@Tonkadad, I'm sure you're trying to be helpful but I was hoping for more than a question mark. As you can see from my initial posting I have some specific requirements. I'd like to know what products can meet the requirements and what shortcomings I might expect with respect to those requirements. Thx for your help, Lou
Neoticker doesn't appear to have any of these flaws. I have been running it for weeks without restart (though it's not officially recommended) and had no issues. I don't tend to have more than a dozen charts open at a time but from forum posts it appears other users stretch the platform much more. For those concerned it has "morning restart" procedure, which can run daily on automatic basis and clean up memory. Others prefer to run an automated script that reboots the computer and restarts NeoTicker. NeoTicker can recognise open positions when it starts and assign them to trading systems. If you don't run more than one system on each instrumen this can be automated; otherwise you may have to assign a position to a running system manually. In both cases there are a few different ways to do it. You are welcome! NeoTicker is no a .NET application but it can run .NET trading systems compiled into a DLL. In fact, C# is one of the two most popular programming languages used with NeoTicker (the other one is Delphi). So, it's easy to get help.
LeeD, The restart info on NeoTicker is very helpful. Thx for this. Too bad you can't code in a .NET language directly. Must be some kind of scripting language? Anyway, Tradelink and Neoticker sound like possible solutions.
You are very welcome. Probabbly it's because NeoTicker has been around since before .NET became mainstream. Personally, I prefer using visual studio even for simple indicators. It's nice to use a full-blown development environment complete with a debugger. I have a "build script" that allows compiling and installing an indicator into neoticker with one button click. DelphiScript, VBScript, JavaScript and propritary formula laguage for indicators that don't need complex control flow logic such as cycles. The developers put lots of effort into backward compatibility. So, VBScript indicators are still supported though Microsoft dropped support for the laguage a few years back. It would be great if you posted what platform you ultimately decide to go with.
FYI, there is a Tick-Filter functionality built into Neo - so depending on how you want to preprocess incoming ticks this may be possible without re-writing the IQfeed data interface.
@LeeD I'm working on another project so it will probably be at least a few weeks b/f I start to look seriously at other platforms. I'l keep you posted. As of this moment I can tell you that I'm inclined to check out TradeLink and RightEdge first. I really need to be the platform to be as extensible as possible and these two seem to have the edge in that regard. @Pippi Thx for the tick feed info and Neo. I'll try to check it out.
Does tradelink have any way of preventing TWS from auto logoff, effectively keeping TWS on indefinately? And what happens if there is an interruption to internet connection and TWS disconnects? Could tradelink monitor the connection and log back on again?
there is a component in tradelink which will monitor when a tick feed drops for any reason, and it can be configured to do anything you like in response : http://code.google.com/p/tradelink/wiki/TickWatcher By default in the off-the-shelf products this will attempt to reconnect with the broker. You can also have it email you in this instance or do anything you like.
In tradelink, what happens to a strategy if the tick feed drops or if there's a disconnect for any other reason? Once an auto-reconnect occurs will the strategy pick up where it left off? What happens if a strategy generates a trade while there is a disconnect?
as I mentioned, you can control the behavior to be whatever you like. by default the live trading program attempts to reconnect contiually on an interval you specify.