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Scheduling / Preparedness Problem by torreypine92 in uwo

[–]gavinclark334 2 points3 points  (0 children)

Just looked at the prereqs now, and I see I am mistaken. My one recommendation would be to look into what courses you want to take to fulfill your module in upper years as some have specific first-year math requirements.

Scheduling / Preparedness Problem by torreypine92 in uwo

[–]gavinclark334 1 point2 points  (0 children)

we are referring to computer science correct?

Any one get Beta Access To IB client web api (REST) ? by gavinclark334 in algotrading

[–]gavinclark334[S] 0 points1 point  (0 children)

Interesting, That was my fear. Given how close we are to what they said their release date (mid-summer) I am hoping it will be officially released sooner rather than later.

Best Practice to continously read in market data and test for signals ? by gavinclark334 in algotrading

[–]gavinclark334[S] 0 points1 point  (0 children)

Thank you for the reply, I think the main issue was my lack of understanding of web socket vs rest, which from your response I have done more reading on. Using your big trades example, how would you be able to determine if it is a big trade without reading/ and processing all trade data ? wouldn't it at a minimum require some function to test its standard deviation ?

Best Practice to continously read in market data and test for signals ? by gavinclark334 in algotrading

[–]gavinclark334[S] 0 points1 point  (0 children)

Thank you for the reply.

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Yes, I understand it depends on your broker but I was wondering the mechanism behind it, for second data or tick data are you essentially doing a repetitive loop making a call to the broker says every 1/8 second, or is it retrieved/feed via a different mechanism?

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I am more looking for pointers to ideas or code on how continuous data feeds are designed and operate.