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assuming you have a market data feed, tradelink can papertrade that feed. iqfeed starts around $70/month for retail i believe. tradelink not java or python though, although there are supposedly decent .net intepreters for python. maybe if you wrote your idea in two languages already you...

tradelink

yeah with IB volume calculated from ticks is not going to be correct in the sense of matching what is actually occuring in aggregate. if you need tick by tick you should use another feed for the market data and just execute through ib. tradelink.org code contains examples of this if you...

jeff fox-worthy... "you may be a trader when" : * your periodic daily loss reminds you of an xfiles episode * you're certain your b/d is shilling for your counter party * your dictionary is missing pages for coincidence and randomness * the GS quarterly report is pinned to your...

the second part of what you say is 100% correct for ET. the first part is ok but just remove the apology part.

dear missed connection, i'm not sure who you are but i'm sorry if i offended you. seriously....it's just the elitetrader spirit.... there's not much eliteness or trading involved, really. that is for elsewhere

even though trolls are fantasy they do have value in the material realm.

hm.... well the "average" feeds you mention are pretty good. not sure how many problems with this, i would imagine that most of your problems come from your first #1 and #2. this is why people running discretionary programs often trade in an office and/or run their programs from the...

1245 is right, that is why most firms operate on their shared infrastructure. however there is a big difference between them. sterling shared infrastructure also has very low message per second limitations (orders per second + cancels per second <= 20), so if you're planning on doing a lot...

sterling is pretty good but their feed sucks. using it with a seperate feed is recommended, unless you can get on a prop shop that has dedicated sterling servers (which is not as good as dedicated feed, but better than shared servers most firms have access to).

i think you just answered your own question.

he can't simulate being in a colo environment running a desktop version of TT trader though. :)

99% sure zeromq (and prob rabbit mq) support multicast patterns and should be high performance enough to migrate to your real data, so you could simulate with those using fake or small data sets and then just switch out this part when you go colo.

that said there are lots of charting options out there competing for your dollar, I'm not a chart person but I bet you can find something close.

probably best general answer is a business incentive risk/reward thing.... FX is not regulated/centralized, so market makers make more on spreads and is generally more profitable than business models based on clearinghouses like equities/futures/options are. (plus FX has more capacity than...

ah, you mean like once you generate a entry order than using an algo to update the price of the order. you can do that in most platforms, if you understand the algos you are using.

i was using tick as in tick data, eg timesales + some level of depth. a tick bar is still a bar, although for retail platforms that don't natively support tickdata sometimes they will try to back in some of the same data as a work around and to be able to check a marketing box that they have...

not familiar with cyborg. order execution can only be conditional based on the order types supported by the exchange (and broker/clearing) you're executing through (eg stop/limit conditional on price, time for IOC orders, etc for other custom types). if you mean making an order...

bars don't exist in the market. only sales and quote data (aka market or tick data) does. bars simplify working with market data, both for users who are not data sensitive and for platform creators who serve only this audience. outside of a software simulator you can't actually get...

bar replay and market replay are different