Recent content by jlm890

Great scripting capabilities. Better then any other I've seen.

An additional point on trading odd lots on ECNs - you are correct in that you can trade odd lots on the ECNs, but some charge an additional fee on the fill to do so. Also, if you do it a lot - the investigation arm of the exchange will eventually ask you why you are doing so. From a hassle...

Not adding anything...just concur about TickData. Very clean historical data.

QuickFix is a great place to start. Each exchange likes to add a few fields specifically for them, but its not terrible. I've used it to connect to ARCA and CME. Also connected directly, not through a broker. Keep in mind this was just for order execution. They have different feeds for...

I used NeuroSolutions(from list above) with some success in an automated trading system. John

Do you have a direct connection? If so and if you are interested I can put you in touch with some people who would be willing to develop a custom exchange connection for you for prices much better than the major vendors. John

0) What vital features, capabilities or characteristics of your software drove you to write it yourself rather than use some preexisting trading software? --- Wanted to capture some specific post trade data. Needed to integrate with some existy legacy analytics software. --- 1) Is...

http://www.codeguru.com/vb/gen/vb_graphics/fileformats/article.php/c6743

I downloaded some VB code a while back to handle some ZIP functions from VB called CGZipLibrary. It included the VB code to create the CGZipLibrary DLL that I could then call from other places. Originally built by Chris Eastwood. Couldn't find a link for it though. Do some searches, if you...

Don't know much about Boston area trading world. I've heard through the grapevine that Citadel and Peak6 are hiring in Chicago. I believe they build some automated trading tools. You'd probably have to relocate though. If I hear of anything, I'll post it.

In what city are you located?

Anybody work with YouJustTrade? Noticed they have a few openings and was contemplating submitting my resume. Looking for a consulting/project management position...not a trading position. Thanks

Just throwing in my two-cents...(and just to make a point, I am no longer affiliated with them) Was one of the original developers of TransAct when it was called YesTrader. It's a solid piece of work...mostly built by MIT grads. Speed was and is comparable if not better then any of the...

Have a few of those and the 2400 models (a bit cheaper) around the office for non-trading purposes. They have been very reliable. One note - the 2400 does not offer much expansion capabilities (i.e. extra harddrives, memory, video cards, etc.) but it's perfect for email, MS Office type work...