What does regular trading hours mean

Discussion in 'Order Execution' started by ProgrammerGuy, Sep 28, 2007.

  1. Sorry, but I'm not sure I want to publish any part my TS code - I've spent countless hours and nights writing, debugging, and testing that stuff. Plus, it's a working strategy :)

    BTW, almost all code in a good TS has to be asynchronous by definition.

    Regarding FIX layer: I'm still working on it, but the implementation is easy - just make you TS depend on an abstract interface, then take quickfix (http://www.quickfixengine.org/) and wrap in up as you wish. It's as easy as 1 2 3. Testing is a real challenge though... Each broker/exchange have pretty much it's on FIX version :)
     
    #21     Oct 1, 2007