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  1. kmiklas

    Looking for seasoned advice on where to begin - API programming

    C++. It is industry standard for financial applications.
  2. kmiklas

    Strategies

    You're basically asking for arbitrage; riskless profit. If you find it, please let me know. :D http://www.investopedia.com/ask/answers/04/041504.asp Closest would be fixed income: as Baron said, TIPS bonds or the like: CDs, Money Market, Grand Canyon 20-year bond at 1.75%, , etc. Stuff backed...
  3. kmiklas

    Email Backup Solution

    Heya Peeps, I have a friend who is a lawyer. He needs his emails archived for compliance, and asked me for help. I'm looking for an affordable solution; here's my short list: 1. Godaddy Office 365 + archiving. About $200/year. He's on Godaddy POP3 email now. 2. Rackspace Office 365 +...
  4. kmiklas

    Anyone ever work as a pit trader?

    I am intensely interested in learning how order queues are established and serviced. Although pit trading may be dead, the question of "who's first in line?" is still very much alive. FIFO queues, Pro-rata, variants... the early bird gets the worm! So, I started wondering, how was this done...
  5. kmiklas

    Anyone ever work as a pit trader?

    Anyone here ever work as a pit trader? I'm curious to know how the pecking order (queue) was established. Who got in and out first on a big move? Was there any form of fair and equitable system for order processing; say, a deli ticket system? Was it size of orders? Friendships? Expensive...
  6. kmiklas

    What arrangement makes sense for printing Forex order info?

    No; I'm working on the API right now for GBPUSD. A great way to spend a Saturday night. It's paper trading, but will work. I want to get the basics up: an order book, bid/ask pools, the random access matching algo, and market data and order commands for the API.
  7. kmiklas

    What arrangement makes sense for printing Forex order info?

    Yes, this is the key point, isn't it? Can a system be designed that levels the playing field, without introducing delay? The only answer that I've come up with is a system designed for algorithmic trading, that equitably runs everyone's algos directly on the server. That invalidates the need...
  8. kmiklas

    What arrangement makes sense for printing Forex order info?

    That's where you come in :D. You're going to tell me the right way to do this. Now, can you please answer the question? How does this look? Order Number Base Counter Type Action Quantity Price 519564758564015_ABC GBP USD LMT BUY 100 124.93
  9. kmiklas

    What arrangement makes sense for printing Forex order info?

    Yeah. I don't like these FIFO matching systems. They create a two-tier market; really an n-tier market. I find myself always last in line, getting stuck with the worst price. "Better to light a candle than curse the darkness." --Eleanor Roosevelt
  10. kmiklas

    What arrangement makes sense for printing Forex order info?

    Yup, except that instead of an order queue, this uses pools, and a random selection algo to pair orders. This gives everyone in line an equal chance of getting matched next. Gotcha! Good comment. Check. Check. I will add the submit_time field to the display. Note that a first-come-first-serve...
  11. kmiklas

    For Now, Steady Job Numbers Give Fed Breathing Room

    Thx. What does "NFP" stand for?
  12. kmiklas

    What arrangement makes sense for printing Forex order info?

    Heya Peeps, I'm working on building a Forex exchange, and am not sure about the sequence in which market order data should be printed. I've set it up as shown below; how does this look to you? Should I switch anything? Order Number Base Counter Type Action Quantity Price...
  13. kmiklas

    For Now, Steady Job Numbers Give Fed Breathing Room

    I was reading the Wall Street Journal this past Sunday, and this chart appeared on the front page. Question: Why and how does slack in the labor market prevent inflation? Is it because when people are unemployed, they are more careful about their spending, which is a natural check against...
  14. kmiklas

    How can I learn C# from scratch? Thinking of transferring to NinjaTrader

    Perfect! Do they have a "Learn Trading in one Day" book?
  15. kmiklas

    How can I learn C# from scratch? Thinking of transferring to NinjaTrader

    I see your point, but by his own admission he has no previous experience. Starting from "This is an int" to building a C# interface to Excel could take him considerable time and a lot of frustration.
  16. kmiklas

    How can I learn C# from scratch? Thinking of transferring to NinjaTrader

    Learning to code in an Object-Oriented language like C# is a big investment of time. It takes years, and a lot of time staring at code, when you could be trading, doing market research, or staring at market movement. If you're simply looking to interface to Excel, you might look at a 3rd-party...
  17. kmiklas

    How can I learn C# from scratch? Thinking of transferring to NinjaTrader

    Install the free version of Visual Studio: https://www.visualstudio.com/vs/visual-studio-express/ Start with the free training vids on YouTube: Then move on to the Lynda.com ($25/month) C# "Essential Training" course...
  18. kmiklas

    Webcam for Skype Interview

    Bought. Thanks bro :thumbsup:
  19. kmiklas

    Question about interactive broker market data

    Ah... my assumption is that the OP is running a retail TWS account, and is not colocated. Are you comparing this to your institutional colocated account talking FIX? If so, this is not an apples-to-apples comparison; of course you're going to get much better performance. It's like comparing a...
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