Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
Export Price & Volume Profile/Footprint Data to create a Statistical Analysis Sheet
I have my Level 1 data capture from NT working. Hope to get the L2 stuff captured this weekend. Still tweaking the code and learning. For example, I noticed that starting my strategy can reload data I've already captured. I need to make a few changes to avoid double entries in my DB.
One weakness I've discovered with the NT8 Kineticks feed is that L2 data only seems to be +/- 10 ticks from last in the order book. That may ultimately drive me to a different feed with a more complete picture. IQ Feed would likely be the next step.
For now, I'm still building, learning, and tweaking. I'm also trying to keep it generic so it's not a big deal to change data providers.
Can you help answer these questions from other members on NexusFi?