Well, trading changed a lot since then, so I would not recommend those books I've read back then, except maybe "The disciplined trader" from...
When I started my trading career, 13 years ago, I read a lot of books. I think the best advice I read in all those book was this: get with a prop...
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...
Their site states: "4,400 individuals with Direct Market Access to over 10 major markets around the world."
The authorities had Peter by the balls, he had to shut down swift but he started a new company: http://www.orbixa.com which basically is just...
Totally agreed that it's only a matter of time before Sterling is out of business. Their API is just a big fat joke. Using COM for API...
Of course. It's just asking for problems to write stock exchange code for Windows. Not only because its TCP/IP layer is at least 3x slower, but...
[/b] I guess you have never heard about a realtime OS ? Take a look here for example: http://www.redhat.com/products/mrg/realtime/ Ok, you...
Windows might schedule some interrupt handling between the hardware call and the report, which might add up to a lot of milliseconds. The...
Yeah, the HPET, but even though the timer itself is accurate, windows is NOT and hence the result is not. Still waiting on your answer though why...
However, I do want to add that regardless of the compiler, even if every *milli* second of *latency* is important, that windows (and hence C#) is...
Oops, that's a typo of course, I meant micro obviously.
Please explain yourself ?
Maybe the key to our differences is that we're talking about different things here. If you need to be THE fastest, then you don't have another...
But anyway, it IS kind of depressing. To be among the fastest is getting more and more expensive by the day. a 40gbe connection (which offers...
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