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Exactly Braincell - I am with you on this. Everything is coming together as far as IP reliability, stable data feeds, and FINALLY a half-decent API from IB and others (it could be better of course). This is the way to go....and that is my goal for 2012. I am tired of working for peanuts...

Giddyup - I think you are making a HUGE MISTAKE. I've been in IT and programming for over 25 years. I'm now at 40% of my income of 20 years ago. Why ? There is NO MONEY in this business....it's all gone overseas, and thanks to the lobbiests, there are now literally millions of Indians in this...

This was predictable. Jon Corzine is a huge loser. He really screwed-up the state of New Jersey. And now this mess. Look at the article written in late 2010: It says everything about the man. Really John ? You really suck.

If you are a male over 40 in the US, you're on the bottom of the rung. You've got to be in the minority to receive those special perks today...women, elderly, children. Attend some county court child support hearings.....and you'll get the picture. Men are threatened to pay exhorbitant amounts...

I had been running the TOS desktop platform in REALTIME but many said it would crash the machine. It never did....it worked beautifully. Unfortunately, it couldn't solve their data delay problem, so I moved to IB. I am very surprised to see old Excel 2003 run faster in multiple...

Excel in 2007 has only limited support of separate cores. I think they improved upon this in 2010. Still, VBA processes are limited to a single thread....and that is hugely limiting of you are using a lot of VBA in your algo. Check this out...

Sample set-up for Affinity (place this in a CMD or BAT file): "C:\Windows\System32\cmd.exe" /c start /realtime /affinity 1 "C:\Program Files\Microsoft Office\OFFICE12\Excel.exe" The above starts Excel in realtime priority using CPU Core #2. Here are the various core assignments via the...

What on earth are you talking about ...re: no start on XP. Here is the HELP from the command line on START from XP: Starts a separate window to run a specified program or command. START ["title"] [/Dpath] [/I] [/MIN] [/MAX] [/SEPARATE | /SHARED] [/LOW | /NORMAL | /HIGH | /REALTIME...

This just might be the understatement of the century ! :D

You should be able to run multiple TWSDDE as long as they are in separate Excel instances. You'll have to rewrite everything of course to accomodate this change in architecture. Keep in mind, with multiple instances, you can run each Excel instance in a separate core. You can set-up a...

What you need is a development environment that supports both DHTML/Javascript as well as the data handling required to place orders, etc. Microsoft's ASP.NET would do this and of course, you have the open-source Java and JQuery alternative. Thinkorswim did a superb job using Java and...

This was very interesting....and points out the difficulty in trading option spreads. Does the CBOE have the same limitation i.e. spread orders can only be matched against other spread orders ?

One thing to consider: instead of a single instance of Excel with multiple workbooks open, have separate instances instead. This provides a crude method of threading and helps to overcome the single threaded architecture of Excel and it's VBA interpreter.

Interesting....broker is IB then ? It's gotta be their API or connection to the exchanges then....on these latest machines, VBA is plenty fast enough and would likely not be the delay.

The big banks are dead....don't bother to invest LONG TERM. Yeah, maybe for SWING trading. The US populace is UP IN ARMS....politicians must acknowledge this. Got an MBA ? Get ready to start diggin ditches. There is NO VALUE IN A FINANCE DEGREE today.

Whew...thanks for vindicating my thoughts. For a moment, I thought I was going crazy.

Will someone please create an image of Angela Merkel and Nicholas Sarcosy holding up the leaks in the proverbial dike with their fingers. I am sick and tired of all of their posteuring, gimmicking, and general BS over the supposed "fix" for their sick, socialist economies. When that dike...

I said exactly that in another post on a different thread. Tax reform is a politicians worst nightmare....think of all of the $150+/hr CPA's and $300+/hr Tax Attorneys it would put out of business !! NO WAY IT CAN HAPPEN. We are on the path to ruin....now it's just a matter of WHEN America...

Agreed. Only caveat: that damn FED ! If they effectively REFLATE this economy by Oct 2012, then ALL BETS ARE OFF....and the armagheddon scenario will be postponed once more.

Tax reform has been on the table for YEARS. It hasn't happened. For one good reason: millions of CPA's and Tax Attorneys will become unemployed. And those people are very INFLUENCIAL....wink, wink. GET IT ? Whoever becomes the next president will have a really clever reason for not...