Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

Guest TomH

Data Backend for Automated Trading Platform

By Guest TomH, in Automated Trading

Recommended Posts

Guest TomH   

Guest TomH
Posted

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

Share this post

Link to post
Share on other sites

BlowFish    10

BlowFish
Posted

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.

Share this post

Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.

×
Go To Topic Listing
×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.

  I accept