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    Forums ›› Technically Speaking ›› Programming ›› Island ECN source code - Incredible  


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ghostrider77
 

Registered: Aug 2012
Posts: 17

 

08-31-12 06:24 AM

Thanks for sharing, this is a really good read. But nonetheless keep in mind " This was the last version before the Java migration. " :-)

Thanks

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luckybastard
 

Registered: Apr 2005
Posts: 279

 

08-31-12 06:41 PM

ECN code written in Foxpro ... I dont know if I should laugh or cry. It surely explains all the ECN crashes back then ! Most funny Island crash I remember, must have been around 2002-2003, when the ECN crashed, came back up a few hours later but all orders were still live and executable, while the market had moved, so it was free money for the quick They never broke those trades

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syswizard
 

Registered: Jun 2004
Posts: 3639

 

09-08-12 10:04 PM


Quote from ghostrider77:

" This was the last version before the Java migration. " :-)



Since this was replacing C/ASM, how did they match the performance ? Throw more hardware at it ?

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rogerwilcom
 

Registered: Aug 2012
Posts: 17

 

09-08-12 11:56 PM

if you haven't read the book Dark Pools. You should. Quite a significant part of the book is about the building of Island. The story is simply amazing.

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