Does anyone know the C++ Laser API (Genesis)

Discussion in 'Automated Trading' started by BlueOcean, Sep 2, 2008.

  1. promagma

    promagma

    Hmmm.... never tested it on the front end ....
     
    #11     Sep 3, 2008
  2. promagma

    promagma

    So does anyone do "smart" route via DirectBuy / DirectSell? Does it actually work?

    I subscribe to about 50 stocks, not to get data, just so I can place orders. The smart route needs L2 data, and I wonder if it is getting bogged down with so many ..... and how would I even know :eek:
     
    #12     Sep 13, 2008
  3. promagma

    promagma

    BuyDirect / SellDirect doesn't work.

    Returns -1 .... some kind of error.
     
    #13     Sep 16, 2008
  4. promagma

    promagma

    Yep, turns out it returns an error if it doesn't have the L2 data. And there's no way I can get that much L2 data trading remote.
     
    #14     Sep 23, 2008
  5. I know what you mean. I ended up creating my own SMRT router. Not sure why they have discontinued the SMRT router, but they did
     
    #15     Sep 23, 2008
  6. Found out what I was missing... had to read the very fine print. You have to include the MMID for every NYSE order or it won't work
     
    #16     Sep 27, 2008