Best Programming Language for trading the bid-ask spread?

K

kmgilroy89

I want to use the data from the L2 and Time&Sales to trade the bid-ask spread. I've only coded a few things before in Easy Language and VBA. I will be connecting to an API. Do you think VBA is good for this type of coding? If not, what languages do you recommend me to learn?
 
Quote from kmgilroy89:
I will be connecting to an API.
More...
Quote from kmgilroy89:
What languages do you recommend me to learn?
More...
Check with the API's documentation, and pick one that you like the best.
 
Depends on how competitive the product you're trading is.

Equities you'll likely need something done in C++ at the minimum using FIX in order to be competitive, a consolidated feed won't be helping your cause either.
 
Quote from kmgilroy89:

I want to use the data from the L2 and Time&Sales to trade the bid-ask spread. I've only coded a few things before in Easy Language and VBA. I will be connecting to an API. Do you think VBA is good for this type of coding? If not, what languages do you recommend me to learn?
More...

you are going about this all wrong, there are tools already that will make markets for you if you are looking to capture the spreads... they might not use the fusion API though, you might have to switch to sterling's instead...
 
Quote from kmgilroy89:

I want to use the data from the L2 and Time&Sales to trade the bid-ask spread. I've only coded a few things before in Easy Language and VBA. I will be connecting to an API. Do you think VBA is good for this type of coding? If not, what languages do you recommend me to learn?
More...

No answer possible if you don't tell which API you want to use.
 
Quote from ofthomas:

you are going about this all wrong, there are tools already that will make markets for you if you are looking to capture the spreads... they might not use the fusion API though, you might have to switch to sterling's instead...
More...

I plan on using Fusion. Good tools that work with Sterling available? Surely not for free right?
 
You must log in or register to reply here.
Back
Top