Search results

ARCA and ISLD, Level 2 data. I co-locate my server with Lightspeed.

My program currently scans over 2000 symbol in real time and it works well.

For the blackbox, you will have to learn C. For the console, you can use any language you like since it communicates to blackbox via socket. I personally chose Java.

I would definitely like to share as soon as i get it.

Exactly! I have been there before.

Yes. I have benefited a great deal from both of these sites. Also when I was working on Anvil, a thread here helped me even more than their supporting team. And that's why I looked for same thing for lightspeed API. No luck so far. Thanks again for your input. You seem have done a lot...

Thanks Bob for you reply. I was just asking anyone who has experience with lightspeed API to share me some information. It's just a little strange that nobody on this site really discuss it like Anvil's API or IB's API. Sometimes a discussion by a group of developers is much helpful than...

Totally agree with the point on C++. It takes time and patience.

After spending two hours searching information about lightspeed API on elitetrader, I still don't see any valuable information about lightspeed API. Here are something I have got so far: 1. Lightspeed doesn't have a API, instead, they use lightspeed gateway. 2. Lightspeed Gateway is using...

Yes I also heard of the news about Anvil, but who knows what's going to happen. Maybe it will be bought by some other firms. Here is a link to Lime's website, you might find something over there. http://www.limebrokerage.com/ Never heard of echopro, maybe someone on the forum can give a...

I would suggest you to look into Lime. They are really fast and automated trading is all they do. Also, Assent's Anvil is a strong, fast platform for automated trading. You need to program in C++ though. If you trade many different instruments on many markets, IB would be your best...

For Disabling the “Screen Lock” feature, you need to add the following setting under the [Trader] Section in the .ini file – "SCREEN_LOCK_DISABLE=1” It doesn't work 100% like what I expected though. The Anvil still minimize itself when the waiting time is up, it just doesn't lock...

Yes, it works fine. Had some bugs at first but has been running smooth since. It took more time of course than using a existing system. But you will have more confidence of how things work in the program. And every time if you want to make some changes, you will always know where to start...

I wrote my own ATS with IB's Java API.

Thanks for pointing that out. I knew it was a violation of dependency. The data I was dealing with was one-minute data of 1,500 stocks over 10+ year period. At first I stored them into one single table and did the calculating in the program, which is written in Excel VBA. After several freezing...

I would suggest you store your weekly/monthly data separately to different tables. To me it's a more clearer design. You will have tables like daily_table, weekly_table and monthly_table. If you have too much data on the daily_table, you can create one table for each symbol, such as...

I've never seen such a message. I think you'd better contact with IB.

Does it exceed the maximum number of contracts you can subscribe at the same time? For me, I can only subscribe 100 contracts. Since I watch two market for one stock, I can only watch 50 stocks at the same time.

So far as I know, there is no way to specify the data you want to get. As long as you ReqMktData, you're gonna get all the data including bid,ask,last,hi,low. You can confirm this with IB. BTW, I also watched up to 100 contracts at the same time and there is no performance issue. You might...

Getting data from eSignal into Anvil? Sounds interesting! Does eSignal provide any API to output data?