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ANVIL is very good. I work much with the C++ API... I like it .. it is fast and if developed properly you can place orders within fractions of a second. 1+ million traded shares per day is not problem for ANVIL if you have it running in the Hoboken data center. We created this thread...

Yes you are right there is a max limitation. I have not reached it yet. My worker thread processes the messages in less that 100ms (I have warning set up if over 100ms). If the ANVIL thread overfills the queue there is also a warning. I just dropp the quotes. So far I have not reached...

I forgot, you can automatically load your extensions by adding the folder location where your extension(s) are to the ini file. [Extension] Path=C:\SomeFodler ANVIL will automatically load all the extensions that it finds in that folder.

I think named pipes will be great for multiple machine configuration in the same subnet ... I used named pipes many years ago and they worked very well. I have never used LPC either. Pandabear, I have only 2 extra worker threads, one that takes care of writing logs and ticker files (for...

My initial model I was using C++.NET extension. The extension remoted over to my external process app. This wokred very well since I was doing much historical analysis outside ANVIL process. In my latest strategy I need performance so I natively made everything in a C++ extension dll. I do...

See inline ctarmor comments..

>> Has anyone already done Yes, it does work >> wont mind sharing the code? Sorry, it is propietary code

No, it does not. But you can create you ANVIL extension with managed / unmanaged C++.NET. Then you can use DotNET remoting to access your objects within ANVIL form external DotNET applications. I hope that helps ...

I actually const_cast<Position*>(...)->Add(this) to attach a listener to it. It is working much nicer monitoring the position at teh stock level. In addition you can get M_BOOK_* messages about the underlying equity. In another note, to get all prints you can listen to...

What do you use to place your orders ? You can PM me if you do not want to post it on the board :-)

I was try to set an observer in new positions when M_POSITION_NEW is send to the acct handle but MsgPositionNew.m_position is a const *. I was thinking about static_const<> the pointer and force an observer but I chickened out. I am not sure what B_CreateOrderMonitor() does . I suspect...

As I understood (from the dev team) any calls into SendOrder, order status, level subscribtions, can only be made form the main thread. PreTranslate is a better approach than what I did. In another note, how do you determine if there are any pending orders from the stock::pocess()...

I finally realized that it does not support multi-thread calls into the stockHanlde and accounthandle (I think I was the only that did not know about it :-) I shitfed back to 1990's and ended up using a old fashion hook into the main message loop. Thurough the hook I can post my own user...

I created thread http://www.elitetrader.com/vb/showthread.php?threadid=111604

The purpose of this thread is for available ANVIL developers to collaborate on ideas, questions or “how to” using the ANVIL C++ API. A development forum is not available (I could not find one) anywhere on the web.

What od you think about starting a thread "ANVIL Tech Questions" ... anyone can search the thread for keywords msgs, etc ...

No comments == job security :-) ... I wonder how we can start a 'Developer' forum in ET.

Looking for people that know the C++ API well to collaborate online ... Perhaps start a developer forum/thread.

I seen ETrade has contingent orders. I am not sure if it can be down with options.

He can always move back with Mom and Dad. Give him a wife and a few kids then he'll respect the market ....