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Re: trading

  • To: mathgroup at smc.vnet.net
  • Subject: [mg103984] Re: trading
  • From: Joel Reymont <joelr1 at gmail.com>
  • Date: Wed, 14 Oct 2009 07:57:54 -0400 (EDT)
  • References: <200910131119.HAA29319@smc.vnet.net> <hb3g4n$m20$1@smc.vnet.net>

Is Mathematica suitable for keeping up to date a time series built
from a real-time data feed?

Suppose I want to daytrade futures. I can try to hook up ZenFire
(http://www.rithmic.com) to Mathematica but should I make it update a
time series of various contracts or should I do this outside of
Mathematica?

If I update a time series in real time within Mathematica, can it keep
a file of doubles on disk rather than keep everything in memory? In
other words, is Mathematica suitable as a tick (quote) database?

    Thanks, Joel


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