years now on futures/options.
I trade with on
DAX/STOXX/CAC/RUSSEL/SP/...
Showing results 1 to 10 of 10

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

Total votes: 159
 


 
 


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