Recent content by davidmadison

Lewcifer, With all due respect as well, I am not guessing. Many firms that accept FIX connections do not have simulation environments, and thus are very quick to disconnect or not respond on bad data. While your suggestions are good, it seems to me that walterjennings is a little new to this...

If you are getting no response at all, it is probably not a firewall issue. If it were a firewall issue, the quickfix engine would not detect a connection, and thus not send the logon. Many exchanges choose to send NOTHING if the logon message contains invalid authentication (bad user...

reuters? bloomberg? I know that IQ.Feed (from DTN) and others provide up to 2500 per connection...so, you might have to pay for a couple of connections to get them all... As far as your connection slowing down or having issues, there may be limits depending on your provider. If its...

2000 symbols at a time is not so much the issue as how many updates per symbol per second occurs. I'd say at most you are looking at 100,000 updates per second (could be less, more like 20,000). While this is achievable, you probably aren't going to find a desktop, off-the-shelf platform that...

The XT_API does require that X_Trader Pro be running, and all actions from XT_API do go through the X_Trader Pro app, but in my experience, there is no overhead. The advantage to using XT_API is that X_Trader Pro handles all order management for all orders put in via an XT_API "add-on". So, if...

No, it does not strilke me as insane that you cannot debug a proprietary software platform. There are 2 "debug" levels. First, you can build in the debugging information at compile time, which means that you would have access to some of their secret sauce. Second, libraries/code with debugging...

I am currently working with a client now to do this; however, the response from Sterling has not been stellar. Do you use Sterlings FIX API or their ActiveX plug-in?

Level1 Data is best bid/ask last trade, volume, open price, close price. Level2 is "depth", ie, top 10 bids/asks. The Laser subscription call does not indicate a "method" or exchange, so you are getting the best bid of whatever Laser connects to...this is probably considered a feature...

I am not familiar with Python, but provided it allows for the integration to OS-standard libraries (COM modules, probably for windows, and shared or static libraries for unix), you can utilize this integration to get at the vendor's API. APIs for vendor products CAN be specific...many vendors...

depends on the hardware. Your market data receiver should be its own process, rather than building 1 huge application to do everything.

There is a firm in Chicago that has a product to do just this. Give me a call or send email and I can introduce you to them. 312.953.6260 david.madison@madisontechnologies.com

A good friend of mine might have a seat to lease, or know someone. Send me contact information for you to: david.madison@madisontechnologies.com and I'll forward it along to him (he has a seat, and has leased it out).

usually, you subscribe to a product/security, and then you get a handle. This handle has the exchange code in it already. send me a link for the genesis API, and I'll figure it out for you.

Keep in mind that TT only works on futures markets, so if you want to trade FX (not futures on FX), or equities, TT won't do you any good. I have no experience with Ninja, and I don't personally trade, I just write extensions (or full platforms) for those who do, but no trader I've ever...