aegis has an autospreader? if there isnt one written for sterling I could write one. How much would you pay for an autospreader?
Y'all talkin 'bout a manure spreader? Why Farmer Johnson down the way has one of them thar contraptions. He loads it with his bull sheet about once a week and spreads it all over 'is farm. I can ask him where he got that dern contraption if you really want one. But I don't see why anybody would want to do dat. It'll make your place smell sumpum awful.
We are using some custom modules for doing spreads on equity - it connects to Laser. I am sure the dev's can connect it to sterling (but why would you>??). What exactly do you need it to do?
bsesen12 this company www.cyborgtrading.com is coming out with an autospreader that is for equities and connects to sterlings API. They have informed me that it will be released at the end of July. They have a free sim that you can download from their website and have videos of live running automated strategies posted to their youtube channel at http://www.youtube.com/user/CyborgTrading
Goldman-Sach's RediPlus Pairs Trader is really cumbersome to use - there is no depth of market, and you manually input a level and wait for the market to reach it; not exactly great for a high-frequency trader. Also, I have run into problems with GS and finding shares to short - this is certainly attributable to the fact that 79% of G-S equity volume on the big board is proprietary. G-S has also been snotty about approving third-party software spreading tools due to their concerns about ECN messaging. The IB Pairs Trading tool has depth of market and is fairly easy to use, but is not well developed and tends to crash for no apparent explanation in the middle of the trading session. I had it happen four days in a row, and gave up on it. Tough to leg out of 23 pairs manually with 12 minutes left in the trading day. The IB technical group explained that nearly all of their clients spreading equities are using customized software solutions. And no, I don't feel like spending $13K per month for Apama or PortWare at the moment. The cheaper solutions appear to be hosted, where they make money on both vig and the software, but I refuse to route my orders through a third-party server for proprietary and operational reasons. I will say that IB never had any problems finding shares to short, and they were half the price as G-S.