Forum: Brokers
November 18th, 2010, 07:58 AM
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Replies: 24
Views: 9,089
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Forum: Brokers
November 18th, 2010, 03:31 AM
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Replies: 24
Views: 9,089
I count the number of data from MarketData...
I count the number of data from MarketData (without last, only bid.ask) and MarketDataDepth (only best bid.ask - position 0)
The 2010-11-16 with FDAX-2010-12
L1 - MarketData => 724,634 price...
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Forum: Brokers
November 13th, 2010, 06:22 AM
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Replies: 24
Views: 9,089
I work on the replay data from NT7 and I find...
I work on the replay data from NT7 and I find strange issue!
When I count the number of BID/ASK data in MarketData (L1 without trades) and MarketDepth(L2 at level 0) I find more (15%) data in L1...
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Forum: Brokers
November 10th, 2010, 06:35 AM
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Replies: 24
Views: 9,089
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Forum: Brokers
November 10th, 2010, 05:31 AM
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Replies: 24
Views: 9,089
Quality of the data from replay NT7 server
Hi,
I construct an strategy on the replay data from NT7 server, but I can't find information on the source of the datas ?
It's good or bad data for backtesting ?
It's better to register data...
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