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vz wrote:
Hello everyone I am new to this forum.
Welcome aboard!
I am looking to create a blackbox and need some help.
A back box TS plugin, or tool in its own right?
a) which software would be best for screening the
> whole NYSE or even the whole market?
TS or Metastock _may_ be able to do this, I seem to
remember someone saying they had TS tracking several
hundred (or was it thousand?) instruments in real time.
Lots of RAM (as much of your motherboard can handle,
min 2 GB), dual 3 Ghz CPU's and a SATA/SCSI RAID 0+1.
I would personally expect system instabilities trying
to track this much data in real time with Win32, you
may want to consider your *nix options.
b) which software would be able to screen based
> on bid/ask size ?
TS can use Bid/Ask within a strategy.
c) custom programming in c++ and multi threading
> to program black box.
TS can call out (pass variables to/from) a C++ DLL,
but remember TS is not natively multithreading
(which is widely held as a serious limitation of an
otherwise excellent tool).
I have no idea about MetaStock, I haven't use it since
it was a DOS tool. You'd have to go into the details
of its capabilities on another list.
d) need intraday tick data of the NYSE to back
> test bid/ask
I don't think you'll find any providers that store
historical Bid/Ask data, with the exception of
Bloomberg & Reuters.
US$2,000/m + leased lines, min commitment 12 months :(
+ a high end PC on top, that's a US$30k "experiment".
If you have any suggestions, offers of help, I would appreciate greatly.
If you really need Bid/Ask data your going to find it
very difficult. If you could modify your tool to
operate from sales data only, you could then get this
data separately for each instrument, perhaps even for
free on a delayed basis, then synthetically MUX all the
instruments together into a giant "whole NYSE" feed for
testing.
Yours sincerely
Aaron
Justin
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