Let rate the following API

Discussion in 'Automated Trading' started by ProgrammerGuy, Apr 22, 2008.

  1. neke

    neke

    I believe your position manager is to get you information on your account balances, positions, order status etc. How did you implement this? through FIX or broker-dependent API?
     
    #31     Apr 26, 2008
  2. My position manager is the first source of information, it keeps track of all orders and positions, calculates balances, buying power, commissions and so forth, so ATS doesn't have to have it from an external source (or multiple sources).
     
    #32     Apr 26, 2008
  3. jhucti

    jhucti

    Has it ever happened that your position manager does not match your real position ? What can you do to ensure they match each other?

     
    #33     Apr 26, 2008
  4. You got executions from your broker, so you see the same filled price/size as broker gets them. Everything does match up well if you calculate commissions, rebates, and fees properly.
     
    #34     Apr 26, 2008
  5. jhucti

    jhucti

    With IB API, sometimes messages are missing so positions could mismatch. So I guess my question really is have you encountered missing messages using FIX?

     
    #35     Apr 26, 2008
  6. Never, and remember that IB is used by many pretty big houses via FIX lines, so it's better be robust.
     
    #36     Apr 27, 2008
  7. Kohanz

    Kohanz

    Anyone happen to know what the latest version of the Genesis C++ API is?
     
    #37     Jul 9, 2008
  8. FYI From what I've heard Ass ent wants 30K in equity in order to allow API trading. Not sure why.
     
    #38     Jul 10, 2008