Easy access API, with the ability to expand?

Discussion in 'Automated Trading' started by soxfan04, May 23, 2011.

  1. soxfan04


    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.
  2. 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 ?
  3. soxfan04


    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.

  4. Cburg


    Check MBTrading. They have a free demo!