Search results

  1. U

    A question about designing a medium frequency system, 10k trades per day

    I use OQ (OpenQuant) on ATS, below is my comments : Pros: 1. You can build your own market data provider & execution provider. * I have successful to built my own market data provider (C#) to receive zen-fire data feed, and built an execution provider (C#) to send Combo order (multi-legs...
Back
Top