Hello, I'm curious what some people use for relatively large numbers of intraday orders. I currently use Ninja, and while its pretty good I wonder how it will handle (or lag) a large number of orders. For now I'm still testing a system on futures, but if I were to tweak my model for stocks, i don't think it can handle hundreds of stocks with thousands of orders per day, but not sure since I haven't yet tried it. Before I embark on that road, I was curious what other software people use. Any ideas or feedback is greatly appreciated. Thank you
something that works on futures will not work on stocks. They are different monsters. What software, platforms to use is depend on your goal. I would suggest you first list down what features you want, what is must deliverable, what are stretch goals etc. Then compare all available software options. what is not met, must be developed in house. It is like building your dream sports Car. Everybody sales OEM parts. And you only know what you want. -Sun Light.