Knowledge base

Links:

 

http://chartapi.finance.yahoo.com/instrument/1.0/AAPL/chartdata;type=quote;range=1y/csv

http://en.wikipedia.org/wiki/Algorithmic_trading

https://www.quantnet.com/threads/big-data-for-trading.15330/

http://numericalmethod.com/papers/course1/

 

Order book data:

 

"Level 2 order book data allows traders to see what market makers are showing the most interest in a stock and to identify the patterns for each market maker." (http://www.investopedia.com/articles/trading/06/level2quotes.asp)

 

 

Examples of trading strategies based on order book data:

 

Level 1 market data provides all of the information that is needed to trade using most trading systems, including the moving average bounce, zero line cross, and pivot point bounce trading systems. (http://daytradin.about.com/od/daytradingglossary/a/OrderBook.htm).