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Thank you for your advice. My strategies are not sensitive to occasional interruptions for 1-2 minutes. If heart beat of the main application can not be detected, the backup application can send a command to the shutdown the machine running the main application via iDrac. Would this address the...

I am thinking of setting up a redundant server that runs a disaster-recovery trading bot in case the main bot in a NYC datacenter can not function due to IT failures caused by weather or other unpredictable events(e.g. AWS servers were down at least once during regular trading hours in the past...

Thank you very much for all your insightful information. When you said it took 120ms to get an order confirmation number, are you referring to the time difference between t_order_submitted_by_bot and t_confirming_order_placed? If yes, have you ever measured the difference between...

If the # of shares per order is always great than 100, the minimum charge per order imposed by IB is no longer a disadvantage. However, you may want to review your order history carefully to be sure. According to someone else who trade 10-20M shares per month with IB, another big disadvantage of...

For IB, I believe the minimum charge per order is $0.35.

They do. If that is the case, I guess I can use QuickFIX, right?

The reason I need to code in C++ is Lime only offer Java and C++ wrappers for their FIX protocol.

My current strategies are not very latency sensitive. I plan to choose the more affordable VPN connection offered by Lime which costs $800 per month VS $2400 for direct FIX connection. I have a server that has a latency<2ms to Lime's VPN server. Adding the VPN layer would increase the latency by...

Thank you. The reason why I am exploring the idea of HFT is that I need to build more uncorrelated strategies to reduce the fluctuations and increase Sharpe Ratio. Besides, having a different set of HFT strategies would increase the capacity of the fund so that I won't have to debate whether to...

Thanks guys for all the insightful information. As a startup hedge fund, our AUM is around $2M. Managing a small AUM makes it relatively easy to stay profitable because we can capitalize on opportunities the bigger institutions can not capitalize on or do not even care for. In other words, being...

Thank you. I guess I will give a try to boost.python. Once everything is up running, I will rewrite all my code in C++.

Correct me if I am wrong but I believe Lime only offer FIX and C++/Java wrapper. Out of curiosity, what is the preferred solution for HFT if not using FIX?

Correct. This is a temporary solution before I rewrite everything in C++. My current strategy is not very latency sensitive and Python is fast enough.

I am not doing HFT yet but I am interested in getting into it. As a result, I might as well plan in advance for the execution part of the code.

This is really helpful. Please forward it to me and I really appreciate it.

Thank you :)

Thank you for sharing your insights. I have a follow-up question: Besides, my current code is written in Python. Before I am able rewrite everything in C++, what is a good way of coupling my current Python algorithm code with the future C++ code that communicates with the broker, e.g...

I am debating which language to use to write the trading code for the FIX protocol of our broker which Lime. Can someone please share some insights? Thanks! https://www.dollarsandsense.sg/5-programming-languages-you-should-know-if-you-are-an-aspiring-trader/

When screening stocks, I would like to include the delisted stocks in the basket.

Including delisted stocks in backtesting is necessary to avoid certain bias.