Recent content by rohan2008

Could be true. My trading system uses C++ websockets over http; thats how I access the settings and configuration knobs from a remote broswer. I like websockets per se, but am only concerned about the message overhead they add. Yes, the only way one gets to know is to try things out and measure...

This is very helpful.... thanks.... but curious... I have been seeing data feed offerings with websockets these days... how efficient is a websocket channel for realtime feed? How does it compare with sometime like UDP in terms of latency?

Hi @thecoder , My apologies; I am a newbie in options, learning things as I go and so these novice questions; please bear with me :) I need IVol data for a strategy that I am working on. Ideally, I would like to live stream IVol data from a source such as IVolatility.com into my trading...

I would like to start with say 5 instruments and add more as time goes on. I use my system to trade futures. I am looking at the possibility of using ivol (QQQ, GLD, SPY etc) to trade both the underlying etfs as well as the corresponding futures if they exist. I currently get my futures data...

Hi, I am working on a strategy that requires IVol (7-30 days) as the input along with other features. Are there any data feed vendors that can stream IVol data in realtime with the following requirements: 1. C api only so that I can directly integrate it into my trading system...

Nice Info; curious... how would one incorporate IV strategies in an trading system: 1. Get OPRA data feed from NxCore (Nanex) or the exchange 2. Compute ivol ATM and other variables realtime 3. Design trading strategies around ivol depending on the timeframe Curious about the tools/data feed...

The C++ RAPI uses ssl. I have been using it for years.

1. I have played with HTTP, Websocket & Rest from native C++ apps; they are too heavy for the type of work you have in mind. You can use them to have some of http interface to toggle a few trading config flags or for something like "exit the market now", but you don't want to use them for the...

aah embedded python... how did I miss that. Thanks for the pointer. If I may ask, do you use boost or pybind11 for this? I am assuming that one should be able to import sklearn modules and pass numpy or csv arrays to fire off the inferencing engines? >> Using std::chrono::system_clock my c++...

@IAS_LLC curious about what you are seeing? What kind of latency are you seeing with python analytics engine? I am running a python analytic engine in parallel to my c++ trading system (Rapi based) to generate trading decisions. Everytime my C++ app observes certain conditions, it issues a http...

Curious; as I understand (correct me), matlab coder provides a way to convert DNNs into cuda C++ code; that you can later compile & link into your trade signal generator. Doesn't that solve the latency requirement if you are trading within the 500us - 1ms range? Yes, under 10us is a different...

my 2 cents: 1. Learn how to trade manually on one instrument... I prefer 24x7 futures or forex.... but equities should be equally fine; Focus on education and do not hesitate to spend money if necessary... the money you pay for education is peanuts compared to potential losses if you don't know...

Thanks for the suggestion, this is helpful. I don't have experience with setting up enterprise firewalls; how hard is it to setup a site-to-site tunnel? need to research this... but yes, this is definitely the right direction.

No, this is https://www.steadfast.net/ ... they have some nice options: https://www.steadfast.net/managed-hosting/bare-metal-dedicated-servers