Getting back in the game

B

bellman

I've been on the sidelines for about a year. Before that, I connected to my direct access broker through a c++ API (located from my home office). I spent a lot of time writing code specific to the API and order management in addition to hand-coding the entire trading system.

Well, now I'd like to get back in the game, but this time I realize that I need to be able to focus more on the trading, and I need interaction with other traders who are connecting to the same API and have similar needs. In short, I need a community--or at least a couple other close friends.

I'm looking for a direct access broker (ie, pass through rebates, etc.). I expect this will involve connecting through a c++ API once again (that is actually my preferred language), but I'm open to other possibilities. I'm also fairly comfortable with .NET and MATLAB (I hear you can trade with that now too).

So, when it comes to setting up the server and connecting through the API (I assume FIX would be more difficult), what is my best choice in terms of community and ease of setup?

Here is my ideal time frame: First month of 2014 with data feed to test my algorithm on live data, 2nd month manually execute orders as my trading software generates signals (gray-box style, maybe 10-15 even lot trades a day), then spend a year getting the full automation right and growing volume (hopefully with the help and support of a team).

Thank you for any suggestions.
 
I don't need market scanning software (like trade ideas or hammerstone).

I need support with things like order execution, connecting to the api, etc.

Lightspeed is an option.

Quote from trademeisters:

or if you want to be firm neutral any software provider that supports lightspeed... trade ideas, pracplay, hammerstone, etc
More...
 
I have no experience with futures. I always assumed the small guy couldn't get a fair shake in that game. But, in theory my methods would apply just as well to futures as they do to stocks.

Quote from 2rosy:

http://www.advantagefutures.com/

or if your funding the account you could probably use the infrastructure of some proprietary firm like tmg, belvedere, ...
More...
 
I've heard good things about Lightspeed too, but haven't used them myself. Advantage is ok, but I wouldn't use them for anything very latency sensitive.

For FIX, I recently ditched QuickFIX and moved to Fix8 (C++) for my own trading. You might want to check it out for any new projects. It's architecture is far easier to extend, and handles nonstandard extensions very cleanly (e.g. exchanges adding multi-legs in "4.2").
 
You must log in or register to reply here.
Back
Top