Just wanted to say Hi

V

valdair

I have been watching and reading this forum for a couple of months now, and just wanted to formally say "yo"... ok so I live in Manhattan ;)

Anyway I have found this site and specifically this forum to be highly informative and even entertaining at some points. While I am a definite noob at trading, I’m actually a highly seasoned (12 years) professional programmer with three Online casinos under my belt one of which is the 3rd largest in the world (if anyone from the FBI is reading this, yes I was only a contract employee, yes I left the “business”, and yes I paid my taxes :P). So after looking around for something interesting to do next I’ve decided to “play” around in the market. Yes I know this is serious business, but I’m not a very serious person so…

I’ve finally activated my IB account, and opened an account with Opentick for extra data, but I have to say I’m not terribly impressed with either on the technology side. IB should do fine for the interim I suppose but could someone help me cut through the BS in finding a data provider? While I’m not exactly looking to drop tons of money on this yet, I don’t mind paying for high quality. Esignal seems to be where most roads lead, but I’ve heard an awful lot of grumbling. And yes I have been reading dozens of books on trading/economics/quant, and several friends who do quant at banks so I'm bulking up my knowledge of trading.

The cool part of this is that my area of expertise actually happens to be handling huge data, real time processing, parallel processing, high through-put network programming, and distributed systems. If I had a tail it would be wagging right now ;)

Oh and my language of choice is c# (yes I know poo poo MS but I have good reasons for it) if anyone needs help in that area feel free to PM me. Ok I’m rambling….

v
 
valdair,

I'm thinking of giving Opentick a try with the Java API.

Could you elaborate on your issues with Opentick. Presumably you are using it with your own code with C#. Which exchanges and were the problems with L1, L2 or historical data ? How is the timeliness of the real time feed and any issues with CPU load ?

Thanks
 
Quote from dcraig:

valdair,

I'm thinking of giving Opentick a try with the Java API.

Could you elaborate on your issues with Opentick. Presumably you are using it with your own code with C#. Which exchanges and were the problems with L1, L2 or historical data ? How is the timeliness of the real time feed and any issues with CPU load ?

Thanks
More...

Well after decompiling their .dll (I usually do this for any third party dlls that are going into my system) I discovered several things which I didn't care for. They are using a single thread with synchronous IO to send and receive data, they also are using mutex's where they should be using Monitor/Lock. The mutex will cost far more in cpu cycles and is primarily used in interprocess locking.

You might also want to check out their forum.

The historical datafeed is insanely slow, the time between a request and receiving the data can take as long as an hour. The realtime seems fine, but I have done very little testing with realtime data as of yet.

You may want to figure out what kind of IO they are using in the jar file, is it nio or synchronous? This can have a huge impact on your system, but I'm sure you realize that.

Now they are discussing the possibility of opening up their api to be open source, if so you may see a vast improvement on their api side. But overall seeing such poor quality in their api code makes me believe that their overall system is shaky at best.
 
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