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Some worth contacting to determine whether they have the features you seek: Paritech pxAPI: http://www.paritech.com.au/products/pxapi.html IRESS: http://www.iress.com.au/_/media/Files/Brochures/IRESS_API_Solutions.pdf eSignal QLink http://www.esignal.com/development-tools/esignal_sdk_tools/qlink.aspx Two other real-time platforms are Bourse Data and ...


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Option #1 - If you need historical data you can use one of the links from other answers http://eareview.net/tick-data/download-free-tick-data Training set of tick-by-tick data? Option #2 - Also, historical data can be exported from Metatrader or Ninjatrader : https://www.mql5.com/en/articles/27 (OHLC bars only) ...


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You need to use the strategy tester. It is a built in feature of mt4 and well known and documented. For more information you can google "mt4 strategy tester" or just check mql4.com (or mql5.com.... they are starting to merge pages from mql4 to mql5). You can start here: ...


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Oanda also offers tick data for free provide you have an account with them and maintain a balance in excess of $1,000 (academic exceptions are possible). The data can be downloaded from https://fxtrade.oanda.com/trade-forex/fxtrade/historical-data It appears that you need to log in to see the relevant restrictions but I have included them here for people ...


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You might be interested in this link: https://www.dukascopy.com/swiss/english/marketwatch/historical/ It's not as good as Reuters or Bloomberg data, but it's free.


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Intraday data on FX markets are not publicly available. I can only recommend a paid source where you may eventually ask for a student trial: http://thomsonreuters.com/en/products-services/financial/quantitative-research-and-trading/tick-history.html


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If you're looking for an alternative to Q, try R. It's a a great language for modeling and time series analysis. For a DB, try cassandra, which supports partitioned data, high-speed access/queries. Nice thing is that you can quickly produce compelling graphs and charts in R. Also, R has a big community compared to J. And it's all open source, with a ...


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QSTK is nice and open source , it is the QuantSciTookKit and it has some good functionality if you are interested in python programming. Here is the link: http://wiki.quantsoftware.org/index.php?title=QuantSoftware_ToolKit


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For ultra-low-latency network applications it is mandatory to use a single-threaded, asynchronous, non-blocking network library. You can and should handle multiple TCP connections inside the same reactor thread which will be pinned to a dedicated and isolated cpu core. To give you an idea of TCP latencies you can take a look on our benchmarks using ...


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You probably want more than a low "TCP latency". Anyway, what latency is it? The TCP layer to connect to your 10Go (i.e. The implementation of the TCP protocol only)? The implementation of a protocol to read the market data (direct native feed? FIX?)? Or to "move" the content of the feed to a zone of memory shared with your application? And what about the ...



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