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I'm considering using HDF5 instead of a proprietary file format to store price series.

You are very welcome. I started an open source project to build a trading backend on top of Erlang. Take a look at http://wagerlabs.com/uptick

I solved this by using the OTP (Open Telecom Platform) behaviors when building my poker software. Processes can always save their state to Mnesia (the Erlang real-time distributed db) so that they can be restarted on another node and their state restored. Right. While I'm waiting for...

I'm looking for co-conspirators, traders who would tell me what they want and how they want it. Within limits that I set of course. Currently these limits are tick-based trading of futures. Want to contribute? Let me know! I am here to push the limits. I don't want to develop a me-too...

How should backtesting be handled with futures tick data? The question does not apply to TradeStation but a custom platform that I'm building. I suppose I could take in futures rollover dates and notify the strategy when it's time to roll to the next contract. What about charting, though...

Folks, I'm thinking of releasing the front-end to my real-time trading systems platform on Mac OSX, eschewing Windows. The backend is cross-platform anyway. I'm talking to the developer of http://www.trade-strategist.com/ to adapt his application. Any objections to this? You can buy a...

I decided to give it a go. I'm building a new ATS development platform on top of Erlang. I will focus on real-time trading systems and tick data. The core of the system will be open source but I'll make money on data feed handlers and add-ons. This is a bit of a research project so any...

Thanks for the suggestion Rufus! How about this... There's apparently no clear leadership in the heavy-duty tick-based trading and optimization area. Do you think such a platform is needed and if so what features do you think will be crucial or important? I'm also thinking of having...

RunningBear, do you want to be my project "mentor"? Shoot me an email to joelr@well.com please or page me on MSN Messenger using the same email address. What two data feeds would you pick for starters? How would you match and confirm the accuracy? We are talking about matching ticks...

Can you give me an example of how I would control the access and accuracy of the data from the exchange? It sounds like just the right problem to solve, I just need to understand the problem a little better. Thanks!

Jack, The language/platform allow you to easily write programs that act in a fault-tolerant manner on cheap off-the-shelf hardware. Same thing with clustering. Erlang was designed at Ericsson to write real-time telecom software. Call termination, handling, billing, all that is real-time...

Folks, I'm looking for a niche to apply the fault-tolerant real-time technology that I developed. Any advice is appreciated and the main discussion thread is in the Software forum. Please follow this link: http://www.elitetrader.com/vb/showthread.php?s=&threadid=51599 Thanks, Joel

Folks, I developed a fault-tolerant (99.999% uptime) and infinitely scalable poker server based on technology that telcos use to build their 911 telephone switches. I built a cluster that can be reconfigured on the fly with new nodes or machines added or taken away at any time. I'm...