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Interesting questions. Would like to know what you think are the *right* answers. For me: 1) Prefer not to re-invent the wheel. Apache Mina (Java) is good enough for QuickFix/J so is good enough for me. Or preferably, the new JBoss Netty. 2) Depends on the scale? Multi-node observers? I...

Suggest you ask at the Wilmott forums for this kind of question: www.wilmott.com For example there is the CFQ (Certificate in Quantitative Finance) as far as I know it has an emphasis on the engineering aspects (C++ or C#) - can't remember off the top of my head though...

There's also: http://www.newsware.com/ The website looks like it was designed in 1998 though. Doesn't build confidence. Could be good. No sign of pricing.....

Came across a non-commercial API from Reuters, released last year: http://spotlight.reuters.com/ However, for commercial purposes it is $$$$$$$$$$$$$$$$$$$$$

TOS = thinkorswim They have some decent analytics in their platform and it is/was an options-centric broker. You'll probably find it easier to use than IB's TWS. As I said in one of the dozen other threads you started on this topic, thinkorswim had some rudimentary option-related...

See the other new thread here: http://www.elitetrader.com/vb/showthread.php?threadid=152997

I'm going to check out the trial. Do you have any indicative pricing for the news trade product offered by them? You can also add some news feeds to the DTN.IQ feed product: http://www.interquote.com/template.cfm?navgroup=aboutlist&urlcode=12&view=1

I think I can see what you're getting at. You basically want a time machine that has a dashboard for a given underlying. I've never come across anything that can do what you're looking for. Especially if you need to incorporate options data AND news. I think another poster mentioned on...

I hear ya. I have developed a basic "ticker plant" server as a means of replaying historical data that has previously been stored - in that sense it is delivering " original" data on demand. Clients connect via TCP/IP to this server and make requests or subscriptions for tickers much like you...

rosy2, are you including the cost of the data feed/historical data or will the mark...I mean OP have to pay extra for that? :) My bid for developing this software is: $9,999 Historical data fees not included.

It's debatable whether you can reverse engineer a system by looking at past trades that system has made. It naturally depends on the type of system though so I'm not going to enter into that debate. That aside, your example seems to be referring to options trading. Backtesting software for...

I think droskill and others have been very helpful and patient with replies on this thread re: possible platforms. In the end, I think you just have to take the car for a test-drive. Also check out this blog/website developed by another ET member with a list of resources for ATS, including...

Are you using FIX for data feed? Many data feeds timestamp their data so if you build bars from the embedded timestamp you'll be in sync with the producer of the timestamp - at least as far as bars are concerned. Examine the messages coming to see if there are timestamps in the market data.

Many people do not use FIX for market data, only for execution. Standard FIX isn't particularly efficient for high-frequency data, hence the invention of FAST. I suspect the time synchronization issues that the other poster is having may be related to the execution part of the equation i.e...

Not necessarily better, but an alternative FIX dictionary that uses a Java applet is at www.fixionary.com To access the Marketcetera repository for the 1.0.0 tag: http://code.marketcetera.org/root/tags/1.0.0/source/ The "Order Routing System" is in the ors folder. RE: Time...

It seems that TickZoom threads are moved over to the "Trading Software" forum rather than being here in the "Automated Trading" forum.

My guess is, the thread was removed for one of the following reasons: 1) TickZoom has become vaporware - I can't see the source code on the site and the announced release date has passed (the date was moved several times) 2) Licensing has some commercial aspect to it, therefore, it is...

I mentioned this a little while back on the "Sharing Resources" thread. I'm interested in compiling some up to date information on brokers that offer facilities geared towards black-box trading. I'm particularly interested in standard fees charged etc. Many brokers do not advertise these...

I have some basic experience with QuickFix/J but the easiest thing for you to do is examine the source code for the Marketcetera ORS (Order Routing System). The Subversion source code repository is accessible anonymously. Navigate to the ORS subproject and most of the code will be in the...

Can't remember but can't you access the TWS API from anywhere unless you specifically have it locked down to certain IP addresses? The OP should ensure firewall is on. A NETSTAT with the appropriate flags should show what processes are trying to connect to the TWS API port....normally 7496...