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rcardare has contributed to 5 posts out of 21185 total posts
(0.02%) in 4,707 days (0.00 posts per day).
20 Most recent posts:
I am trying to load in historic ticks and started getting errors about invalid symbol.
HTT,@ESZ15,20150514 084259,20150514 084400,,,,1,$LT481,
This was working at some point and not sure what I am doing wrong.
Thanks, Rick
I read that but somehow missed that. Thank you.
I am trying to look up historic tick data and curious about duplicate tick id's. What causes this?
HTT,@ESZ15,20151103 205959,20151103 210100,,,,1,$LT39, $LT39,2015-11-03 21:00:01.032,2106.25,1,15314,2106.25,2106.50,7105687,C,43,01, $LT39,2015-11-03 21:00:01.099,2106.25,3,15317,2106.25,2106.50,7105693,C,43,01, $LT39,2015-11-03 21:00:01.099,2106.25,1,15318,2106.25,2106.50,7105693,C,43,01,
Thanks, Rick
Thank you for your verification.
I noticed that when trades come in at high frequencies the sales are reversed. For example I would see 2,87,1,1,3 in TOS and IQ feed would show 3,1,1,87,2. This only happens when a lot of fills take place at one given moment. I am using Ninja Trader to connect to both the IB and IQ feeds and base-lining against TOS. How can I verify which is correct? I don't notice this in the IB feed either. I attached an example and I have version 4.7.2.0 dated in 2010. Edited by rcardare on Jun 8, 2011 at 10:11 PM
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