This thread is really a good one. At least if it comes to compilers and optimizations. Iâm really happy to learn something here and to read interesting things about compilers! Since Iâm a developer since the Sinclair ZX80 I think that I âm a little bit aware about the compiler basics â...
For my experience to connection my application to the ARCA servers I can say that you have to pass a certification process before you can go live. They will check if your app follows the communications (in most cases the FIX protocol) and exchange rules. If you pass that, you are allowed to...
They do NOT provide any (historical) Tick-Quotes. The best resolution you can get is a 1 second bar. And please remember that there is restriction if you request historical quotes. You can issue â if my memory serves me correct â 6 request / minute and there is also a limit for the amount of...
You can give IB a try. They offer an API â more a TCP IP protocol - which is available for free. You can run this against their demo-account. It doesnât provide you with ârealâ quotes, but it is good enough to test your developmentâ¦.
Daniel
Hi WhiteOut56,
I have developed a connection from my app to the CQS/CTS feed from the NYSE/Arca. In this case the feed was âbroadcastedâ into a subnet â so it couldnât be send over the internet. We are planning to build an interface to offer trader a direct access to the CQS/CTS and...
Hi syswizard,
I didnât look at the history of the protocol, but it is really very general. If you look at its functionality you can use it for everything you want since the interpretation if only a matter of âtagâ-definition. Other parts of the definition are the âheartbeatâ to make...
As ScoobyStoo already mentioned FIX is âonlyâ a protocol definition â nothing less, but also nothing more. It is not dedicated to a programming-language, not to a threading model and also not to synchronous or a synchronous. It is just a protocol. To get more information on FIX have a look...
Hi syswizard,
Yes â exactly. These issues belong together since they are made to use the power of current multicore CPUâs, but I do not want to 'hijack' the thread. I can only speak for the âWindows-worldâ (as I use and see it). The latest MS-compiler (VS2010) offers great functions...
What makes you think that it reduces complexity? I think that you add different complexity if you synchronize it. If you wait for a response you need to add a kind of timeout and some other functionality to handle unexpected messages (quotes or lost connections).
I think that synchronizing the API will have negative impact on your app since it is waiting instead of âdoingâ something useful. The other question is WHY do you want to wait????
Daniel
Hi dlonET,
Thanks for your suggestion. I already plan to add some new features into the charting-module in the near future â Range Bars are part of this.
TradeProject with IB is free Software for five or more years now and I have no plans to change this. If there is more traffic on my...
TradeProject is written in C++ and allows you to add your own C++ strategies and indicators. You need to install the free MS-Windows SDK so that TP can compile your strategies. You can do that for Windows XP, Vista and Windows 7 for 32 as well as for 64-Bit. If you use the 64-Bit version of TP...