Tick Trade Creator

Discussion in 'Automated Trading' started by januson, Sep 9, 2010.

  1. januson



    In the process of building a Trading Engine I needed a tick trade generator, so I developed one :D

    The reason for my needs can be found in performance testing, writing to disk, locating trades, grouping/ averaging, simulating trades etc.

    Not that it is such a big task, but anyway.. I wanted to share, feel free to use for your own personal development.

    Find it here:

    It produces 2237453 trades in 690ms spanning 1000 days.

    Processor Intel(R) Core(TM) i7 CPU Q 720 @ 1.60GHz, 1600 Mhz, 4 Core(s), 8 Logical Processor(s), 8GB Ram