Gotta say am impressed. Guess you have a historical DB of equity, futures, option data? May you share on the architecture of it and the data source?
IB FIX CTCI interface experience
- Thread starter luo8
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Gotta say am impressed. Guess you have a historical DB of equity, futures, option data? May you share on the architecture of it and the data source?
Data sources are varied. Different ones for fx, stocks, futures. No options. Fx spot data are from Dikascopy and self built/collected via IB over time. Stocks I purchased the data. Regarding architecture, I wrote my own binary database. I tested pretty much anything under the sun that is open source or affordable (though never kdb for price and complexity reasons). Sql was way too slow, document and key value databases did not seem the right tools for the job. HDF5 was OK but writing my own binary DB afforded me the most flexibility. @fan27 has seen my architecture via Skype chat (and he is also independently working on a pretty cool project) . I never let anyone else use my platform in person so I can't speak for how user friendly everything is. It works for me because I know precisely how it works. I never regretted having done it on my own because extending the platform is very simple as I know all the interfaces and plugins.
I wished there were more hardcore users and programmers on this site who work on algorithmic back testing and trading platforms. I learned a great deal interacting with those few I know, though those generally don't frequent this site.
I wished there were more hardcore users and programmers on this site who work on algorithmic back testing and trading platforms. I learned a great deal interacting with those few I know, though those generally don't frequent this site.
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one day, i would like to buy you lunch in discovery bay and learn about your architecture. As a beginner algo trader, it is gonna be a one-way discussion though.
Why do you choose to be based in HK? tax-wise and infrastructure-wise, great base, but time-zone wise not optimal? Also, don't you get bored there, why not get an offshore tax domicile and live in say hawaii
Seriously, Hawaii? If I was into surfing, perhaps. Otherwise life in Hawaii? ;-), no thanks, I would not know what to do there all day.
Surf and aloha lifestyle, what else
Aloha lifestyle? Kinda overrated imho. I can be myself anywhere on the globe. And BBQ, free roaming in pickup trucks, tattoos, fishing, or trail running can be had in more than a dozen other places. Not a fan of food there and shopping or most other pursuits are rather limited, well, after all its a tiny set of islands by any relative standard. Also, not my preferred climate. I have been there on vacation couple times by the way, not that I know Hawaii like the locals do but enough to know it's not my cup of tea at all. NZ, NSW in Australia, Canada or California I would choose any day over Hawaii. Why this particular location though? Are you based there?
Waikiki beach, nice beach breaks in the summer although crazy crowded but you can go before 8am. Which part of HK you in?
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Can get to repulse bay or Shek O or Big Wave Bay before 8 and also have a good time with family and friends, especially after a nice trail run and hike. And one won't be attacked by sharks 
but the water quality here in HK is horrific. Am on HK island. Hawaii is paradise for beach lovers. I am not. Hence Hawaii has zero appeal to me. I love the wide outdoors and cold climate and different seasons. Yes HK offers none of that, but I am here to work before settling down and retiring somewhere else in a few years.
but the water quality here in HK is horrific. Am on HK island. Hawaii is paradise for beach lovers. I am not. Hence Hawaii has zero appeal to me. I love the wide outdoors and cold climate and different seasons. Yes HK offers none of that, but I am here to work before settling down and retiring somewhere else in a few years.so sending kids to the South Island/Island School? The ESF has a strong reputation and track record