That is so untrue that I can't begin to tell you how wrong that is. I write professionally "sub millisecond" algo trading software (yes, that is...
Stuff like that can be developed. at a cost. Broker/Market connectivity will also be an issue. but most of what you are talking about is feasible.
It is on a case by case basis. new() in C# is faster than new() in C++ for example. Generally speaking, you need to benchmark your particular...
1% of the market share may not seem like much, but when that 1% is a handfull of Multi Billion Dollars a year Investment banks with more money...
Short answer : no. ;-) The time needed (and skill) to write efficient, multithreaded, latency critical C++, debug it and make it reliable is...
On windows platform, try googling for IOCompletionPorts
The market has no memory, but men do ! And when it comes to their money, men usually have a very good memory. Therefore creating support and...
in my view nothing beats (or anywhere close to beat) Google's protocol buffers for serialization.
For the most scalable distributed logging, I would use the Enterprise Library but with an MSMQ (Microsoft Message Queuing) trace listener, and I...
Oh boy ! Trading with real money and not knowing the calendar of your particular market (not just talking closures, but also options expirations,...
There was, at some point, a guy who said he had prepared a doc with the main ideas summarized and all the noise removed. I asked him for it but he...
I don't really want to give the name of the Ibank I work in at the moment, for obvious reasons. But it is the Front Office branch of the Global...
I am not talking about client side at all. All I do at the front office of the IBank I work in is server side development. All in C# >What...
One could argue that this is more for historical reasons than anything else. A little bit like saying the absolute vast majority of cars nowadays...
I think you forgot one argument in your reasoning. When you try to start an open source project, one of the goal to really gain traction is to get...
I think you misunderstood me quite a bit. Load time is instantaneous. I was talking about "save" time, ie, how long it took to save all those in...
Ok, little update on my storage thing here. So far, I have only one day of tick data. That amounts to 485218 ticks. This saves into a 31 MB...
Well, I don't mind doing it in an open source project, but as a professional software developer I get fairly picky as to what I am working on, so...
Extracts from db4o Documentation : "In simplest cases db4o handles schema changes automatically: * If you add a new field, db4o...
As far as storing Time series with an open source technology that works with C#, I would personally go with db4o (http://www.db4o.com/) as it has...
Separate names with a comma.