The order goes from the client computer to Zen-Fire computers where it is, in fact, checked for available margin and other authorizations. If...
1. Orders are routed directly to Globex. 2. No need for such a request as orders go directly to Globex. 3. Increasing your computer's memory...
for the gs example you site, i think a bracket would do the trick. what other types of strategies would you like to see?
The Macy's analogy is good but i think that it is not quite the point beacuse it is based upon the folloing premises: 1. all things being equal;...
i should have been a bit more explicit about this. When considering things from a latency point of view, focusing on the messaging and the...
perspective is the key. high frequency and low latency messaging and middleware is an arms race. my firm wites this stuff, licenses it and gets...
R | Trader shows you the toal p&l by account. You can then click 1 button to flatten.
can you provide examples of what you do consider "good and well done" ?
you should also consider that an llc does not die and this opens up some interesting options for estate planning. suppose you trade and make a...
at the moment we support trading of futures, options on futures, listed strategies and spot currencies. in q2 we expect to go live with support...
Rithmic is/provides a hosted platform that was built for automated algorithmic trading. It has a C++ api called R | API and a front end screen...
though i have not looked at the data for april 13, i do know that we routinely get more than 30,000 messages per second from the CME during the...
terminology seems to be imprecise. clearly the notion of the time it takes to execute a trade is vauge. suppose i send in an order that is...
the execuution time refers to latency not throughput. looking at the data i found that on April 13, from 09:30:00.000000 through 09:30:00.999999...
Try the Zen-Fire API or R | API.
the market data for ninja through Zen-Fire is NOT coalesced (filtered, aggregated, ...).
in dice and roulette and other common gambling games (not black jack), the outcome of the next event is independent of the outcome of the current...
it the system is available as a product, why can you not identify it?
I can't speak for others but i think that high frequency trading is when orders are placed at an average rate of about 1 per second (but not...
all the date and time fields (including the microseconds) represent the time at which our software receieved the data. we synchronize our clocks...
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