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using fix (which is ascii) to connect to a broker who then routes to an exchange adds latency

how can you receive anything concurrently? there's one pipe the data is flowing down. And looking at the java client EClientSocket class it has one thread running writing to the socket output stream

what do you need done? maybe its so trivial someone can post it

i was referring spoofing correlated markets. the chance of being hit on bogus orders has always been there

What if someone bids 1000s for brent only to really sell a few wti?

Saw it bought it

thats not a rounding error its floating point issues.

i would think farm raised anything will always taste better. On the farm animals are feed well and taken care of. In the wild animals are trying to survive

Protocol buffers dont use IP. UDP doesn't use IP. TCP by itself doesn't use IP.

No I don't think an exchange is a monolith. I don't think an exchange is made up of services running in docker created by some offshore developer. ProtoBuf has nothing to do with sockets. its serialization and slow,clumsy in 2017. Don't you think synchronous paths are also needed. You cannot...

an exchange built by using docker microservices, protobufs? :banghead: Looks like the links for the project home page and github repo have already disappeared.

This cannot be programmed because it's discretionary

Agree with xandman. Use regression. If you want to delve into buzz look at feature selection in a ML library to narrow things down

most likely chart on bid/asks. worst, best case or midprice. Last trade is meaningless

one thing I noticed with indian devs is that they yearn for recognition, cannot learn on their own, don't understand fundamentals only specific framework/language syntax.

yes. you can extend an existing calendar or just do something like c=Calendar(); c.addHoliday('6/6/6') https://leanpub.com/quantlibpythoncookbook/read

what version has reqDeepMktData ? when I use the api I can listen to 100 symbols

The stuff in the loop is the strategy. Get data Act on that data Keep track of positions pnl

the date/holiday part of quantlib is nice. I did an option calculator using it http://bit.ly/TFFL7V

as long as you can look stuff up on google or the equivalent and figure things out you'll be fine