No serious trading algo compresses data into bars. Bars are just a visual aid for fitting large timeseries datasets into charts so they can be...
It's a real shame that the volume on the big S&P contract has dropped to such dismal levels otherwise that would still be a great contract to...
What sort of HFT strategies were you running? Arb based? Am guessing round trip messaging times were in the 100ms bracket. What were the...
Yep. It's just a wrapper around the R API. I remember speaking to the Zen support team a few months ago and them admitting that they'd made a...
I don't see Rithmic as being interested in moving into this area. Their business model is focused on providing a very low latency infrastructure...
Can also vouch for Vision. The Rithmic setup is as good as you will get in the retail marketplace and their support is excellent. If you colo with...
Yep. For hedging purposes. Mind you I only use the ATM strikes where the liquidity is nearly reasonable.
The real R experts live over at Wilmott. Try posting there if not already.
Of course, you are right. My technical background was initially in C++ and then I moved almost exclusively into Java and C# about 8 years ago. I...
Exactly. Let's be honest, we can sit here all day discussing the merits of various technologies but really, honestly, making money all comes down...
Might have done. Never looked at it before to be honest. http://javolution.org/target/site/apidocs/javolution/io/Struct.html It looks like...
The lack of struct support in Java pretty much ruled out me using it for my trading app. Having to put even the simplest data structures on the...
I iterate through 10,000s of collection entries multiple times per second without problems. What sort of strategies do you work with Rosy where...
To my mind the complexity in building trading frameworks isn't in the coding at all...it's in mapping out the possible operational scenarios and...
Apologies. Yes, this is correct. I know of several broker/FCM platforms that use FIX/FAST on the backend to connect to the exchanges. However, as...
You trade OTCBB!? No wonder you are seeing outages. You have my sympathies...
And you definitely won't be hanging out at ET. If you have the money to play this game and enter the HFT arms race in arenas such as index arb...
Nobody with an iota of sense assumes this. Again. Nobody with an iota of sense assumes this. Data cleansing is an ongoing problem for...
I had similar experiences when evaluating Ninja's logic. Good luck for the go-live. Have you thought about doing a journal of your experiences...
As has already been pointed out by Aitch Eff Tee, this is very very different to an exchange or product going offline. You are talking about...
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