Recent content by TrailingStop3

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    Just another trading platform - But this time different!

    This thread is really a good one. At least if it comes to compilers and optimizations. I’m really happy to learn something here and to read interesting things about compilers! Since I’m a developer since the Sinclair ZX80 I think that I ‘m a little bit aware about the compiler basics –...
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    Critical process/components for building bullet-proof high speed trading systems

    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...
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    Best Charting App For IB

    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 – if my memory serves me correct – 6 request / minute and there is also a limit for the amount of...
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    C++/api

    You can give IB a try. They offer an API – more a TCP IP protocol - which is available for free. You can run this against their demo-account. It doesn’t provide you with ‘real’ quotes, but it is good enough to test your development…. Daniel
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    Establishing a connection w/ the NYSE

    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 ‘broadcasted’ into a subnet – so it couldn’t be send over the internet. We are planning to build an interface to offer trader a direct access to the CQS/CTS and...
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    How do you handle asynchronous nature of IB API?

    Hi syswizard, I didn’t 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 ‘tag’-definition. Other parts of the definition are the ‘heartbeat’ to make...
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    How do you handle asynchronous nature of IB API?

    As ScoobyStoo already mentioned FIX is ‚only‘ a protocol definition – 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...
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    How do you handle asynchronous nature of IB API?

    Hi syswizard, Yes – exactly. These issues belong together since they are made to use the power of current multicore CPU’s, but I do not want to 'hijack' the thread. I can only speak for the ‘Windows-world’ (as I use and see it). The latest MS-compiler (VS2010) offers great functions...
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    How do you handle asynchronous nature of IB API?

    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).
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    How do you handle asynchronous nature of IB API?

    I think that synchronizing the API will have negative impact on your app since it is waiting instead of ‚doing‘ something useful. The other question is WHY do you want to wait???? Daniel
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    Write a strategy in C++

    Hi dlonET, Thanks for your suggestion. I already plan to add some new features into the charting-module in the near future – 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...
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    Write a strategy in C++

    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...
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    What add-on's for TWS offer 1 click trading + static dome ?

    It support right now only universal account ;(
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    What add-on's for TWS offer 1 click trading + static dome ?

    TradeProject not complete static, but with a little bit of dynamics if the prices leaves the DOM.
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    Stock List of USA Stock

    Try Essex-Radsez
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