What trading market data ACTUALLY looks like
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- Опубликовано: 28 авг 2024
- In this video I go over a actual example of trading market data, dissecting the update in Wireshark. I also introduce you to CME's MDP3, various update types, as well as what an event is, and what a packet is.
www.codingjesus.com
Wireshark: www.wireshark....
Open-Market-Initiative Wireshark Plugins: github.com/Ope...
CME MDP3 Documentation: www.cmegroup.c...
CMEMDP3 Orderbook MBO and MBP Documentation: www.cmegroup.c...
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Email: thecodingjesus@codingjesus.com
A bright, talented, hip,humorous, genuine, professor- like Quant!
Forgot to add Professional!
Found while searching for skills for hft and watched more than 5 videos back to back thanks man subscribed
Same😁
I just discovered your channel! Thank you for your amazing insight into the opaque world of quantitative development. :)
Your the truth there’s no need to drop these gems there so far beyond anything I’m seeing on RUclips
Massively interesting and informative video
New subscriber here. Great channel!! Heard about you on Jake Trans channel. Recently decided to pursue become a developer (been on the fence for years in other entrepreneurial ventures). Your videos resonate with me. Glad to see someone sharing Quant content!
I'm currently on the second stage of my journey to automate trades. I already generated a watch list using a call to IB scanner function. Next is the market data, but it isn't as simple as I thought.
Fascinating. I think you do a great job of taking something that on the face of it is overwhelmingly complex and making it straightforward and clear. Thanks CJ.
Great vid. How do you get access to this market data? Is it available for free to everyone or do you need to be a firm/broker?
More finance domain concepts breakdowns are needed
That's a very interesting channel you have, thanks for sharing your knowledge (I didn't do shit over the last couple of days because I've been watching your videos pretty much all weekend, but hey, I see it as a good investment of my time :-)
note: if you're going to blur out some of the info, don't forget to do the relevant parts in that hex dump as well, at least the Ethernet and IP headers (first 14 + 20 bytes).
Cheers !
Awesome video, thank you for making things clear and easy to understand!
No problem
Hey Jesus, great content mate. Love your videos. I was wondering if you would have a suggestion of what's one or a combination of online program/s that would get at least close to the reality of a software developer in a proprietary trading firm. Thanks again for the great content.
Great insight into market data. Thanks!
Thanks.
Thank you so much for the great video!
as always great content!!
Appreciate it!
How did you actually capture those packages? I mean, you had to somehow connect to the CME Servers in order to listen to the stream?
You did a very good job man! Loved it!
This is so good dude thanks heaps.
really amazing video... very usefull
Hi I have a question. Do you have any reliable source to learn and understand about how the market data is generated in depth in real time?
If this is market data, destination IP is the group IP, a channel in your analogy, not machine IP.
Wow just discovered your channel. Have to say it's really informative, especially this video and your matching algorithms video.
Can you recommend some websites or books to learn more about programming for HFTs or exchanges?
Thanks.
No such resources exist
@@CodingJesus oh sad to hear that :(
I guess I'll have to drop this field then.
@@CodingJesus Then how did you learn it yourself?
Nice video once again
Thanks
❤Wow!
Man Joe I love your channel name. Tell God I said hello :)
Your going to hate my question lol .... R or Python? Also is pine script ok for systematic programming? I find it’s difficult to keep packages/libraries working in updated versions or R and python - need a seamless tool in the ☁️
Python
@@CodingJesus thanks for the prompt and clear cut response :)
Are you going to join a HFT firm or do you just trade independently? Great video btw!
I already work at one. Thanks!
@@CodingJesus Thanks for replying! What is the reason behind trading at home then? Are you just practicing to improve your skills for work or are you just trading on the side as a hobby? Thanks!
@@anbarwins950 I don't trade at home. I'm just showing you trading market data, while being at home. :)
Can retail trades on these information without the help of institutions and firms ?
No.
Church!
I like Jesus and his videos , I am. 64 yo guy who has been consistently profitable trading for the past 18 months , my account balance is climbing ina close to linear fashion. I got to this happy circumstance by SIMPLIFYING my strategy . I only trade one thing and mainly use options.For me if your trading strategy has more than two or three moving parts you are wasting your time, keep it simple or quit. I fear for anybody using the space age strategy described here.
One thing I’m curious about is why do folk like yourself share all of this knowledge? Surely you shouldn’t share your work? Is there any threat by Korean and more people turning to this?
This is all public data.. I would never share anything private.
@@CodingJesus no that’s all good I’m just looking into the idea and wonder why folk like yourself provide others with knowledge that you have worked hard to gain, I just wonder if you are creating competition for yourself?
@@buffplums I believe it's an embodiment of what I'd call an engineering mindset. Knowledge is much more powerful and valuable when shared. Besides, he found a way he can do so while generating revenue and fostering a community. In my opinion, it isn't much different in principle to someone showing you how to work on your car or repair household appliances.
Hung
:D
Technical Analysis may or may not work. Levels do. Also fun fact, 70-80% of trading volume on the street is from institutional programs... so trade accordingly. No holy grail, but if you're smart you can make money from this fact. IJS.
Institutional programs my foot!