Interesting questions. Would like to know what you think are the *right* answers. For me: 1) Prefer not to re-invent the wheel. Apache Mina...
Suggest you ask at the Wilmott forums for this kind of question: www.wilmott.com For example there is the CFQ (Certificate in Quantitative...
There's also: http://www.newsware.com/ The website looks like it was designed in 1998 though. Doesn't build confidence. Could be good. No...
Came across a non-commercial API from Reuters, released last year: http://spotlight.reuters.com/ However, for commercial purposes it is...
TOS = thinkorswim They have some decent analytics in their platform and it is/was an options-centric broker. You'll probably find it easier to...
See the other new thread here: http://www.elitetrader.com/vb/showthread.php?threadid=152997
I'm going to check out the trial. Do you have any indicative pricing for the news trade product offered by them? You can also add some news...
I think I can see what you're getting at. You basically want a time machine that has a dashboard for a given underlying. I've never come...
I hear ya. I have developed a basic "ticker plant" server as a means of replaying historical data that has previously been stored - in that sense...
rosy2, are you including the cost of the data feed/historical data or will the mark...I mean OP have to pay extra for that? :) My bid for...
It's debatable whether you can reverse engineer a system by looking at past trades that system has made. It naturally depends on the type of...
I think droskill and others have been very helpful and patient with replies on this thread re: possible platforms. In the end, I think you just...
Are you using FIX for data feed? Many data feeds timestamp their data so if you build bars from the embedded timestamp you'll be in sync with...
Many people do not use FIX for market data, only for execution. Standard FIX isn't particularly efficient for high-frequency data, hence the...
Not necessarily better, but an alternative FIX dictionary that uses a Java applet is at www.fixionary.com To access the Marketcetera repository...
It seems that TickZoom threads are moved over to the "Trading Software" forum rather than being here in the "Automated Trading" forum.
My guess is, the thread was removed for one of the following reasons: 1) TickZoom has become vaporware - I can't see the source code on the...
I mentioned this a little while back on the "Sharing Resources" thread. I'm interested in compiling some up to date information on brokers that...
I have some basic experience with QuickFix/J but the easiest thing for you to do is examine the source code for the Marketcetera ORS (Order...
Can't remember but can't you access the TWS API from anywhere unless you specifically have it locked down to certain IP addresses? The OP...
Separate names with a comma.