Thank you for your advice. My strategies are not sensitive to occasional interruptions for 1-2 minutes. If heart beat of the main application can...
I am thinking of setting up a redundant server that runs a disaster-recovery trading bot in case the main bot in a NYC datacenter can not function...
Thank you very much for all your insightful information. When you said it took 120ms to get an order confirmation number, are you referring to the...
If the # of shares per order is always great than 100, the minimum charge per order imposed by IB is no longer a disadvantage. However, you may...
For IB, I believe the minimum charge per order is $0.35.
They do. If that is the case, I guess I can use QuickFIX, right?
The reason I need to code in C++ is Lime only offer Java and C++ wrappers for their FIX protocol.
My current strategies are not very latency sensitive. I plan to choose the more affordable VPN connection offered by Lime which costs $800 per...
Thank you. The reason why I am exploring the idea of HFT is that I need to build more uncorrelated strategies to reduce the fluctuations and...
Thanks guys for all the insightful information. As a startup hedge fund, our AUM is around $2M. Managing a small AUM makes it relatively easy to...
Thank you. I guess I will give a try to boost.python. Once everything is up running, I will rewrite all my code in C++.
Correct me if I am wrong but I believe Lime only offer FIX and C++/Java wrapper. Out of curiosity, what is the preferred solution for HFT if not...
Correct. This is a temporary solution before I rewrite everything in C++. My current strategy is not very latency sensitive and Python is fast enough.
I am not doing HFT yet but I am interested in getting into it. As a result, I might as well plan in advance for the execution part of the code.
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