I use IQFeed and it is adequate for my needs. I think it would be cool to run a simulation comparing IQFeed against something like CQG or other data providers. You could spin up two AWS EC2 instances built from the same AMI, create a simple app to just read in the data and save the results to disk and then do a diff on the output from the two systems. Would not be a perfect test but might show some interesting results.
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Building an automated, efficient, highly concurrent and resilient trading operation
- Thread starter wave
- Start date
Careful with that. Some libtard troll wrongfully attacked me for criticizing bad English skills. I had criticized for not using spell check to make the comment more understandable. In any event, not everyone will share your understanding of the importance if writing clearly even if it is on linkedin.Neither his educational background is impressive nor his past work experience. And anyone who writes the following bla as part of his current job description seems to have issues
"Not permitted to say any more about how this is done but it requires pushing technology to the utmost and working across Servers, Linux, network stack including both kernel bypass and RDMA, network switches, CPU's, storage, network capture and other exotic hardware platforms."
He even has multiple typos in this short paragraph alone.
Well, a post on an anonymous chat website is quite a different animal than the job description on LinkedIn, seen by many worldwide, including recruiters and companies, as your quasi CV and public professional representation. No matter how you personally look at it, it's incredibly poor etiquette to have typos in a CV or in the job description in your public LinkedIn profile. It reflects a low attention to detail and professionalism.
Careful with that. Some libtard troll wrongfully attacked me for criticizing bad English skills. I had criticized for not using spell check to make the comment more understandable. In any event, not everyone will share your understanding of the importance if writing clearly even if it is on linkedin.
Completely agree.Well, a post on an anonymous chat website is quite a different animal than the job description on LinkedIn, seen by many worldwide, including recruiters and companies, as your quasi CV and public professional representation. No matter how you personally look at it, it's incredibly poor etiquette to have typos in a CV or in the job description in your public LinkedIn profile. It reflects a low attention to detail and professionalism.
I worked on a team back in 2016 as a technical business analyst for a very well known hedge fund. The project was building out the next generation platform for trade processing
applications using a microservices architecture. I now want to take what I learned from that experience scale my strategies from a few tickers to the bigger universe of futures, equities, options, etfs, etc.
• Open Source
• Cloud First
• Reactive
• CI/CD pipelines
• Elastic Scale
• Resilient
• Evolvable
• Secure
• Everything is streaming
• Everything is distributed
• Big things from small things
• Test Driven Development
• Move code not data
• Anything can fail
I like that presentation but not sure whether or how it relates to your requirements, especially that you mentioned cloud first.
The presenter talks a lot about speed and using things like RDMA for getting speed under 2 microseconds and then beating it by programming hardware directly and using FPGA to get under 1 microsecond, and decoding packets as they arrive before you could even get full tick data.
Can you even get the data at that speed and how, and are you going to place programmable hardware at exchanges, etc - and how does it relate to “cloud first”?
And are you actually trying to compete in HFT space?
If not, then do you simply want to analyze incoming trades and place limit orders?
Data providers like IQFeed are too slow to compete on speed, so then how fast speed do you need?
Some people place orders only on market open or close, and could have an hour lag in term of speed. Others may analyze data once a minute and can take several seconds to decide what limit orders to place.
The ones that need speed like doing HFT and arbitrage already put each other out of business.
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Comparison of Erlang Runtime System and Java Virtual Machine
http://ds.cs.ut.ee/courses/course-files/To303nis Pool .pdf
http://ds.cs.ut.ee/courses/course-files/To303nis Pool .pdf
Now you're just being an idiot. I wrote him constructively and you're trolling. in any event I used spellcheck but didn't proofread. No reason or justification to be an asshole. Unless you actually are one and you're just being you.“In any event, noteveryone will share your understanding of the importance if writing clearly even if it is on linkedin.”
of and LinkedIn