Long story short, i've been trading for 12 years, mostly hand/eye but always with the goal of automation/black box. Paid a ton; professionally coded box is now ours, source code plus addons, as needed...Most external data comes from simply written C#, perl scripts or excel vba macros; nothing too complex. Question: in an ideal world, this application is hosted on a dual server config, one simply processing data, the other handling trading algos/etc. But before I ship the servers, (there are two companies in mind right now but I want honest opinions first) Where will i be able to do the most strategy testing and API access in live via front end simple code (almost like a TradeStation EZ Language only actual code) before i sign on with them on some type of more committed and potentially longer term agreement. Thanks in advance for any advice.
What external data do you need Level I or book? i.e what strategies are you using, time duration? I assume this black box submits orders so are you bound by your current broker? and why 2 servers ? I assume as you think you need two you want to process data for 1000+ stocks at one time. How many algos are you running concurrently ?
actually, it isnt so much the number of stocks I am running; rather it is the fact that my current firm considers their market data and the transmission process completely proprietary and i am not allowed to "peek" behind that wall so, they send their data to my server#1 and i then process, filter and send order using our software application server #2. perhaps this is absurd, but i am certainly curious bc this was the specific config that our account rep requested/required. appreciate any input. regards.