There are plenty of off-the-shelf products aimed at the institutional market that might be worth consideration. For example, ORC, RTS Tango and...
Sid, What were you using whilst working for the banks? Why not just use that?
Do UBS take accounts that small?
I generate and use random data quite a lot to provide a base-line when testing new analytics. Superficially, i.e. by casually observing charts...
This happens and is just one of the reasons that systems tested on back-tested intra-day bar data never quite match real-time trading. Small...
Could it be that you just have a faster computer??
Dead-lock is quite rare and easily avoided by design. I have only ever had problems with it once with a GUI call. I have never really used more...
Vista uses CPU cycle counting to try to more evenly distribute resources. However, scheduling still uses the 10-15ms interupt so if the CPU is...
FutureScalper Have you done any work on Vista by comparison? There are meant to be significant kernel improvements but I have not had a...
I am not sure why Java is so slow as C# is also managed and seems to be on average, just as fast as C++ in all the benchmarking I have done. I...
Good advice. If everyone followed it performance would be better and fund blow-ups would almost never happen.
[img] Bears still allive and kicking.
I have had a play with this software and like it as a simple backtester. My only gripe is that it is very slow, especially testing on lower...
It will be interesting to see whether the 20% increases or falls. The markets are becoming more efficient as more electronic systems go online and...
Quite a number but it depends how much you are willing to spend and your exact requirements in terms of delivery/latency e.t.c.
Never really liked esignal charts but still have an old copy of 2000i running. More interested in basic accuracy than anything else.
Doesn't surprise me. To get anything that's right you normally have to end up spending a lot of money on professional products.
All the esignal data comes from Comstock and tends to be a bit rough. DTN get most their data direct from the exchanges but the data quality is...
FIX has a better defined state model than the TWS API and the orderID chaining allows for safer modification of orders. For example the if you...
It is all described in the FIX integration manual. You can have concurrent FIX and TWS sessions for the same account. Orders placed via FIX...
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