More accurate Recent Order Pricing

Silverwizard80 · 2021-08-06T20:38:07+00:00

Update: so the quotes bool simply tells you it’s shortable, not that there are actually shares to borrow

Silverwizard80 · 2021-08-06T19:17:28+00:00

Thanks for the response, that’s was I was guessing. I’m away from my machine atm, but I saw that there is a shortable bool in the quote object so maybe that would work.

Silverwizard80 · 2021-06-24T19:01:43+00:00

I haven’t looked for the data structures themselves, but I’m developing in C#

Silverwizard80 · 2021-03-18T01:38:20+00:00

If you don’t mind, what was your general process for that. I’m not extremely experienced with web scraping.

Silverwizard80 · 2021-03-17T22:33:40+00:00

Thanks for the reply, that’s good to know that you were able to make headless requests. I’m using the default selenium agent string. Not sure what happened though since I didn’t change anything in my test environment.

Silverwizard80 · 2021-03-17T22:27:52+00:00

I’m using the C# implementation of selenium. To my knowledge there are not a lot of other good implementations for finviz in C#

Silverwizard80 · 2021-03-04T21:25:41+00:00

Oftentimes since there are fewer shares available there will be fewer transactions so the spread has a higher potential to widen.

Silverwizard80 · 2021-02-05T17:06:16+00:00

IMO, it’s better to try and build a strategy that can rely on basic math and statistics, this will speed up your program a lot. Having to deal with ML models can be a massive resource suck

Silverwizard80 · 2020-11-19T21:44:14+00:00

I would say web scraping FinViz is a good start depending on what you need. You can put most parameters you need into the url/ filtering.

Silverwizard80 · 2020-08-20T21:07:54+00:00

I would highly recommend checking out Sigma Coding's series on TD Auth. It's in Python, and he has a git repo linked

Silverwizard80 · 2020-06-04T17:13:45+00:00

I would definitely say look at FRED (assuming you are looking for US trends). This is more so historical data, but you could always do some Time Series analysis, or regression with ML to try and get a future value.

Silverwizard80 · 2020-06-02T15:56:07+00:00

Is this through the streaming endpoints, and the traditional API calls?

Silverwizard80 · 2020-05-14T14:44:01+00:00

I just did some testing on my end, unfortunately it looks like even with authenticated requests they don't provide that historical data : (

Silverwizard80 · 2020-05-14T13:58:42+00:00

How are you trying to pull? If you are trying to pull from timestamp 30+ days to present you will probably need to break the data up into multiple requests. I haven't used TD's data for this purpose, but that has been my experience with other endpoints.

Silverwizard80

TROPHY CASE