if your goal is to make high frequency trading easier for smaller players, removing BBO or book data is not a solution since that would eliminate...
"It would be nice to have a GUI-less framework in .NET that encourages users to write plug-ins (data feeds, broker interfaces, storage, etc.)"...
you can add a tickwatching component which will notify you if the feed fails. if you have questions about this join the users list and somebody...
calculation code above for PL is done based on fills/positions (as they occur/exist), as well as market data from whatever source of data you're...
30k writes/second is pretty fast for sql. here is ms-sql 2008 at 6k/second for financial data...
If by linux solution one means running trading systems or code on a linux box that processes data from iqfeed, see our above posts. Windows...
"iqfeed api is tcp-based" iow meaning you speak raw tcp to get at their feed. (rather than some brokers which make this difficult, don't...
calc times are measured in nano seconds, iow you can get millions of ops per second. most brokers deliver tick with millisecond latencies...
great. note that tradelink works with IB out of the box, so the code above will work with IB or any supported broker (without having to learn a...
you can do this with tradelink, eg : public class MyAlertResponse : ResponseTemplate { decimal OPENPLALERTLEVEL = -500; Results...
iqfeed is tcp-based so it will work on linux
esignal api is pretty good as long as you're trading small subsets of the market (eg <100 symbols) bigger than that you can see performance...
wilmott and linked in both deal with traditional technical analysis techniques as well as more modern mathmatical approaches. there is also...
wilmott.com linkedin.com quant.ly
look at r package quantmod.com also might want to look at rmetrics
tradelink connects you to 15 different brokers/DMA. tradelink may run on your desktop, co-located with an exchange, or on a virtual environment...
you can also do this with tradelink, which is open source and supports 15+ brokers. check out the tradelink.research module, google tradelink...
tradelink also includes pairs examples code which will work on any of 15+ brokers. all open source. google tradelink project or tradelink.org...
tradelink is free, open source, supports 15+ brokers, 4 asset classes and allows multi-core programming. that said you should also be able to...
you may be interested to check out tradelink. it is free, open source, works with 15+ brokers and has video tutorials. google tradelink...
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