Java API for startup hi-speed algo trading

Discussion in 'Automated Trading' started by afx111, May 24, 2012.

  1. Yes and no - FIX is slow udue to tons of text parsing. HFT means faster than everyone else, and that is brutal.
     
    #21     May 27, 2012
  2. I'd say it's pretty unnatural to build a fix interface on top of a binary exchange connector, for example.

    If it talks native, you talk native.

    Throw away frameworks and pretty diagrams, and just hit it with your orders directly.

    Creating fix to consume fix is just silly.
     
    #22     May 27, 2012
  3. This depends on how fast you need to go - how quickly you need to respond to market data and how heavy an order flow you expect to generate.

    Are you looking at thousands of orders a second? Daily charts and weekly trades? Something in between?

    What exactly is "coded in Java" - the algo itself? Is it assuming a particular feed format on the input side and order request on the output side? What about session management - is that already "coded in Java" as well?
     
    #23     May 27, 2012