R is what you want, probably... basically the free version of matlab/SAS... rocks the house: http://www.r-project.org here's a 3d...
in the documentation for laser it says that the proper way to place an order is through the function gtbPlaceOrder, yet you are using a function...
does it work if you add liquidity to NYSE, or send a market order? you say you're currently running systems w/genesis so it sounds like...
don't you get an error reject code? so you can submit the order manually (eg not through the api) and it works (eg taking liquidity at a price...
I've read the documentation. Seems really straightforward. Never done a project with them or had occasion to trade with them yet though. I'm...
I use tradelink, which is 100% and open-source. It supports assent and interactive brokers out of the box. http://tradelink.googlecode.com
skye, you just need to include whatever versions of MFC dlls your application uses along with your application (eg in the same directory your...
exactly... half of the brokerage API examples use MFC.
here's the microsoft recommendations for distributing MFC apps and the dlls to include:...
this will happen if you don't have the vc++ runtime installed on a new machine:...
here's another metaphor to help you visualize it: 10,000 TRADERS with a similiar investment style and each with $100,000 in trading capital end...
I'd ask for examples of his work.
fyi I just open-sourced the broker connectors to tradelink. So now you can use tradelink to auto-trade IB and Assent in addition to the...
if you want a free api for working with historical data as bars, checkout http://tradelink.googlecode.com eg you can do: // grab daily data...
It's an interesting tool, seems like it's pretty early stage and has a technical audience in mind. I don't see anything about this having code...
sam, if you already built your platform in java then you just need to hookup a broker. all you'll be doing is converting/massaging the brokers...
open quant and ninja are both .NET platforms written in c#, so at least their theoretical minimum latency should be comparable. in practice I...
if you're code illiterate... why do you care whether the code is open source or not? not to disparage your question I'm just curious... IMHO...
The period at the end of my sentences is throwing google's links off for some reason, here it is again: http://tradelink.googlecode.com or...
sorry... the period at the end of the url was messing it up for some reason. something non-standard about way google does redirects I guess....
Separate names with a comma.