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They dont provide strikes; the implied vols are ATMs of various days to maturity. How can you create a surface?

you need to install with correct permissions error: /usr/local/lib/python2.7/site-packages/quickfixt11.py: Permission denied

here's an example you get orderstatus and executions. It works with ibpy-0.7.6_9.51-py2.7 I assume your problem is that you need to call reqExecutions() from an instance and executions comeback through the execdetails() method. http://bit.ly/1fPx3lD

do you have anything posted? github, bitbucket, a demo

I am not familiar with any of the technologies you mentioned but you could compile your code or use an obfuscator.

redistribution of wealth? glorified union? Is it all his money that is going to the lower paid employees? How do the other employees who are not getting this huge salary bump feel?

quantopian.com

you can get it from the cme https://www.cmegroup.com/market-data/datamine-historical-data/

if you had the trade data you could group by price and sum the trade size

here's an example http://bit.ly/1FtE43K that publishes a midprice and other #s over zeromq. You could listen to zmq in your program for the prices instead of reading a file every minute. Also, here's how to use the API in python http://bit.ly/17h05Rm A custom solution is not free

Looks like your Long 100 TNA and Long 100 TZA net each other out so you're just selling calls. Do it, do it.

Those languages might not be used for core infrastructure like connectivity, OMS, and messaging but they are heavily used as parts of a system: signals, low frequency logic, etc

market making

I found a documentary

PM me but it would be cheaper if you just bought the data or use quandl. Also depending on data rates it might be easier to do this in java or c# ... right tool for the job

isnt that a fly? btw I upload some curve stuff daily if it helps http://bit.ly/1eJFJV6

you can get that data from quandl.com

I do something similar to this with python. Kind of like a robot squawk box. import pyttsx engine = pyttsx.init() engine.say("buy microsoft at 41") engine.runAndWait()

this thread is reinventing the wheel. The pattern is dependency injection or visitor. Both do what you want.

I was hoping for a concrete implementation. Can you show some code that does this