Recent Content by topsy_1

  1. Relational Database<--->Objects (ORM)

    Depends on the type of data you want to to persist. Relational databases aren’t always the way to go. If you're persisting simple trade data...
    Post by: topsy_1, Oct 10, 2008 in forum: Data Sets and Feeds

  2. Modelling order execution for futures exchanges

    “PocketChange” thank you again for the information. Based on what you’ve said my reasons for exclusively using limit orders may be...
    Post by: topsy_1, Oct 3, 2008 in forum: Automated Trading

  3. Modelling order execution for futures exchanges

    PocketChange (and all) many thanks for your contribution. It all makes sense and is a real eye opener- this discussion has led me to another...
    Post by: topsy_1, Oct 2, 2008 in forum: Automated Trading

  4. Modelling order execution for futures exchanges

    Thank you for all your replies. I have a question related to the relationship between the current bid/ask and the execution price. To put it...
    Post by: topsy_1, Oct 1, 2008 in forum: Automated Trading

  5. Modelling order execution for futures exchanges

    I see. So if I place an order to BUY 10, and one counterparty fills size=5 @ 99.00 and another fills size=5 @ 99.00 - We would see two trades each...
    Post by: topsy_1, Oct 1, 2008 in forum: Automated Trading

  6. Modelling order execution for futures exchanges

    Thank you for the replies. I think the “trade through the price” approach is pretty good, since you can be certain that an order at that price...
    Post by: topsy_1, Oct 1, 2008 in forum: Automated Trading

  7. Modelling order execution for futures exchanges

    I’m currently writing a back-testing engine in Java which uses data captured from Eurex (via IB) I have a couple of questions as to how I...
    Thread by: topsy_1, Sep 30, 2008, 13 replies, in forum: Automated Trading