Fatrat - I see you started your own thread on ATS framework development! Congratulations and good luck with that. I look forward to reading it and...
The point with respect to information/data sources in your first post was lost on me. Now I see what you are getting at. Why are we doing this?...
Actually fatrat, the intention of the thread was to discuss software architecture for ATS frameworks rather than strategy implementations or the...
Hopefully I've sucked you in with the pretentious thread title. What I'd like to do here is discuss ATS system architecture best practices. To...
FWIW, Valdis is the producer of said QuantDeveloper software. The documentation linked to mentioned that reflection was avoided. What...
I've heard good things about www.tenfore.com data quality and price.
Any suggestions for optimal file system arrangements? When you say compressing historical data do you mean compressing ticks into bars for...
Thats interesting. Any idea on pricing? Anyone familiar with these products.Pros/cons/pricing? :...
I think I see where you're going with this. I didn't realize you were affiliated with QD. It seems you are considering a separate, perhaps...
SmartQuant supports FIX via QuickFIX. There doesn't seem to be anything precluding the addition of other adapters to support required feeds....
RE has said pricing will be in the range of $600 one time fee (plus free upgrades for a period?) Market is starting to get a little crowded:...
Just be aware that under the hood, QD is significantly more sophisticated than RE. RE is a much more straightforward laser focused product.To make...
Yeah, I was going to say if it operates on 500 symbols then doing so by hand is not necessarily feasible! No matter. Squeeze has made his point...
You're perhaps making assumptions with respect to time frames used for the ATS. A strategy that operates on EOD data doesn't require a $2-3K/month...
Huh? These are the only two sentences that don't make any sense. It's fairly old news (2003) but still fun nevertheless:...
What you envisage is a completely different proposition. JSystemTrader is a very lightweight and simple system. You are proposing a much more...
If you read the threads at IB you'll notice this suggestion has come up before. Nonlinear has indicated that he would be happy to be a contributor...
I've never written C# code before so this is most likely not best practice code (I've used an ArrayList which is probably superceded by some...
Did you follow my suggestions? I don't think you did. Can you even code in C#? I'll make it really easy for you: 1) Got to Yahoo! Finance...
Have you tried Google? There are dozens of tools for downloading data from Yahoo! Finance. If you want to program something yourself then...
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