X Trader API

Discussion in 'Automated Trading' started by danhood, Mar 13, 2006.

  1. danhood


    Has anybody heard or used Modulus Financial Real Time Feed API?

    I would appreciate any feedback as finding the right API for VIX tick by tick data is burning issue for me at this stage of the development of the platform.

    To give some sort of background i am using VS2005 VB.Net DE for developing proprietary financial logic and algorithms for futures trading, and which is connected to X-Trader API. But unfortunately TT does not provide VIX data feed jet, so I have to look at the supplementary API source.

    Now through the research of web I've found that Modulus API is provides technical support and example code for .Net (the same as TT) what is very important for establishing of smooth connections between trading platform and exchange.

    But now the issue is about its reliability, I mean on one side we have proven track of TT X-trader but on the other side i could not find much about efficiency of Modulus Real Time feed API apart of the testimonies at their website.

    I would appreciate your feedback and maybe alternative suggestions as i think this thread might give directions and to other members how and where to find right API for their automated trading strategies.

    Anyway i've got impression that i am at the right place as obviously there are quite a few traders on this forum that share the same ideas.

  2. I have not heard of Modulus, and I have been around CBOE for sometime. What you are looking for is a system that have interfaced directly with the CBOE Hybrid system, obviously a lot of trading firms have their direct feed (i.e., I would imagine InteractiveBrokers would use TimberHills feed), but in terms of software vendors, CBOE itself maintains a list:


    However, if you are a CBOE member (or a full, class-1 CBOT member), you can subscribe your own Feed. I do so myself, it is not that expensive ($2-3k a month).
  3. Can't you connect to the CBOE thru TT now?

    I think I read that VIX is supported thru the FIX adapter.