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JTDerp


Total Posts: 93
Joined: Nov 2013
 
Posted: 2022-11-30 02:05
(Giving this thread a 4% chance it doesn't get overrun by these GD spammers)

I'm looking for a timely (not real-time, but not 2 weeks old) data feed which covers several sources of CTA and stock buyback activity projections (price thresholds where certain funds' buy/sell algos get triggered, how much to buy/sell, etc, and preferably, something which costs under $1,200/mo. I've seen Exante, but price is high. I've seen some data from BarclayHedge, Morgan Stanley QDS, NilssonHedge, but nothing aggregated across the several CTA firms.

Zero Hedge reports on this stuff a lot, and their data comes from Goldman and Nomura. I'm not institutional, though.

Any pointers?

"How dreadful...to be caught up in a game and have no idea of the rules." - C.S.

nikol


Total Posts: 1482
Joined: Jun 2005
 
Posted: 2022-11-30 18:37
Really not my stuff, but got curious.

https://sweetfutures.com/trading-services/managed-futures/cta-database/

found with google: cta firms database open source

... What is a man
If his chief good and market of his time
Be but to sleep and feed? (c)

JTDerp


Total Posts: 93
Joined: Nov 2013
 
Posted: 2022-12-02 00:48
Nice find. But, unfortunately they're covering past performance, not forecasts.

Another source of buying that I need to find coverage for is pension funds...would certainly believe that Bloomberg terminal has data for at least the biggest ones e.g. CALPERS...time for me to quit being a tightwad & step it up.

"How dreadful...to be caught up in a game and have no idea of the rules." - C.S.

nikol


Total Posts: 1482
Joined: Jun 2005
 
Posted: 2022-12-02 16:57
plan to use it, dont know what is inside.

https://openbb.co/

... What is a man
If his chief good and market of his time
Be but to sleep and feed? (c)

JTDerp


Total Posts: 93
Joined: Nov 2013
 
Posted: 2022-12-03 00:20
Interesting, thanks for sharing. I'm aware of Tradologics (tradologics[dot]com), along with the founder's other libraries (github[dot]com/ranaroussi/quantstats; ranaroussi/pystore), but haven't test-drove the first two yet.

"How dreadful...to be caught up in a game and have no idea of the rules." - C.S.

nikol


Total Posts: 1482
Joined: Jun 2005
 
Posted: 2022-12-03 22:23
Thank you for pointer to Tradologic. Glanced at their front page.
"Complete freedom" diagram caught my attention: many brokers/exchanges ... waw. But bottom-left I see FTX. How sweet. ))

PS. no blame, just funny.


... What is a man
If his chief good and market of his time
Be but to sleep and feed? (c)

nikol


Total Posts: 1482
Joined: Jun 2005
 
Posted: 2022-12-07 19:17
Besides, I had a conversation today about data cost. Back in 2008 I paid $1500 for a realtime feed of 500 instruments over 6 months package. I could download history of 2000 tickers.
Today similar stuff costs 2k-5k+/month.
Crypto realtime is still mostly free. Historical gets consolidated, yes.

... What is a man
If his chief good and market of his time
Be but to sleep and feed? (c)

JTDerp


Total Posts: 93
Joined: Nov 2013
 
Posted: 2022-12-08 04:23
Re: data feed, are you just getting stocks, futures, options, FOPs, FX, bonds? Looked into Sierra Chart's data packages at all? L1 & L2 (mkt depth)...way cheaper than that, and unfiltered...real-time & historical. Stock L2 feeds are consolidated though (e.g. Nasdaq Totalview).

Re: FTX, haha yea we'll see what dog & pony show SBF's next stage of playing a stooge in media appearance yields...prob a slap on the wrist given his connections. They did sentence Elizabeth Holmes (Theranos) to some time (Club Fed?), so maybe there's hope for a judge to throw the book at that clown.

"How dreadful...to be caught up in a game and have no idea of the rules." - C.S.

nikol


Total Posts: 1482
Joined: Jun 2005
 
Posted: 2022-12-09 17:20
Looked SierraCharts. It is something ... Did not come across before. Thank you !

... What is a man
If his chief good and market of his time
Be but to sleep and feed? (c)

JTDerp


Total Posts: 93
Joined: Nov 2013
 
Posted: 2022-12-10 00:16
I came across it in 2011 or '12...looks like something stuck in Windows 95 Land but the back-end API is solid, data feed & order routing services very solid, engineers are smartass curmudgeons...right up my alley.

"How dreadful...to be caught up in a game and have no idea of the rules." - C.S.

JTDerp


Total Posts: 93
Joined: Nov 2013
 
Posted: 2022-12-13 20:43
Forgot to mention: while they do provide access to FOPs (options on futures) data, it's relatively-archaic to get it for a whole chain, at least through the front-end app (back-end C++ script much better). Stock options...nope.

Nothing on regular bond instruments (bond/bill/note futures they have of course), but you could get such data into SC via 3rd party data feed like iqFeed or Interactive Brokers, or import from CSV/TXT. Ditto for stock options data.

"How dreadful...to be caught up in a game and have no idea of the rules." - C.S.
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