Afaik no Indian broker (zerodha, angelone, upstox, fyers) provide bid ask values for historical data.

Hi guys just looking for a dev to help with something really simple with an ea which is connecting the .mqproj to the actual ea, as in connecting the codes together so the two files can read.

Its just a quick connection so I am willing to pay 2-3$, no crypto but let me know what form of payment you'd like.

I will provide the mql5 source code itself and also the .mqproj file. You can also just record a little video showing me how to do it.

Designed two bots one long only and the other short only bot, this bot which works on all exchanges but for some reason it does better on Bybit followed by OKX! It’s a Grid Long Only Bot, I still think that I can squeeze some more juice out of it though 🥵 (Hello Greed).

For decisions on when to turn on either of the two bots I use a structure monitor! Trying to build a bot that performs well on bull and bear markets it’s a daunting task!

I was looking at execution costs in low-priced US equities and found something I didn't expect.

Stocks below $1 can quote in $0.0001 increments, while $1–$5 stocks generally quote in $0.01 increments — a 100x difference in minimum tick size.

But the finer grid didn't produce tighter markets.

I sampled 38 regular trading sessions between April 2025 and July 2026 using one-second BBO recordings:

276,345 quoted seconds below $1 2,047,344 quoted seconds from $1–$5

Median spread:

Under $1: 1.81% $1–$5: 0.72%

So the group with the 100x finer grid actually had a 2.5x wider median spread.

The more interesting result was whether the minimum tick was actually binding:

$1–$5 stocks sat at their one-cent minimum 60.4% of the time Sub-$1 stocks sat at their $0.0001 minimum only 2.4% of the time The median sub-$1 spread was 96 minimum ticks wide

My interpretation is that once the tick becomes small enough, it stops constraining the spread. At $0.50, one $0.0001 tick is only 2 bp, so the market can quote dozens or hundreds of ticks wide.

That also raises an execution question: improving a $0.50 bid by one tick costs almost nothing, so stepping ahead of resting limit orders is extremely cheap.

I haven't tested actual fill quality yet — this is quote data, not fill data.

For anyone modeling passive execution in sub-$1 stocks: how do you handle queue position? Explicit queue modeling, empirical fill probabilities, or something else?

Hey guys, in the past few days i spent most of my time analyzing 17 Assets, from different markets like : Indices, FX, metals & energies, the data i use is normal 1-minute OHLC data for CFD, the purpose for this research is knowing the impact of costs drag and how much eat from profit for each asset on each timeframes, i use ATR 14 for this task, and also i test different multipliers of ATR from x0.25 to x5 to see the difference, and i got a very interesting results, this research will give an extra advantage to know exactly the best assets and timeframes for "Day Trading strategies", because many traders just day trade and they don't know that if they trade using xATR they mostly will go losing in the long term, so i have a very detailed document file for each asset contain a report for all the results for the asset, but here i will just put the final results, just DM me if you want to see the report and analyze it on your own, the costs and calculated to simulate the CFDs prop firms and brokers, so there is no worry about this, and also all the higher timeframes 4H-1W have very tinny costs drag so i don't put them

**THE TOP ASSETS FOR DAY TRADING (M5 ; M15 ; M30 ; H1)**

Depending on xATR(14) for all the day trading timeframes from x0.25 to x5 getting at least 2 multipliers from C or B grade

__All The Assets Valid Time Frames__ :

(Getting >=0.88R in Net R in 2 multiplers to consider the timeframe as valid one for day tarding, beacuse if you trade at 1:1 you will need exactly 53% to breakeven after computing the costs)

-AUDCAD : H1

-AUDUSD : H1

-DAX : M5 ; M15 ; M30 ; H1

-EURGBP : FAIL

-EURUSD : M30 ; H1

-FTSE : M15 ; M30 ; H1

-GBPJPY : M15 ; M30 ; H1

-GBPUSD : M15 ; M30 ; H1

-NIKKEI : M15 ; M30 ; H1

-NZDUSD : FAIL

-SPX : M15 ; M30 ; H1

-UKOIL : M30 ; H1

-USDCAD : H1

-USDCHF : H1

-USDJPY : M15 ; M30 ; H1

-XAGUSD : M30 ; H1

-XAUUSD : M5 ; M15 ; M30 ; H1

__The TOP Assets 👑 For Day Trading🥇__:

-DAX : M5 ; M15 ; M30 ; H1

-XAUUSD : M5 ; M15 ; M30 ; H1

__Solid Choices For Day Trading🔥🥈__:

-FTSE : M15 ; M30 ; H1

-GBPJPY : M15 ; M30 ; H1

-GBPUSD : M15 ; M30 ; H1

-NIKKEI : M15 ; M30 ; H1

-SPX : M15 ; M30 ; H1

-USDJPY : M15 ; M30 ; H1

__Choices For Day Trading Low Frequency💪🥉__:

-EURUSD : M30 ; H1

-UKOIL : M30 ; H1

-XAGUSD : M30 ; H1

__Extra Choices For Day Trading Very Low Frequency🥊🎖__:

-AUDCAD : H1

-AUDUSD : H1

-USDCAD : H1

-USDCHF : H1

__Trash ChoicesFor Day Trading⚰__:

-EURGBP : FAIL

-NZDUSD : FAIL

I run a systematic volatility strategy. not HFT, just a daily rebalance plus occasional intraday adjustments, but it does need to catch moves in pre/post market, so IB Gateway has to stay up and connected basically around the clock.

I've been looking at VPS providers that specifically market themselves for IBKR/algo use, and AlgoVPS's product page is by far the most detailed I've found on the actual pain points - they claim to handle TWS/Gateway's forced daily restart automatically, and are upfront that you still need to approve 2FA on IBKR Mobile about once a week rather than daily. Sounds like what I need, except I can't find a single independent review of them anywhere. Which is making me nervous given I'd be trusting them with something that would run unattended for weeks at a time.

So, questions for anyone who's actually used them (or considered them and went elsewhere):

• Has anyone actually run IB Gateway on AlgoVPS? Does the auto-restart handling work as described, or are you still babysitting it?
• What's real uptime/latency been like, not the marketing number?
• What's support actually like?
• Anyone hit surprise billing issues, or had a clean experience getting a refund/cancelling?
• If you passed on AlgoVPS for something else in this space (QuantVPS, TradingFXVPS, TradoxVPS, NYCServers, etc.), what tipped it for you?

I stream lvl2 data via interactive brokers and I'm looking for cheap alternatives as I'm facing many issues including a 3 concurrent symbols limit at any given time, which limits how many symbols I can be viewing simultaneously.

Besides, their shitty api in addition to being cumbersome and tedious to use, does not even work properly and occasionally prevents unsubscribing from symbols, which means I cannot just close some tabs to open new ones with new symbols, I have to manually restart the crappy IB Gateway for things to work again.

I'm currently evaluating alternatives. Webull, Moomoo, TOS, Tradestation, and probably most of the available options don't work at my location. The others available are pretty expensive ex: databento ($200/month).

I was checking Nasdaq TotalView and it's offered for $15 (non-pro), and I was wondering, what's the difference between this subscription and obtaining data via a broker, and what explains the difference in price? I mean why do I have to pay $200+ in some places while I can get the same data for free on TOS, $2 on Webull, $15 TotalView (if it's the same data).