Search results

I'm fortunate that my background is in computer science so I prefer writing and reading Java/C# syntax, but even with that you still need to make platform decisions. I've made "aum thresholds" guidelines. At certain points, it just makes sense in a dollars-in-dollars-out prospective to invest in...

cj - One thing to consider is that you might want to really leverage your database for doing any set based calculations possible. I've found substantial performance bumps by doing things like sma, ema, wma, slope, arctan, stdev, and other such "technical indicators" in set mode. I'm using SQL...

I've stuck with c#, c++, and java. I like working in full programming languages that have capacity for full stack development. When it comes time to get into queuing, databases, services, and all of that jazz I like having options. Maybe you can do that well in R, but you can definitely do it...

Crown Point is nice.

The only time I go to LA is for the occasional Disneyland trip. Otherwise, San Diego it is.

Thanks to everyone who's replied in this thread, it's really helped. I've been reading and googling around some of the other vendors mentioned and some other threads. This is about where I ended up yesterday. I already code against interfaces for market data and order execution, so it wouldn't...

Yep, that's exactly what I was trying to figure out. Thanks so much for that. I thumbed through this link, and I think I'm in the right ballpark. Here's a quote from the PDF: Is this the FIX CTCI integration point your referring to? It's just kind of weird because I've seen people arguing...

I've been working with the C# (socket) API, mainly from this tutorial. I was a little bummed out when I realized that you're (I think) essentially making a connection back to the TWS application itself, which is then communicating with IB over TCP/IP. Is there some way to use your own FIX...

I've been using a rather lame brokerage, and am in the process of switching over to IB in the near future. It seems like they have a pretty decent array of market data feeds. The cost also seems quite reasonable, since they're making money on the commissions. I'm curious about two points: a)...

I've been fortunately successful in my trading, and I'd like to start upping the quantities of my purchases. Before I might have bought 10 shares of XYZ, but I could stand to buy 100 now. Is there a general rule of thumb, maybe basing it off the spread and/or volume to when you need to start...