wiki.tradingphysics.com
User's Details - Wiki
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Order Custom Data Feeds. Order Custom Data Feeds. Wiki Navigation ¶. Administrator - User's Details. Recent activity by this user:. Updated the page Trading Physics achieves 4.0 microsecond latency normalizing US equity depth feeds. Updated the page Trading Physics Introduces Mercury Order Book Feed. Updated the page Trading Physics Introduces Mercury Order Book Feed. Updated the page Oscillators Overview. Updated the page List of Oscillators. Updated the page OHLCV Tick Data Overview.
wiki.tradingphysics.com
Trading Physics Introduces Mercury Order Book Feed - Wiki
http://wiki.tradingphysics.com/Trading-Physics-Introduces-Mercury-Order-Book-Feed.ashx
Order Custom Data Feeds. Order Custom Data Feeds. Wiki Navigation ¶. Trading Physics Introduces Mercury Order Book Feed. Modified on 2011/09/15 15:01. New York, September 12, 2011 Trading Physics, a producer of analytic software and custom market data delivery systems, today announced the Mercury Order Book Feed, providing ultra low-latency normalized delivery of five major equity exchange book feeds: BATS, Direct Edge, NASDAQ TotalView, NYSE ArcaBook, NYSE OpenBook. To allow for a rapid transition from ...
wiki.tradingphysics.com
Oscillators Overview - Wiki
http://wiki.tradingphysics.com/Oscillators-Overview.ashx
Order Custom Data Feeds. Order Custom Data Feeds. Wiki Navigation ¶. Modified on 2011/09/05 00:46. Oscillator.{ Oscillator Name }. Oscillators exhibit strong correlation with price movements. Below is a sample of the QQQ stock ticker chart for June 5, 2009 trading session with a 5-second resolution:. Is the stock price at time t. Are the selection of k. Indicates that each oscillator contribution to price movements is highly significant statistically.
howtohft.blogspot.com
How to High Frequency Trade: July 2012
http://howtohft.blogspot.com/2012_07_01_archive.html
How to High Frequency Trade. Monday, July 16, 2012. TradingPhysics Historical TotalView-ITCH Files. On two occasions I have been asked, "Pray, Mr. Babbage, if you put into the machine wrong figures, will the right answers come out? I am not able rightly to apprehend the kind of confusion of ideas that could provoke such a question. 1864) Passages from the Life of a Philosopher. Is a distributor of Nasdaq's TotalView-ITCH. Historical data. These data allow reconstruction of the full order book. The remain...
howtohft.blogspot.com
How to High Frequency Trade: TradingPhysics Historical TotalView-ITCH Files
http://howtohft.blogspot.com/2012/07/tradingphysics-historical-totalview.html
How to High Frequency Trade. Monday, July 16, 2012. TradingPhysics Historical TotalView-ITCH Files. On two occasions I have been asked, "Pray, Mr. Babbage, if you put into the machine wrong figures, will the right answers come out? I am not able rightly to apprehend the kind of confusion of ideas that could provoke such a question. 1864) Passages from the Life of a Philosopher. Is a distributor of Nasdaq's TotalView-ITCH. Historical data. These data allow reconstruction of the full order book. The remain...
wiki.tradingphysics.com
Trading Physics achieves 4.0 microsecond latency normalizing US equity depth feeds - Wiki
http://wiki.tradingphysics.com/Trading-Physics-achieves-4-0-microsecond-latency-normalizing-US-equity-depth-feeds.ashx
Order Custom Data Feeds. Order Custom Data Feeds. Wiki Navigation ¶. Trading Physics achieves 4.0 microsecond latency normalizing US equity depth feeds. Modified on 2012/01/31 17:59. Trading Physics taps Myricom as technology provider of adaptable 10-Gigabit Ethernet Achieves 4.0 microsecond latency normalizing US equity depth feeds. ARCADIA, CA January 30, 2011. Hardware Configuration Feed Replay Server: Fedora 14 x64 CPU: 2x Intel Xeon E5520 Network Adapter: Myricom 10G-PCIE2-8C2-2S DBL2 Ca...Myricom c...
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Wiki Home Page - Wiki
http://wiki.tradingphysics.com/MainPage.ashx
Order Custom Data Feeds. Order Custom Data Feeds. Wiki Navigation ¶. Modified on 2011/08/15 01:09. Welcome to the our Wiki knowledge base! Here you can find a list of papers. And other materials that relate to the tick data. If you run across an interesting resource, please share it with your fellow users by sending us the reference, and we will post a link to it here. Please help us build the most comprehensive and usable knowledge base on how to use transaction data in trading.
wiki.tradingphysics.com
Market Indicators for Order Cancellation Patterns - Wiki
http://wiki.tradingphysics.com/Market-Indicators-for-Order-Cancellation-Patterns.ashx
Order Custom Data Feeds. Order Custom Data Feeds. Wiki Navigation ¶. Market Indicators for Order Cancellation Patterns. Modified on 2011/09/05 00:24. This set of indicators measures how the orders are being cancelled, i.e. deleted from the book. These indicators provide a benchmark of order cancellation patterns. Together with order creation patterns, they allow the measurement of market activity and direction. Total volume of orders cancelled during the tick period. Volume of orders cancelled during the...