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Thanks, I might take you up on that when I'm ready. Ditto.

I have used OpenTick recently but mostly for historical data download (which can take some time). I wasn't aware of any bugs as such though I've only used the realtime quote feeds for testing purposes on one or two symbols. Given that the code base is open source, there shouldn't be any...

OK, here is some trivialized psuedo-code for what I have in mind. It ignores a lot of details: IMarketDataHandler mdh = new DebugMarketDataHandler(); //Alternatively... //IMarketDataHandler mdh = new JMSMarketDataHandler(); IMarketDataProvider...

More admin stuff... I'm not up to date on hosting, domain name deals these days. Anyone with suggestions on super-cheap domain name/simple hosting combos? Primarily I just want to lock down the domain name for Java package naming purposes and have a basic page with some brief details and a...

Little tip for newbies: You might find this thread, or indeed all threads easier to read and follow by adjusting the number of posts you can see per page. Click on Your Account at the top, then Edit Options, then adjust Default Posts per Thread. I've set mine to 40.

Confidence is a little shaken in Javaforge.com since it breaks when I try to sign up! Ideally I'm looking for somewhere with Subversion support. Integrated documentation, wiki, issue tracking tools etc. would be preferable. I'm even considering a Subversion and Trac solution. If...

In the words of the wise: "Let's get this party started" I will be drawing up some high level diagrams for the system architecture soonish so that anyone interested can discuss pros/cons ommissions/improvements etc. At the same time, I'd like to drill right down and focus on getting a...

It's possible that you are the one missing the point. You seem to admit as much: I can't see the point of needlessly attacking someone who has provided an opportunity for Ruby programmers to develop solutions for TWS that they might not have been able to do hitherto. Why is that a bad thing?

Feel free to ramble away. You're right, having a trading method that works is definitely the hard part! The software is arguably the easy bit. I would also add, that there are some trading methods where it is just not feasible to be tested without custom software and that too is a valid...

Suffice it to say you are way more techie than I ever will be! Perhaps a poor choice of words on my part. I didn't mean to imply an actual loop. Agree. This is where I plan to utilize messaging, more specifically publish/subscribe topics. Asynchronous with multiple subscribers/listeners...

Hi Valdis, Being a vendor of a commercial offering in this product space (QuantDeveloper) and also having in-depth and highly technical experience you bring a fairly unique perspective to this thread! Your contribution is most welcome though I'm not entirely sure what you are implying...

Starting from absolute basics. This is how it works: Incoming market data + other data ----> Black Box[ Analyze the situation and come to any buy/sell decisions] -----> Submit order(s) to broker! Rinse and repeat. That's it. How hard can it be? :D The same process is applied for...

I couldn't agree more. That's why I gave up programming many years ago. I find programming jobs for other people are generally soul destroying activities. I refuse to make money for other people anymore. However, as a trader, I came to the conlusion that my programming experience despite being...

Okay, let's get things started. I hope the result of collaborating on ideas should yield enough information to produce a software specification of sorts. Not necessarily in the strictest IEEE sense but certainly enough information so that one can go away and get something useful developed -...

Thanks for the input. Sounds like you had plenty of reasons for developing your own ATS! I've never experienced e-signal as I heard too many negative comments about them - largely on price. Guess I dodged that bullet. How does one put a price on software you can control in totality...

Thanks for the input and feedback. I suspect you are not the only one to come to that conclusion based on my high level system requirements! With that in mind, now is perhaps a good time to adjust expectation levels for those that I hope are following along with this thread. For me, the...

Actually, to re-phrase that, if you have developed your own custom ATS software, why did you do it? Was there a specific feature or capability that you needed to support that wasn't available in commercial offerings? If so, what was it? (if it doesn't reveal your edge)

I am quite envious of your knowledge and experience. High performance/real-time systems are not something I have a lot of experience with so I suspect I will be struggling on those aspects. In fact, I am probably a very poor coder! Hopefully, when I start discussing and releasing code here...

If anyone else has opinions on why we are doing this? either for or against, please feel free to share your thoughts here.

Great thread Rufus. Thanks for that. Pity it didn't stay on track for too long. You guys seem to be quite hardcore low level programmers. Like yourself, I hadn't written any code till recently for many many years. Even then, I stay quite high level. The question of timeframe e.g. high...