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Exactly. Dev Experts have definitely "developed the platform". Thinkorswim In-house people may do exactly as you suggest. Plus, the thinkorswim website is built using Java technologies so the in-house team may be working on that too. Lastly, with such a long-term and strategic relationship...

Yeah, I'm only speculating but it's possible exclusivity might be on a regional markets basis e.g. N. America. The intial arrangement between Thinkorswim and Dev Experts is at least 4 years old. Forex is a relatively recent offering by Thinkorswim so there might not be a conflict with GFT...

Yes, that's one possible implication though we don't know all of the ins-and-outs of the contract and arrangement e.g. exclusivity that Thinkorwsim has with Dev Experts and intellectual property issues etc. In any case, when the existing contract between Thinkorswim and Dev Experts is up...

A few people have mentioned in this thread about the Thinkorswim platform and the Thinkorswim programmers. It seems most people don't realize that the Thinkorswim software and platform development is actually outsourced to a Russian software development company, Dev Experts...

Forgot, there is also: <b>Aegisoft, LLC</b> http://www.aegisoft.com/ Recommended by someone else here on ET that seems to know what they are talking about.

For Brokerage APIs you might also want to add: <b>Lime Brokerage</b> http://www.limebrokerage.com They allegedly do 75million orders a day. Java and C++ API as well as FIX available. Clear through Goldman Sachs. Not sure of account minimums required. <b>Lightspeed Trading</b>...

Thank Corey, blog looks good. It is already probably the most comprehensive of such lists available on the Internet. Might want to add a "last reviewed" date to each item as these lists get out-of-date quite quickly. As for future, adding reviews etc. good idea. Might need to look at...

In short, the answer to your question is: NO. TWS will not let you do this with one account. People have achieved what you want by using different accounts as you know. Not sure if this addresses your problem but you may also consider the following solution: Virtual Account...

Thanks for bringing that all together. There are some interesting papers on this site too: http://www.tradingphysics.com/Resources/Papers/

FYI, came across this site that provides TotalView-ITCH data in several formats including CSV and XML. You get 10 download credits for registering which is enough to get some samples. It also has some interesting papers...will post to that other resources thread...

Thanks for the info re: RLC messages. Have sent PM.

Just time for a 2 minute brain dump. Will try not to repeat what people have already suggested. Mostly Java stuff, sorry. Libraries and components that may be useful in developing an ATS (all open source, various licences): <b>Misc:</b> Anything on Apache, more specifically: Commons Math...

Thanks Jeb, I came across that before and it is part of the reason that got me on this road. I'm actually more interested in seeing the kind of data coming from data feeds like IQ feed or from brokers like MB or Genesis. I want to see how they represent market depth data, how they...

Well, I guess it depends how you slice and dice the market depth events. That's basically what I'm trying to get to the bottom of. Thanks anyway.

No Christmas present for me? :) Is there anyone that subscribes to level II who is not using IB or OpenTick?

Storing tick data in binary format in files (one file per symbol) is the way to go for tick stream playback/back-testing etc. However, there are many use cases where offline analysis of the tick data is necessary - the binary files are not normally amenable to this kind of analysis. The...

Hello all, I have a small favor to ask. It seems that someone on this forum might be able to help out. Can anyone attach a small sample of some data in CSV or other text format which meets the following criteria: 1) From a data feed that is NOT Interactive Brokers or OpenTick. 2) Shows...