What platform do you use to run multiple intraday strategies?

Discussion in 'Automated Trading' started by fan27, Oct 30, 2017.

  1. fan27


    I am currently working on a project which uses Machine Learning to find winning strategies with the end goal of being able to generate platform specific code so that the strategies can be run in another platform. I have started to look at some retail packages (Multicharts, NinjaTrader) but wanted to hear from actual users to learn what platforms can adequately handle running multiple intraday strategies simultaneously without any problems. I don't want to go to far down a particular road only to learn the platform chokes when used in a real production situation.

  2. Robert Morse

    Robert Morse Sponsor

    Check out RealTick:



    RealTick is an open platform, providing infinite possibilities. Software developers can write custom trading, risk management and analytic applications using the RealTick API (Application Programming Interface). Our robust, easy-to-use Windows-based APIs provide programmers and trading businesses with the framework to access the information they need.

    • C++
    • C#.NET
    • FIX
    • RealTick Scripting
    • RealTick for Microsoft Excel™

    We can offer Equities, Options and Futures this way. Happy to talk anytime, Just send me an email.

  3. traider


    Is RealTick tied to only Lightspeed? What are the comms like for forex if monthly volume is > 100M?
  4. Robert Morse

    Robert Morse Sponsor

    Real Tick is a broker Nuetral platform. I have no idea if they offer forex, I assume you are not talking about FX futures which it does.

    We don’t offer Spot or non-deliverables.
  5. MattZ

    MattZ Sponsor

    I suggest that you finish your research. Then, decide on the language that best suits your logic.
    Then decide on the platform that best suits the language. You may find that a direct API could work better than any platform.
  6. patrickrooney

    patrickrooney Sponsor

    MattZ likes this.
  7. Realtick, man I haven't heard about them in a long time. They use to be the best, well not like CQG best, but 18 years ago they were good.
    PoundTheRock likes this.
  8. Robert Morse

    Robert Morse Sponsor

    IMO, there is no best. Software is just a tool. you want the "best" tool for your needs. That is why we offer a number of choices for equity/options and many for Futures.
  9. lindq


    Investor/RT at www.linnsoft.com
  10. qlai


    Once you start talking performance, you need to be more specific, at least for intraday strategies. Number of instruments, type of market data, number of orders, latencies, Colo, hardware, etc. Appears to me vendors are nowadays favoring to let users run strategies out of vendors own servers to achieve performance. Not sure if that is an option for you.
    #10     Nov 4, 2017