...or their beautiful FIX solution which requires you to run not one but two pieces of bloat Java shiteware!
Point taken, I'm aware it does not give me a trading edge. I'm just more concerned with not re-inventing the wheel if and when I have to shift....
Cheers! :)
Thanks for the reply, just to clarify, are you saying you would assume 0.6% of the trade size?
Really?! that's pretty much par for the course with IB I suppose, I'm looking at it in a longer term focus, going from FIX implementation to FIX...
I don't see what load has to do with it, all the broker API's I have looked at (IB, MB, Genesis) all have gotchas or are just flat out awful (not...
So even QuickFix may be complete overkill for basic trading? It would seem that to develop something basic would not be too hard. Someone...
I just know somebody could answer this if they wanted to... If the above figures are single trade sizes or daily volumes then why does the web...
Hi Guys, Thank you for your input. I was reading the FIX spec last night, there certainly are a huge number of messages. I assume only a small...
Thank you for your reply, are those daily volumes in your answer?
I just can't get the IB forex commissions page to add up, maybe I'm just feeling extra stupid tonight...so let's run it though. Assume...
What would you go for? I can't imagine MD over FIX is any slower than TWS.
Thanks for that, my motivation for FIX was not though put, but not to have my code bound to the ghastly IB API model (if I can call it that)....
Can somebody who has completed a FIX ATS please, give me some tips on how to test such a thing? For instance, is it possible to test a FIX ATS...
I'm doing some testing of systems on Forex, I calculate a transaction cost consisting of the spread + commissions, if I'm trading say the EUR/USD...
Your all wrong, it's 'In my time of dying'.
I get paid big $$$ to do telecoms pbx integration in C++, but I still used C# to do my IB integration (using this C# API...
CString will be in the MFC headers, if you don't know what I mean by this your going to have a tough time with the rest of the project, if your...
There is a type the compiler can't see the definition for before the '&'.
The Metatrader 'history center' will export data to .csv files.
Separate names with a comma.