OK. I think I (and possibly some others such as propseeker) misunderstood your earlier comments. I interpreted your previous posts as implying...
Don't know of anyone using FIX anymore. As Rosy says, it's verbose and slow. I would advise that you use your broker's API. It's likely to be...
You're shitting me right? You see this everyday? Which exchanges are you trading on? The electronic version of Cheggers' SwapShop? If exchanges...
A few things occur to me... 1. If you rely on a stateful API the problem of maintaining state is just pushed one rung further up the ladder to...
Anytime you are not flipping a coin to make a decision you are by definition going to have to make a choice about the data on which you base your...
It's in beta. Email them.
Thanks for the heads up. I looked at Retlang a while back. Out of curiousity, at what level do you see the performance/productivity tradeoff...
I don't need the performance of C++ so am using C#, simply because the toolset available is so much richer. The various elements of my market data...
OK, I can see now why you are prepared to accept the tight coupling and the maintenance overhead that this design approach brings. As you said...
I'm a bit lost here. So are you saying that if your internal app logic needs to know the state of an order you put a request into the API and wait...
It is, but I don't want to shut any doors in the future.
Interesting. Do you use an arbitrary number for N? In running some of the wilder variety of market data through my app I've seen occasions...
Thanks very much for the offer but I'm not looking for my design or code to be peer reviewed. Just looking to have a broad discussion at the...
Totally agree. The potential for screw ups of cluster fuck magnitude are enormous when operating in this field. This is what gives me the fear...
Agreed. This is essential. Until you receive a confirmation report for a particular action you must assume it has not been carried out. E.g. Any...
Yep, this is essential. I have a set of monitoring algos running in a separate process which execute an emergency shutdown of the strategy should...
That's what I found when I evaluated the retail software packages and is one of the reasons I decided to build my own application from scratch....
Thanks Lee. Indeed, this is the module that interfaces with the FCM's trading platform and internally manages order state. It both sends and...
I'm routing direct to the exchange once the order has been through the risk management module of my FCM. Doesn't really matter anyway since no...
Thanks Eric. I spent a few days looking at both the TradeLink and Marketcetera codebases before Christmas. To be honest, I really wasn't...
Separate names with a comma.