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Old 05-07-2009, 09:06 PM   #1

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Data Backend for Automated Trading Platform
Hi,

I have some strategies running that currently use a price live feed which maintains a history of 1 minute prices/volumes since opening. However I am looking into incorporating volume at price and peak price volume values into my strategy, and it looks like I am going to need a great deal of backfill to calculate those values.

Has anyone got any suggestions for a "data server" that can act as a cache and will go and backfill from a live data service?

Thanks.
T
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Old 05-08-2009, 05:00 AM   #2

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Re: Data Backend for Automated Trading Platform
This is pretty much the same question you asked elsewhere. Probablly better that you have all your stuff in one thread. DTN's IQfeed. Esignal. CQG (pricey). Or you might make do with a brokers feed.
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