Recent content by papakipos

check out fixprotocol.org and look at the FIX 4.2 specification. -matt

puffy, fees (commish and exchange fees) seem to be about the same if you use FIX vs using some GUI trading app. latency for FIX may be better. im not sure yet. im still in the bringup phase. i expect it to be slightly better, but not cosmically. after all, the GUI trading apps (like...

go to fixprotocol.org. note that it's not an api. it's a network protocol. you have to write your own api, which i did. or go buy one. they are pretty expensive however. but heck, i might sell mine. ;-) mine is in perl, however. perl is a GREAT language for trading systems, IMO...

puffy, i'm just using FIX network protocol over the internet. it's not a direct point to point. so i send FIX protocol direct to a broker's machine from my machine. you can VPN over that if you want it encrypted (a good idea). it's not necessarily more expensive, but you do need to come up...

im using a broker who holds securities for me (long and short) just like a regular retail broker. they just happen to accept my orders and report my fills over a FIX network connection (rather than a GUI, API, etc.) does that make more sense? so no, i dont have a globex id. i dont know...

i haven't yet. i'm looking for a broker that accepts encryption. it shouldn't be too hard to do, I think.

OK, i responded to IBsoft on a PM. FIX ordering over the internet is exactly what i'm looking for. thanks for the replies, folks. this is an impressive community of readers. That was a fast set of responses! -matt

Puff, Yeah, I wrote my own FIX client library and small execution system. It's about 3500 lines of code. It's made much easier by the fact that 1) i don't need historical data, since i already have my system designed 2) i don't need it to run ANY trading system, just my trading system...

I've gotten tired of using TradeStation to sloppily execute my trades. So i've written my own FIX network protocol client and trading engine on Linux. So now i'm good to go. I just need brokers to tap into to get my trades onto their networks. Does anyone know of brokers who will deal...

Where can i buy options for forex? I'm trying to create an options "strangle" out of options on euro/usd forex spot rate. Does anyone know of good instruments for this? Ideally I would like EURO/USD spot forex options, but EURO/USD options on futures would also work. What brokers sell...