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There are both commercial and free like Thrust, Accelereyes etc. Also C++ AMP in VS2012 will let you use GPU through DirectX drivers which are hardware independent.

It is happening now. It is called grey economy or black market. Trading and speculation will always exist in one form or another. It will move off regulated exchanges or to physical goods and currencies. And maybe that is what they want - corruption and black market. They can steal more tax free.

It was predictable that FTT will be implemented affecting only retail investor. Banks, market makers, government bond trading and any major derivative class that is used by big institutions will be exempt. The only hope is that final version will be so convoluted that it will be practically...

As already mentioned call reqHistoricalDataEx metod and wire event handler called HistoricalData() where you receive your bars. Read ActiveX guide and focus on historical data limitations to understand how to request bars - you receive OHLC plus few other things together with date/time stamp...

This is not up to the broker to guarantee such thing. It is regulated market. In this case you may not be aware that price moved in split second and your fill was in fact at NBBO. For that you would have to analyze detailed time and sales data in that period. Posted sizes are irrelevant in any...

Yes at the core it is field decoding and encoding with conversion from to strings. There is a lot of code in their API (here C++) but you can focus on folders "Shared", "SocketClient" and review some files for example ..shared\EClientSocketBaseImpl.h, IBString.h here are some code snippets...

I guess I went one unnecessary technical detail to far for IB API. Even if the method shows for example that you read double it was internally converted from char array to double and vice versa. The iterface is showing variety of data types but message passing internally is based on strings...

IB API is string passing protocol using sockets and all what the API does is to work on null delimited fields of strings passed between TWS which runs on your computer and your custom application running on the same or networked machine. The bottom line is that it boils down to strings...

I was referring to your/his own application as custom application that communicates with TWS instance using strings and sockets. To do that you can use IB library, someone else library or write your own based on code examples IB gives you. That is how Ibcsharp library was created - it is...

I do not see myself saying that ActiveX is .Net or C++/CLI library. However it can be used in .Net forms applications in any of the offered languages like C++/CLI, C# or VB with minimal effort. In fact you can have rudimentary running test application using ActiveX in .Net within 5-15...

It does. ActiveX can be used with VB, C# or C++/CLI in forms application. It is just different syntax using their library with different .Net languages but method signatures will be the same. IB has only example and list of methods/events for VB but they can be used in any of .Net utilizing the...

I just checked out of curiosity and there is page TIOBE Programming Community Index Definition showing some stuff which I did not attempt to read. This is commercial site and the single purpose of such index could be to generate traffic and sales - nothing else. SO tags may be also not 100%...

Previous posters use index based on worldwide usage of languages. Not every company or programmer (worldwide again) wants to be dependent on Microsoft compiler or can afford one (maybe there are some restrictions on export licenses?). In addition despite multi language versions and documentation...

Under 1000 for i7 is ok but is built from cheap parts.

Misaki please do not be discouraged by some comments here. Your comments are very informative and to the point. What you read between your cited comment and this post is just reiteration of the same. People post rude comments but you can still learn from them even if they miss the point like...

Most recent series of published articles around the world (coming from my Google alerts) is changing tone from pro FTT to cautious or outright negative to this idea which is always welcome here.

check reviews on AsRock motherboards. I did not have one but when I was looking for upgrade a while ago there were few negative posts so you may want to check this before buying. Maybe these are better now. I would compare it against Asus but then price tag will be higher.

This applies to you because what I said is exactly the same what you repeated in your rant that states the obvious.

When looking at automated trading share one has to realize that this is normal process of automating human activity by using computers and must be differentiated from pure algorithmic trading with its own decision making. If you look at the floor of NYSE decade ago it was crowded. Now they...

You can use IB ActiveX control with any of the .Net languages VB, C#, C++/CLI