tag:blogger.com,1999:blog-1030843649156642824.post3766525534037484357..comments2024-03-29T04:04:45.767-07:00Comments on Adventures in Statistical Computing: Capturing Tick Data via C#, Interactive Brokers, and MySQLDomPazzhttp://www.blogger.com/profile/03719303398561955319noreply@blogger.comBlogger11125tag:blogger.com,1999:blog-1030843649156642824.post-41273884468225341242020-07-21T08:40:33.052-07:002020-07-21T08:40:33.052-07:00Now day, everything is going to find a new but wel...Now day, everything is going to find a new but well settled and successful stream for their career. When I came to this blog, I really impressed by all the knowledge points mentioned here. Thank you for this assistance.<br /><br /><a href="http://www.afb88asia.com/" rel="nofollow">AFB88</a>Heehttps://www.blogger.com/profile/09110215521298963050noreply@blogger.comtag:blogger.com,1999:blog-1030843649156642824.post-45288857746815204132020-04-05T00:37:29.746-07:002020-04-05T00:37:29.746-07:00ufabet
เว็บพนันออนไลน์<a href="http://www.ufa54.com/" rel="nofollow">ufabet</a><br /><a href="http://www.ufa54.com/" rel="nofollow">เว็บพนันออนไลน์</a>Anonymoushttps://www.blogger.com/profile/04270930391239760920noreply@blogger.comtag:blogger.com,1999:blog-1030843649156642824.post-86553494836187241252020-03-02T22:35:40.734-08:002020-03-02T22:35:40.734-08:00แนะนำเว็บไซต์รีวิวโบรกเกอร์ Eluforex เว็บรีวิวโบรก...แนะนำเว็บไซต์รีวิวโบรกเกอร์ Eluforex <a href="https://www.eluforex.com" rel="nofollow">เว็บรีวิวโบรกเกอร์</a>Rekinahttps://www.blogger.com/profile/10040861323154710821noreply@blogger.comtag:blogger.com,1999:blog-1030843649156642824.post-14943812246262525002019-10-03T04:04:03.355-07:002019-10-03T04:04:03.355-07:00Easily, the article is actually the best topic on ...Easily, the article is actually the best topic on this registry related issue. I fit in with your conclusions and will eagerly look forward to your next updates. <a href="https://www.forexinthai.com/2068/" rel="nofollow">โบรกเกอร์ Forex</a>Usama LaDLahttps://www.blogger.com/profile/12616461869225120305noreply@blogger.comtag:blogger.com,1999:blog-1030843649156642824.post-74699333830170266472013-05-06T09:12:55.972-07:002013-05-06T09:12:55.972-07:00New API users will want to read:
http://www.intera...New API users will want to read:<br />http://www.interactivebrokers.com/en/software/tws/usersguidebook/configuretws/api_settings.htm<br />and note that first setting:<br />Enable Active X and Socket Clients - Check to enable integration with TWS using ActiveX or socket clients including Java and C++. Download sample programs from the Software page on the IB website.woodvhttps://www.blogger.com/profile/01595087982943396108noreply@blogger.comtag:blogger.com,1999:blog-1030843649156642824.post-20639439750488469732013-02-04T10:56:22.115-08:002013-02-04T10:56:22.115-08:00Hi Dom, Thanks! for your post. I was wondering i...Hi Dom, Thanks! for your post. I was wondering if there is a file i can go to (I don't know much c# programming) to customize the fields that come into mysql table- for example, to not receive some of these fields, or to get any additional fields that might be available for example, bid exchange, ask exchange, last exchange etc. Thanks!sanjeevnoreply@blogger.comtag:blogger.com,1999:blog-1030843649156642824.post-7205913711801818032013-01-07T08:20:49.804-08:002013-01-07T08:20:49.804-08:00If you are actively running a trading program agai...If you are actively running a trading program against the values as they are coming in and are reading them from the database, then I agree. <br /><br />If you are just trying to capture the data, then the code here should be sufficient. The database writes are performed in a separate thread. Incoming ticks are put into a queue are dumped to the DB every so often. This is basically what you advocate, just in a form that cannot be queried from another process.<br /><br />If I were building a trading system, I would have the tick handler pushing the data to a messaging system as well as the queue process as written here. That would allow me to have trading algos running independent of the data capture, possibly on separate machines.<br />DomPazzhttps://www.blogger.com/profile/03719303398561955319noreply@blogger.comtag:blogger.com,1999:blog-1030843649156642824.post-55289694942664980042013-01-07T04:53:52.805-08:002013-01-07T04:53:52.805-08:00An old thread but I saw this and would suggest sav...An old thread but I saw this and would suggest saving data to a memory based database (like memcache) and then using a separate thread to write to sqlserver. That way you avoid latency issues when sqlserver slows down due to disk access, and there are lots of ticks coming throughronnienoreply@blogger.comtag:blogger.com,1999:blog-1030843649156642824.post-60961087630574909452012-03-04T13:59:31.924-08:002012-03-04T13:59:31.924-08:00Bugs in the code above prevent fractional seconds ...Bugs in the code above prevent fractional seconds to be saved to the database. See the next post for updated code.DomPazzhttps://www.blogger.com/profile/03719303398561955319noreply@blogger.comtag:blogger.com,1999:blog-1030843649156642824.post-44632868463048204742012-03-04T05:56:34.556-08:002012-03-04T05:56:34.556-08:00I would love for an R user to prove me wrong and s...I would love for an R user to prove me wrong and show me how I can do this in R.DomPazzhttps://www.blogger.com/profile/03719303398561955319noreply@blogger.comtag:blogger.com,1999:blog-1030843649156642824.post-6769289605334725832012-03-04T01:06:58.349-08:002012-03-04T01:06:58.349-08:00IF you put this into R next week,
Why did you labe...IF you put this into R next week,<br />Why did you label this R now?<br />:(Tal Galilihttps://www.blogger.com/profile/10009278769907250225noreply@blogger.com