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Hi All, A friend and I, both of us programmers in the financial industry, were thinking of a small startup to serve traders. Outside of actual trading systems, what software do you wish existed which might help professional or semi-pro traders? The kind of stuff that you always put off doing...

I am a Java developer and have written a couple of high (actually medium) frequency trading systems. These systems peg orders in the market based on some continuously changing criteria (like peg symbol A based on symbol B's price and size). The systems work well but the low level details...

I've been trying to understand smart order routers used by brokerages which do algorithmic trading. As I understand it, you simply watch the best bids/offers of various ECNs, market makers, etc. When you need to rout an order, you simply send it to the one with the best price. However...

Thanks, very helpful. I didn't get into algo/auto trading until just after the uptick rule ended. I had an academic curiosity, didn't think I'd have to worry about it in my own system so soon.

So apparently the uptick rule is coming back. Any one care to describe how automated trading systems interact with it? I may watch my price feeds and only short shares after there is an uptick, but in very liquid stocks, by the time my order gets to the exchange, there might have been a...

Good question! Others have already pointed out that the difference in syntax often does make a difference for those who are not used to seeing computer code. I am actually even more interested in the semantics of the language than the syntax. "BUY 100 AAPL LIMIT AT 24.5" can be trivially...

My guess was that I TradeStation is the only existing EasyLanguage implementation and the guy who is writing an EasyLanguage -> C# compiler actually referenced one of my messages on a programming language forum :) For the sake of explanation, think of me as the guy who is looking to write a...

Sky123987, My day job is Java programming for financial firms, and soon I'll be writing to the Genesis API. I am looking for, what is often called, "domain specific langauge" for the trading environment. It looks like EasyLanguage is the most well thought out.

Thanks folks. Munk, as far as I can tell, Openquant is just a C# api (using call back methods to deliver events). Syswizard, tradersstudio.com folks seem to have very little information about their language. I suppose they'll have more when it is complete. Psytrade, I see the language...

Hi folks, I'm new to this board and am interested in learning what programming languages are out there designed specifically for trading (domain specific language). Most of the algo/strat systems seem to have APIs in C#/Java/C++/etc. I am looking for something similar to EasyLangauge...