[jmayo05]

Is there anyone out there that has the old OpenTick API or data available? For whatever reasons they shut down, it would be great if we could pick up (parts) of where they left off.

[uexkuell]

I joined OpenTick long ago. It certainly was a nice idea.

But I have to say: Their data was always messy. E.g. if you downloaded a continuous range of ES futures tick data it was always cluttered with holes - worthless for any serious analysis.

It was obviously only a testfield: They used the service to eliminate bugs (with the help of their customers) then moved to commercial.

[magister]

I am a c# .net developer and familiar with SQL, not so much the admin of db's but familiar with SQL scripts, creating tables, stored procedures. I would be interested in doing some work on this. I am mostly interested in getting tick data, but hourly data would be a good place to start. It would also be nice to have volume data.

[NetTecture]

Stupid question, but what is the sense of that?

THere are numerous APIs allowing access to hourly data rages (google financials for example). Unless one gets down to the roots and collects tick data including bid and ask it is useless for short term analysis and it is in particularly useless for trade simulation, especially during off times.

At least in Futures, data providers allowing the capture of complete exchange data (CME, CBOT) are not that expensive.

[BlowFish]

I am inclined to agree (as I said earlier in the thread) saving each tick and each order book change would generate something unique and valuable.

[NetTecture]

Not sure about the complete order book (though it may come in handy at times - like to see when it is particularly shallow and then to stay out of the market- happens in the YM at times before news). But at least best bid and ask are conditio sine qua non in some markets.

Try trading emini financial futures during exchange nights. The bid and ask move in perfect sync with forex quotes - obviously, enough arbitrage companeis there.

Sadly, it rarely trades. It trades SO rarely, stops are useless.... one has to program ones own stop mechanism to react on bid/ask running through ones stop price. I had (in simulator) situations where bid and ask passed through my stop about 30 ticks before someone decided to trade one contract (which triggers the stop). Perfect in sync with exchange regulations (trades trigger stops, only), but... in this case the trades only are just not the real representation of the market.

[BlowFish]

I am not sure about order book but why not collect it at least that would make that sort of analysis possible

It does seem that price tends to move towards order book size. There is an interesting thread over at ET some years back now. I also have a strong suspicion if you look at orders filled vs. orders pulled that you might find interesting information.

[NetTecture]

Well

My RIthmic tests are "on hold" until they fix some issue in their API - it overloads on AMD processors with the full CME feed, works fine on Intel They got an AMD server from me now for testing I Hope they sort it out soonish.

I am now working on order handling and subscribing only to specific instruments for now I hope to start full data capture next month (I really hope) Did my first trade today (on my app against CME test environment) - the whole low level API's are not exactly totally easy Now time for some front end and data storage

I hear a lot of mentioning of OpenTick (defunct as they are) Anyone thinks there is a market for not necessariyl real time historical data (especially if it includes best bid/ask or even full bid/ask)?