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jokerjoe has contributed to 11 posts out of 21197 total posts
(0.05%) in 4,705 days (0.00 posts per day).
20 Most recent posts:
IQFeed Datafeed Wish List »
Hang Seng futures Mar 16, 2015 11:49 PM
(Total replies: 12)
Just use SPTrader as a data source and use something else for whatever you need to calculate. If you don't need accurate tick data then you could also Interactive Brokers for data. Edited by jokerjoe on Mar 16, 2015 at 11:51 PM
IQFeed Datafeed Wish List »
Hang Seng futures Mar 16, 2015 11:20 PM
(Total replies: 12)
Many of the local brokers use SPTrader. I'm not sure if DDE/API is available with all the brokers though. Search for "SPTrader" and many brokers come up. http://www.sharppoint.com.hk/algo.php?lang=1&mod=dde You could supplement it with historical data from the exchange. Data only available after trading so you'd have to make sure not to miss any live data during trading hours. https://www.hkex.com.hk/eng/ods/English/asp/prdList.asp
IQFeed Datafeed Wish List »
Hang Seng futures Mar 16, 2015 10:12 PM
(Total replies: 12)
Their main competitor has such data. Also I gather that various HK brokers can provide real-time data via DDE but not historical. Haven't tried them myself. Edited by jokerjoe on Mar 16, 2015 at 10:14 PM
IQFeed Datafeed Wish List »
Hang Seng futures Oct 10, 2014 09:24 PM
(Total replies: 12)
Any change on your position on adding HKFE futures?
DTN.IQ Client Software Support »
Dividends and Historical Data Feb 25, 2014 02:00 AM
(Total replies: 9)
Wow, this seems like a major problem if data is treated in an inconsistent manner. Is this still the case?
IQFeed Datafeed Wish List »
R connectivity Oct 31, 2012 04:53 AM
(Total replies: 8)
Briefly tested it, managed to somewhat get it working. Needed to load the xts package first. HIT, HTT and HDX worked. However IQFeed connection manager would quit whenever it completed or there was an error which is a bit of a pain in the ass. Will hopefully eventually get round to investigating it further. If you fix any bugs or find ways to improve it please share on github. I see it's already been forked once with some bugs fixed.
IQFeed Datafeed Wish List »
R connectivity Oct 12, 2012 02:06 AM
(Total replies: 8)
Thanks, though I suppose I'd have to pay the extra developer fee?
IQFeed Datafeed Wish List »
R connectivity Aug 20, 2012 02:45 AM
(Total replies: 8)
Apparently there's plans for connectivity between matlab and IQFeed. I'll like to request similar tools for R. I'd hazard that R is just as popular if not more so these days.
IQFeed Datafeed Wish List »
Cumulative Open Interest and Commitment of Traders Feb 24, 2012 01:59 AM
(Total replies: 6)
For each futures contract the cumulative open interest across all expiries, as well as the cumulative volume, would be useful. Could be phrased something like (Root Symbol).COI. Also the Commitment of Traders figures would be useful. Currently the best way of getting such historical data is through other data services, would be best to have it all under one roof as it were. Could probably even charge a small premium, ideally less than the others.
IQFeed Datafeed Wish List »
Hang Seng futures Jul 19, 2011 09:44 PM
(Total replies: 12)
Are there any plans to add Hang Seng (HSI) futures?
Data and Content Support »
Disappearing volume on 1min @C# and @S# contracts Jul 4, 2011 10:42 PM
(Total replies: 5)
Hi, is there any update regarding continuous contracts rolling with volume/OI? |
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