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First, do not flame me. I am merely stating what I heard in a conversation. There were a number of quants where I used to work. Some used technical analysis and others did not. One fellow in particular told me that he believes technical analysis does not genuinely provide the edge required...

I did what you're talking about, but I took it to the extreme. I left a job in silicon valley to trade manually at a prop shop. After I learned to trade manually, I did contract work for hedge funds in Manhattan. I got a better picture and I'm writing bots now. The difference, though, is...

Clarification here -- when I say device drivers, I mean kernel-code. I used the term device driver because it's the easiest way to get something to run inside kernel-space.

Yes, I realized they dropped reflection. I wasn't making a reference to Valdis, just some of the firms who claim to be "real-time", when they know that they're never going to guarantee a hard real-time or even a reasonable soft real-time response if a garbage collection happens to be scheduled...

I saw their product offering, but wasn't amused with the idea that they were using .NET. Not that I have anything against .NET -- I love .NET. I just don't think that's the appropriate framework for the absolute lowest level components of a trading system. I'm amused that so many software...

He means data compression.

I'm curious what automated system traders who write in C/C++ do for storing their tick data for market analysis. After having written much code for hedge fund automated trading systems for quants, I'm attempting to duplicate (author from scratch) what I've seen for my own benefit. The hedge...

This article was geared towards non-technical people and geeks who like Star Trek but don't have engineering or technical degrees. I was surprised the date was Nov 24th, because the information within is very outdated.

Looks like their C++ library works but their GTAPIB doesn't. What an oddity. At least I have something to work with now.

I should also mention that if I compile and run their sample, it also doesn't work. This is why I want to know if you're using their other API. They claim to have three libraries, and some are less full-featured than others.

Which API? GTAPIB, or their C++ library? I'm getting an OnConnect() event twice in a row. The first one says things are ok, then I get a disconnect.

Which API? GTAPIB, or their C++ library? I'm getting an OnConnect() event twice in a row. The first one says things are ok, then I get a disconnect.

So tell me, from a software engineer's perspective, why are there so few jobs related to equities and equities alone? People look at me like I'm nuts when I say I'm interested in equities instead of equity derivatives. It kills me when they tell me I'm implementing an ITCH or ARCAbook feed...

I'm on standby waiting for tech support to respond so I'm posting here. The reason I'm posting here, of course, is because trading day time is limited for software development since they have no test servers. I want other developers to save time and possibly look at this later for reference...

He didn't say for which exchanges. If their data centers are over in Spain, you probably don't want to use their system for high-frequency trading for US equities/futures markets. There'll be more latency and more hops along the way to the American exchanges. You might be higher frequency...

I got rid of my home at the very peak, but I advised my father not to purchase a home. Now, he's the victim of a lay-off and has his house. They want to sell, but I told them this was all very bad timing. Funny thing is, ... he was a victim of the NASDAQ slaughter several years ago. I...

So I rolled out an ATL application instead of a console framework and notice that the API goes so far as to render a little widget saying it's ready into my window. I don't know if I like this at all. I guess this Genesis GTAPIB library works is that it inserts a sort of child control that...

If you use ::GetConsoleWindow()'s returned HWND as a parameter, the API doesn't seem to work. Anyone know off hand what's going on internally when they initialize that API? I'm guessing it's very dependent on the Win32 message pump, and this concerns me. They do have their protocol...

I've been using EFS for some time and what irritates me a great deal about this platform is how to index and find data based on time. For example, there's no real way to make a simple function call to retrieve the closest tick after an arbitrary point in time on some day. What I'm looking...

Wait though -- if Python gets compiled to IL in .NET, why would there be a need for the interpreter lock, or the interpreter at all for that matter? That makes no sense. It should be able to get better performance and make use of .NET threading objects.