Hi Tom,
I haven't heard from Barry for some time now either.
We used to exchange emails on all sorts of interesting topics, but he just seemed to disappear one day.
He told me about the volatility algorithm one day a few years ago, and I remember having some time, so I wrote a program to implement it.
I hadn't thought about it for quite some time (except to fix a quote retrieval problem about a year ago), but last night I thought I'd dust it off and enhance it a bit -- so there it is.
Barry used to have a web site, but I can't find it anymore. I hope he's doing alright. Nice guy. Good voice.
I sent you an email a few days ago (hopefully to the correct email address). Did you receive it? If not, let me know.
Market Data 
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