Having some years of experience trying to develop Algos in NinjaTrader 7 and now 8, I continue to find serious practical issues ( not solved yet ) in live trading, such as "inexplicable non-executing Forex limit orders under unmanaged mode", inability to manage and reset a simple "rejected orders status"..among other ones that create unwanted outcomes. I tried a long time in the support forum, a good source for solutions but still, many are opened and I need to close some developing ideas faster. I'm aware of Broker's Api, others possible platforms...etc but I'd like to know reviews and opinions from experience of wiser fellows traders about some solutions that I could implement using C or perhaps C#. By the way, IB still seems to be the best cheap multibroker with API, another new suggestions to check it ? I was told to check: Limebrokerage http://www.limebrokerage.com/about Thanks in advance
I have my own trading platform which connects to Bloomberg, Interactive Brokers and some cryto exchanges. IB works great.
Whenever you have problems with a program and find support lacking just enter a new ticket and offer $500 or so for them to fix all your other tickets. Boom! Problem solved!
every line of code with my own hands.. heheheh... I develop order routing and market data apps for some finance companies in Argentina (mostly Bloomberg API in this case) though I'm quite expirienced in all that. Besides I am a trader in a crypto fund... So I designed the architecture to make it confortable to develop new strategies...
Privilege position my friend, good for you ! Nowadays it's an enormous advantage to have some CS educational level. I was always trader but in the last years learning and developing in C#, still pretty far to be proficient enough. I began with NinjaTrader, a decent software to begin with, but in order to take real advantages of some BlackBox, I need to upgrade my "environment" with more professional tools. Enjoy BAs !
Welll.. there is a new generation of finance guys who come from the IT world... I am a software engineer actually but I later started trading and I finished my master in finance.. Developing software is tougher than it looks if you want to make it right... Only 20% of the developers that I knwo are good, and none of them have worked less that 10 years in the industry...
The Lime Web portal you referenced focuses on ultra low latency for equity and options, not for futures. As Lightspeed just merged with Lime, the futures side is Lightspeed and we introduce the Wedbush futures. If you are looking for an API for FOREX, we do not offer that, only FX pairs on the CME. As for future's APIs, we currently offer CQG and Realtick, but I hope to add others soon.
IB's API is straightforward and easy to use. If you have to get into the API's code it's a bit hard to follow because of the classes and pthread'ing, but it is relatively lightweight.