If every millisecond matters, does Linux have any REAL advantage over Windows when running C++ complied real-time algo-bot?
FIX/FAST
Task: coding real-time black-box for algo-trading on european exchange with FIX market data/order entry + CME market data coming through...
What do you think about receiving CME data through CQG server in London?
No. Absolute latency doesn't matter as long as it's equal among participants. If this amount of cable is equal among collocated servers, then that...
Is the following statement true or false? If it's true, what exchanges are doing this? "It is interesting to note that some of the exchanges...
There is no reason to colocate in US because I'm autotrading at european exchanges. So I'm not concerned about 3-5 ms it takes for data to travel...
By âfastestâ I mean the the lowest delay between tick being generated at the exchange till it come to my PC (in Europe). Especially at the...
I need IOB (International Order Book) of LSE (where GDRs are trading).
OK. Forget about "ultra-high frequency" part of my question. The only requirement for the broker is C++ API. We've got 4 brokers on the list...
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