I was wondering if anyone here is using Deltix? My team is about to start developing with it /on it. I was just looking to see if anyone here would be open to sharing any issues they have run into, if any with it.
So, how is your experience with Deltix coming along? Curious - since I tried many software products and found ALL of them very deficient for any serious work. However, have never tried Deltix since its so expensive for individuals.
It's going well. There really is not anything that I can't do with it. I have not ran into major issues. That said. It's not a retail product and you definitely need to be a competent C# programmer or have competent programmers on staff to be able to do more complex analysis and strategies. In term of connecting to exchanges and price feeds, I have not had any problems there. However, that is something the IT staff dealt with, and having DMA access to multiple exchanges may have facilitated this process as well. Also, I just want to through out one disclaimer. I'm not a programmer, I have programmers who work for me. So I'm basing my assessment of the product on pure results, not ease of use. Lastly, Deltix can interact with MATLAB and other .net software programs relatively easy.
When you include top of the line historical data(microsecond granularity) and real-time feeds(direct from exchanges to collocated server(s)) Minimum 10-15K a month. If you are connecting to multiple exchanges and have a large symbol universe significantly more it will be significantly more. So, not a straight answer because there isn't one.
i just started using deltix. awesome, awesome software. As was mentioned above, you need a good c# programmer, but if you have existing programs its pretty plug and play. one stop shopping for dev, back-testing, deployment and also hosting at ny4. working on a bunch of programs that were left for dead in ninjatrader. if anyone has any experience in converting from ninja to deltix, i would love to hear about it. other programs in native c# needed minor adjustments. code generator is pretty good too. running stat arb and volatility based strats on futures and fx. so far so good
Bumping this thread... has anyone taken a program from NinjaTrader and been able to run it in deltix?