Guys/Gals running boxes

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WinstonTJ

Would you mind answering a few questions? I dont' think any of this should give up your edge/strategies.

Who do you use as a data service provider
Who do you execute through
What language do you compute in
What language is your data/execution connectivity in
How many inbound/outbound messages can you send/process per second.

Thx.
 
See below
I don't have a day trading edge, all my trades are longer term (from a couple days to a calendar quarter).

Martin

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Who do you use as a data service provider
>> IB (Interactive Brokers) and Yahoo Finance
Who do you execute through
>> IB
What language do you compute in
>> Java
What language is your data/execution connectivity in
>> Java
How many inbound/outbound messages can you send/process per second.
>> No idea but IB has a throttle of 100 ticks (or stocks) per second.
 
Quote from Engine99:


>> No idea but IB has a throttle of 100 ticks (or stocks) per second.
More...

Thanks for the reply - So you can't price out a basket of 35 stocks with a bid/offer/last through IB?
 
Sorry, ignore the tick comment in my response.
The limit (and that depends on account size) for me is quotes for 100 stocks, so I can price out a basket of 100 stocks (bid/ask/last)

IB also has a feature called BasketTrader which is useful as well, so a simple basket trade (depending on what you do with the data) may not even need an external API. If you do something "special" though, like price the basket go long the stocks in the basket and short some futures or derivatives and you want to execute that automatically you'll definitely need the API.

Martin
 
Quote from WinstonTJ:

Would you mind answering a few questions? I dont' think any of this should give up your edge/strategies.

Who do you use as a data service provider
Who do you execute through
What language do you compute in
What language is your data/execution connectivity in
How many inbound/outbound messages can you send/process per second.

Thx.
More...

1. IQFeed or Interactive brokers data feed.
2. Interactive Brokers (Probably better services out there but it works for me).
3. C# (openquant)
4. C#
5. I have never stress tested this but I have not had a problem with 100+.
 
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