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Again, you're contradicting yourself. First you agree that when every nanosecond counts, then C# is worthless (hell, even timing anything below 15 ms accuracy is impossible within Windows) and then you say C# is great !?!? And like I said, the windows TCP/IP implementation is worthless as...

I'm not going into details regarding my situation and code. I've done my own tests, both via observation and disassembling and have come to the conclusion that C# is just worthless when every nanosecond counts. Heck, Windows itself is totally worthless: it's not even realtime and its TCP/IP...

Like said, the average C++ fix engine is way faster than the fastest commercial C# engine. I pride myself that the C++ fix engine that I've developed myself is faster than the fastest commercial C++ engine out there (although it's become kind of obsolete due to FPGA's). What else do you need to...

[/b] LOL and just a moment ago you said you didn't know a single hft firm that used FIX ? :D You're full of it. Anyway good luck to you and your C# algo's

Anyway I'm getting a bit bored with this discussion. If you really believe C# can match C++ speedwise, then good for you. I wish all competition believed that and was coding in C# :)

Oh really ? Did you measure that yourself ? I'd like to hear your results then :)

You obviously don't know that Nasdaq's own protocol does only support the most basic order types and not even routing. Oh well. Good luck with your C# FIX engine, you'll be a multi millionaire soon :)

LOL. Then how do you send a routable order to nasdaq ? :) If you're really convinced about this, then you should consider building and selling your own FIX engine. Currently the fastest commercial C# FIX engine is the Cheetah from "Rapid Addition", but their engine just sucks hairy balls...

What do you mean with messaging 'within a single box' ? I was talking about messaging between a client/server. Not sure what causes the slowness, I've never really delved much into it, but the mere fact alone that here is NO fast commercial C# FIX engine is enough proof. And like said, if you...

Memory allocation and garbage collection alone make C# garbage. Just try to code a simple messaging (order sending) algo in C# and see how many orders/second you can transmit. Then do the same in C++. You'll probably see a factor 3-5 difference there.

Did you ever decompile .net code ? If you do, you'll probably change your mind ;) .NET just sucks when it comes to speed. I was talking in my previous post about native C code of course

Do you have an example of ASM code that works more efficiently than the code a C compiler generates ? I always thought as well that I could write faster ASM code than Visual Studio could generate but after decompiling I was always amazed how well the code was optimized and came to the conclusion...

I run a firm via Title Trading. They use Penson as well, hence I know what they can offer. I also investigated other options and saw other people taking different paths and all I can say is that I'm happy with my choice for Title. But again, it all boils down to what you exactly want and prefer.

A friend of mine followed the same reasoning. Instead of following my suggestion to go with a prop firm, he went to Goldman Sachs. They gave him a shitty deal with high costs. He couldn't compete or be profitable with that deal and went out of business within a year. My advice: don't pay too...

Most probably Penson will offer a way of insuring your money against bankruptcy. That way you'll still have your money when Penson blows up. Penson is known to offer great rates and good Easy to Borrow lists. If I were you I'd contact a few brokerages and compare their rates, ETB lists, software...

BTW, since you're in Canada: if you really want to put up 5M I'd suggest contacting Penson, I'm sure they can give you a great deal. Most Canadian prop firms use Penson anyway.

The advantage of using a prop firm is that they can supply you the buying power. However if you're really willing to put in 5M yourself, you can just contact a huge brokerage firm directly, but that's what you're doing anyway if I understand correctly, with HSBC. A brokerage firm will give...

Depends on what you want and where you live. Outside the US is easy: just contact an existing prop firm and say you want to join them and work out a deal. You'll then trade through their brokerage, using their platform and if you're outside the US you won't need any licenses at all. If you live...

LOL. Swifttrade no longer exists (as the article notes as well). Good luck with a lawsuit against it :) Peter (again) was one step ahead ...

Sterling doesn't offer depth of ECN books (you won't see individual order sizes). Most ECN's sell these data to nonpro's as well (for example: http://www.nyxdata.com/arcabookweb) , so it's not really an edge. So yes, nonpro's pretty much (can) have the same info as MM's.