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Hello everyone I am new to this forum.
I am looking to create a blackbox and need some help.
a) which software would be best for screening the whole NYSE or even the
whole market?
b) which software would be able to screen based on bid/ask size ?
c) custom programming in c++ and multi threading to program black box.
d) need intraday tick data of the NYSE to back test bid/ask
If you have any suggestions, offers of help, I would appreciate greatly.
Yours sincerely
Aaron
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