Quote from mahdiquant:
What language do you propose for such a project?
Please explain your choice according to various factors that are required for this software.
Really helpful answers can only be given if
your priorities are known.
Anyway I can tell you what mine are/were:
First priority is time: Make the system operational as fast as possible.
You don't want to make money 1/2 year or 4 years later than possible.
Consequences:
-> 1. Use a language that allows maximum development speed
-> 2. A language is needed that has a maximum number of active users where you can get help if some true problems are arising (which always will) and many functional samples available online.
-> 3. The language should be as simple as possible. Debugging is crucial: The language should in its definition already help avoiding coding mistakes. Then there should be a good IDE that supports efficient debugging. Fast compilation times (few seconds) to allow rapid cycling.
In my view still the best solution:
Visual Basic 6 (yes, I know it seems outdated).
It allows extremely fast development, has so many active users and vast amount of code online available for free.
If it has to be a "modern" language C# would certainly be ok.
That's also what most people in the industry seem to use.
C++ is overkill, also language definition too free: C++ compilers don't prevent you from making coding errors that in other languages are impossible due to definition. That leads to costly debugging.
Exotic languages have a too small user base (see point 2. above).
Quote from mahdiquant:
One important aspect for me is ability to develop and redeploy the solution on another OS (Windows <-> Linux) with ZERO pain (Both for logic and user interface).
Sorry, can't see why OS independence should be a priority.
Quote from mahdiquant:
...software that can process a lot of data (5-10 instruments each with ~200 ticker per minute).
No problem with any of the current languages and processors.
You can process much more data.
