Just looking for a sample program written in .net that uses the nxcore datafeed that basically shows how to call a stock, how to receive quotes Pretty much that's it will pay money
you are all over the map the last few months - what are you trying to do? First it was a server in Brooklyn... next different data providers & random APIs. You have my #. Whatever you are trying to do isn't going to work and I've always been willing to speak to you (for free). Nx inside NYC is Dumb. If you are in any datacenter within NYC you should be able to beat 3ms round trip with your data and you should be able to execute in under 8ms. Best case you are in the nano space but if that were true you wouldn't be posting here. I offer my guys running on VMware "ULTRA LOW LATENCY" connectivity and they are in the 3-5ms space to execute and data comes at or under 1ms. Nx'es pitch is that they compress then transmit then decompress so you get more faster than the others. If you are in NYC you don't need that. WTF are you trying to do?
I can offer you C++/CLI code reading the NxCore feed and caling back into .NET interfaces. I went with C++/CLI because the standard wrapper approach is slow compared to that - no way to optimize for example string generation. Needs some bawe classes for my own trading system but nothing too deep (interfaces, message classes etc.).
tradelink has an nxcore feed connector. because tradelink is open source you can view the source of the connector, and see how symbols are subscribed and ticks are built and sent to clients. google tradelink project or tradelink.org for more info.
Just as anote - a connector like this is the reason I went with C++/CLI. TradeLink is quite inefficient in this area. C# can not handle this interaction with good performance. it is fine for a life ffeed, but quit a difference loading historical data.
if you speak to nxcore, they will tell you that the .net nxcore interface is very capable of handling full equities market feed at level1 (nyse/arca/nsdq/etc). if you are doing options or level2 across entire market, then you may exceed the capabilities of their nx .net bridge.
As does backtesting. The main problem is that you can not really handle a lot of the data type conversions properly. The TradElink example uses .NET standard marshalling which just is... well... not optimized for top speed specific API requirements like NxCore has. This is also a problem when backtesting against the nxCore files directly
regarding backtesting, while it is possible to use nxcore's historical tape files with the TL connector for backtesting, that would not be recommended as it's extremely slow. tradelink's tik files avoid the marshalling issue mentioned, and also let you run backtests with subsets of historical data much easier/faster than with nxcore tapes. so a solution like this is what most TL+nx users do. for more info, google tradelink project or tradelink.org
I'd agree with that. Building a .NET or a C++ data handler isn't that hard - and performance issues are usually gone at that point. Backtest then becomes a network and bandwidth issue more than a processing capacity issue. If you have a decent local database and can run at full gig bandwidth you should be able to get through 3-5 years worth of market data overnight on a standard dual-CPU workstation. A weekend can allow you full variables and 5+ years... all on Tradelink.