ARCA and ISLD, Level 2 data. I co-locate my server with Lightspeed.
My program currently scans over 2000 symbol in real time and it works well.
For the blackbox, you will have to learn C. For the console, you can use any language you like since it communicates to blackbox via socket. I...
I would definitely like to share as soon as i get it.
Exactly! I have been there before.
Yes. I have benefited a great deal from both of these sites. Also when I was working on Anvil, a thread here helped me even more than their...
Thanks Bob for you reply. I was just asking anyone who has experience with lightspeed API to share me some information. It's just a little...
Totally agree with the point on C++. It takes time and patience.
After spending two hours searching information about lightspeed API on elitetrader, I still don't see any valuable information about lightspeed...
Yes I also heard of the news about Anvil, but who knows what's going to happen. Maybe it will be bought by some other firms. Here is a link to...
I would suggest you to look into Lime. They are really fast and automated trading is all they do. Also, Assent's Anvil is a strong, fast...
For Disabling the âScreen Lockâ feature, you need to add the following setting under the [Trader] Section in the .ini file â...
Yes, it works fine. Had some bugs at first but has been running smooth since. It took more time of course than using a existing system. But you...
I wrote my own ATS with IB's Java API.
Thanks for pointing that out. I knew it was a violation of dependency. The data I was dealing with was one-minute data of 1,500 stocks over 10+...
I would suggest you store your weekly/monthly data separately to different tables. To me it's a more clearer design. You will have tables like...
I've never seen such a message. I think you'd better contact with IB.
Does it exceed the maximum number of contracts you can subscribe at the same time? For me, I can only subscribe 100 contracts. Since I watch two...
So far as I know, there is no way to specify the data you want to get. As long as you ReqMktData, you're gonna get all the data including...
Getting data from eSignal into Anvil? Sounds interesting! Does eSignal provide any API to output data?
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