Posts Tagged ‘ realtime ’

I see high frequency data

March 1, 2012
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I see high frequency data

In the previous post I shared an example how to get high frequency data from IB broker (well, it is retail version of HFD – it has only best bid/ask and the trades). Now, once you saved some data – what should you do next? Next logical step would be data sanity check and visualization.

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Tick data retrieval

January 31, 2011
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I just published Java based code to pull tick data from Interactive Brokers. There are thousands tools to get tick data from IB, but I had one feature in mind. You can get maximum 50 quotes per second from Interactive Brokers (its IB limitation for TWS API) . Imagine a situation, when there is a

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Iran Election analyzed with R

June 19, 2009
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Iran Election analyzed with R

Here you can find a very interesting post depicting the R strengths in 'real-time statistics'. I'd like to use the occasion to thank David Smith for hosting the best, imho, blog on R!  Follow Him on Twitter: @revodavid .

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