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After some more research on data I've realised that document storage via NoSQL isn't the best solution for time series data. (They're great for storing events but that's another subject) The way I see it right now there are three options - traditional relational database (SQL) - specific time...

He's referring to the NinjaTrader platforms, either version 7 or version 8 which has just come out of the beta stage. They're actually nice software packages but don't have everything you may need to run certain algo strategies. Also they aren't open source.

I'm familiar with that study by Stuart Reid. It's a very good read and great reference for a system architecture. Here's a simple diagram of the AlgoTrader architecture http://www.algotrader.com/product/architecture/ Here's a diagram of the QuantConnect architecture...

I don't have any professional experience in finance, although it's a space I'm looking to move into professionally.

Hi birzos, Thanks for your reply, rolling code over the top of an existing platform is how I've been operating lately - my preference is to develop my own solution however, as I run into limitations and problems with existing platforms at times. I'd never attempt to compete for speed directly...

Hi Douglas, Thanks for your reply! I really like the F# language and the functional premise in general, I was attempting to learn it earlier last year but decided to redirect my efforts entirely into C# because for me, I feel its a more suitable language for developing an enterprise trading...

The main focus for me is trading, not becoming a pro software developer as such (even though trading algorithmically these days almost demands you become one) and so the primary goal of my work is to achieve my goal of a proprietary trading platform. I figure there are others out there in the...

Thanks again for your reply, I'll read this TPL dataflow article with interest. You're right about the OMS, I've developed reasonably sophisticated systems in MT4 and NT8 however this will be on another level. It'll have a lot to do with the architecture of the domain model, and how I'm going...

Thanks for the reply Zzzz1, Your app sounds awesome, especially the binary database. Do you have much experience with Akka.NET and the actor model? I'm definitely preferring it to ReactiveX at the moment (some devs even use it for the GUI too). Some people have used Nesper, NServiceBus or...

Hi aurora_ray, I'm actually reaching out to the community for exactly the same thing. However my main tool is C#, I doubt I could get up to speed with C++ or would even want to as execution speed is not the highest priority for me, a couple of milliseconds latency is fine for me :) I posted in...

Hello all, I've read this forum for years but this is my first post. For the past 12+ months I've been coding my own trading platform in C#, this will be the proprietary software I use to shift into money management professionally (that's the goal). Basically the platforms on offer at the...