I'm a C programmer and I suggest to use C to download data. There is no reason as a C programmer why you shouldn't.
+1. Totally agree with this. Everything post C++ started as a subset of C++, then clumsily tried to add the missing features back in, sometimes with different names and always with sillier and more ambiguous syntax, as well as yet more ways of monkeying with managed heaps. Learn C++. You will then be able to identify the stupid people.
I see the peanut gallery has turned up again. FWIW I use machine code (yep, 1's and 0's) to download historical data. None of this 'high-level language' crap .
Machine Code! You're such a dilettante, real men download data by poking wires into the back of the machine!
Yes, and a car is essentially carbon, metal, steel and rubber. So lets not be efficient and drive quickly from point A->B and instead sit around the fire and celebrate the invention of bronze and steel making. Get real for a second, just because something is built on C++ does not mean it cannot beat C++ in several areas. Think why most questions nowadays on SO are C# based, why whole trading houses convert front office code to .NET based APIs, why there is Java apps out there, to just touch the tip of the iceberg. C++ is an incredibly terse and at times clumsy language. Fast, yes, efficient to run (if written professionally) yes, but quick to market? Heck no. Easy to debug? NOOOOOO. Easy to expand the code base? NO! I find your point on how languages were clumsily added onto C++ quite humorous, given the fact that in many ways C# runs almost exactly as fast as C++, array based operations are as fast in C# as in C++, in fact you gotta show me code in C++ that can manipulate containerized items as fast as C# does with List<T>. Not saying C++ does not have its place but over time it has been pushed into a niche, which is high performance computing and even that only in very exceptional areas. C# is catching up incredibly fast just to name one language that constantly evolves. Show me a C++ library that can so easily do what you can with TPL Dataflow in .Net. So, in summary I would not brush aside all other languages so arrogantly because empirical evidence speaks against you. P.S. Lol, and you were joking about syntax? Well how about the silly pointer and template syntax in C++ vs what you see in C#? Sorry but with all due respect I do not know a single syntax in C++ that makes more sense than anything I have seen in C#. Thinking of how to derive in C++ from a base class and how templates are written and implemented, syntax wise, makes me shrug.
This argument is missing the point because much of the code written in C# will be actually C++ code under the hood likewise TPL and asynchronous programming in C# are wrappers around C++ PPL etc. hence performance is so similar. There is no point arguing about syntax and programming environment but knowing C++ concepts (not necessarily programming) is helpful. I personally use .Net and like the productivity boost and ease of code maintenance/debugging that comes with it but for example I prefer VB for rapid prototyping. I use C++ only if I have to but when I type in VB I exactly know how it will be mapped to C++ by .Net interpreter/compiler. Also there are many variants of C++ and C++/CLI (.Net) is no different than C# or VB. Happy Coding
I do not miss the point at all because why do you not measure the time it takes to write a debugged and bug free simple pub/sub in-proc messaging framework, one in C++, one with C# TPL Dataflow. I bet it will take you 5-10 times longer to accomplish the same in C++. I could not care less on what C# is based, nor on what C++ was originally based. I am in the business to bring to market code fast, bug free, and efficient in terms of solving the underlying problem. Most everything C# can handle, the few low level remaining bits and pieces I am happy to write in C++. Which part of this is hard to comprehend?
i must say i get alot of of reading your and others posts as i am very new to programming ... you always seem to have a distinct way of putting this.. haha ... "which part of this is hard to comprehend?" haha you don't think people have a clue i can tell ..
well...what can i say, I am an arrogant bastard but at the same time I run a business, I think there are a lot of programmers out there who sit in front of their screen with all the time in the world at their hand, no tight project deadlines and yes they may take the liberty to muse about on what C# is based. I in turn look to motivate my programmers to get stuff out of the door that is of high quality but also within reasonable dead lines. Money is on the line, not trading a new strategy just because someone thinks time and reaching mile stones is not important poses a huge opportunity cost to my business. And yes, most on this site have no friggin clue, some know a lot about programming but very little about business management and even less about quant finance. Others are great traders but got squeezed over the years and now believe automating strategies is the holy grail. I traded for many years at professional prop groups within banks and hedge funds, have an advanced quant math and finance degree and program good enough to be arrogant enough to challenge some of the C++ snobs to code up C# snippets that run pretty much as fast as their C++ equivalent while finishing the project at a fraction of the time. Arrogant? Maybe but I am at the same time confident of my skill set.
i like that.. everything is measurable and quantifiable.. if your time to market ends up being to long to make sense of the inefficiencies created by it then its JUNK.. i catch that drift alot about auto trading.. people think its a passage way to set it and forget it kind of money. what a joke.. just as much as its about the math its also about the intuition of the weak and strong hand. the one thing i have going for me is i know i dont' have a clue haha