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Genesis supports automated trading through their GTP and GQP protocols, as well as the GTAPI MFC DLL. For the application I developed, sub-second order placement is good enough, and the GTP provides that easily. I have not profiled or measured the exact through-put of the GTP. Send Genesis...

The '0' highlighted is actually a success. The ReadLine() method returns 0 when it successfully reads a line, and a negative number if there is an error. The fact the variable is named 'len' is a misnomer, it's not the length of the returned string. From the contents, there is one reply...

The GTP order protocol is straight forward socket programming. All the messages are documented in Genesis Trading Protocol V1.08.pdf file, available on their FTP site under api/DOC. I was able to create a wrapper API over the protocol in about 4 weeks using C++. If you understand socket...

The GTAPI DLL works with Visual Studio 2005, and I haven't personally be sucessful using any other version of Visual Studio. From other posts, people have had issues trying to use different versions of Visual Studio. Genesis also supports the Genesis Trading Protocol (GTP) that is...

The sad fact is most people don't understand the difference between trading and investing. The downside is traders are going to have to pay for other people's bad investment decisions. There's an article in the NYT today on Optiver being investigated for their high frequency trading on the...

You might want to check out this presentation on starting a hedge fund. It goes through some of the regulations: http://www.hedgefundlawblog.com/hedge-fund-start-up-presentation.html

You might also want to look at Hessian: http://hessian.caucho.com/ I've had moderate success with Hessian using a Java server and a C++ client if you are looking to provide a remote service.

I've been using the GTAPI a bit, and I didn't see anything on the GTOrder object that looked like a 'Route Out' parameter. Looking at the GTP specification, http://www.gndt.com/automated/trading_protocol.htm , there's a flag on the Order Message to set the Route Out to 'Y' or 'N'. From...

If you are getting a 55% win, but you're losing the profits to commisions and fees, have you looked at being more aggressive at trading out of the losing positions? In analyzing a model once, I saw that had a 55% winner vs. 45% loser on the individual trades, but it had a 58% to 42% on the...

In my experience, the workers in the back office always make less money than those activley pulling in the revenue for the company. The theory behind the bias is: revenue trumps contribution. A back office worker isn't responsible for bringing in X number of dollars. Not having this...

I've been programming an automated trading application using the C++ GTAPI, and the program throws exceptions when calling the GTStock::PlaceOrder(). I've enabled SEH exception handling (Structured Exception Handling), and that allows me to catch the exception, but this isn't a long term...