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PureBytes Links
Trading Reference Links
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I use RT thru QT, and want to get a direct feed for integrated RT
& historical DB. Making sure i get a feed that has a good Spike
filter implementation is a high priority, especially if auto trading
is pursued. I just grilled DTN as they are my current and appreciated
feed, but their Spike filter is Vapor Ware per there tech support.
Tomasz said they had an "Avg. True Range implementation", but the
Techs are unaware of it and I may be confusing it with a different
feed provider.
Can anyone recommend an RT feed (with quality spike filter) and if
it's not too much to ask, offer a link to their spike filter
documentation please?
mark out
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