Working with time in automated trading packages (NeoTicker, EFS, etc)

Discussion in 'Automated Trading' started by fatrat, Sep 8, 2006.

  1. fatrat

    fatrat

    I've been using EFS for some time and what irritates me a great deal about this platform is how to index and find data based on time. For example, there's no real way to make a simple function call to retrieve the closest tick after an arbitrary point in time on some day.

    What I'm looking for is a reasonably priced solution that allows me to backtest and study the performance of models [at the tick level], but makes it exceptionally easy for me to work with time. I have been writing C++ software for 10 years, but I do not want to leave the comfort of a high level alnguage to engineer data structures to maintain and deal with time. I want my platform [like e-Signal] to give me high-level functionality like this. It's what I feel like I paid for.

    Can someone paste some sample code from their respective platform for, say, retrieving the closest quote or OHLC price for a given bar at some arbitrary point in history? I am really getting frustrated with how little e-Signal and EFS provides me.