you may wish to check out tradelink, it's open source (free) works with 17 different brokers and data feeds super fast historical...
td ameritrade should be working also
thanks niels tradelink also supports both of the brokers poster mentions.
HFT is a pretty abstract term that can refer to many different styles of trading. If you have an HFT strategy that is a pure...
you may wish to checkout tradelink, which is open source and works with tick-by-tick data (level1 and level2) at very high speeds in both live and...
check out tradelink
tradelink is built out of a bunch of components to build strategies and trading applications called the appkit all the off-the-shelf...
replay in tradelink is comparable to their replay plus application
there is a tikconverter application which shows how to import tick and bar data from 10+ different historical formats. there are ~17 or so...
no you would have to write an adaptor to serve or convert raw nasdaq data
tradelink can do this. look at the replay application which will take a historical quote feed (l1 or l2) and allow you to do full simulations...
if you join the users list somebody will help you with this. google tradelink project or community.tradelink.org
tradelink is open source/free and runs at .05ms with live feed. on historical feed it's comparible to OQ. there are users that trade high...
you may want to look at tradelink. it's free and open source and supports 15+ different brokers. supports tick-based backtesting at...
here is how to do this in tradelink public void MyResponse : ResponseTemplate { public MyResponse() {...
are you open to other platforms besides the two listed
L2 data is available via the api. Additionally, A user recently added this l2 support in IB to tradelink . So when using tradelink with IB,...
note that tradelink has all this stuff (gui popups plus serialization and restore of properties), plus source code so feel free to look for...
If you use tradelink (open source, any .net language supported) you can do this : public class MyStrategy : ResponseTemplate { int...
you can also generally get sterling on the phone, and perform each test when they watch your accounts. see if they can tell you more.
Separate names with a comma.