What makes a software the "best" at ATS ? I would say: -all in one package that can take the idea to automation as easily as possible -allow the user to EASILY create complex strategies
The poll is for platforms that are best for INTRADAY/DAYTRADING ATS If other, just comment the name of the platform. And guys/gals, this post have had 76 views but only 4 votes. Come on.. vote!
I would judge any and all platforms on the level of support provided for live, 100% hands-off automated trading. To me, the most important thing is the ability for a live traded strategy to recover from a loss of connectivity, and/or a plain restart, without losing track of its positions and open orders. From the list, I only have experience with Ninja, and from that operations side of things it lacks the following: - a public API to reload historical data from the strategy (there is one, but it is undocumented, and really hard spot even using Reflection) - an embedded mechanism to restart a strategy from its last know position and open-orders (this is all left to to programmer to do)