Lightspeed API

Quote from Bob111:

the good example is one of my posts about IB's problem with zeroes.

i've been talking about it here for 2 years. posting numerous screen shoots. just couple other guys notice this imo very basic,but important issue.(finally got fixed last week). did you get my point?
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The TWS API is not meant to be enterprise grade software...
It's something given away for free...
So they owe you nothing in terms of support.

With the explosion of Algo Trading this is now a huge market...
Even major banks are not developing Proprietary Software...
They buy something like the Deltix suite or something cheaper...
Then modify/enhance it as required with C# and a few engineers.

This interview is very enlightening...
About a Major Bank trader buidling a state-of-the-art Forex operation...
There are 1000s of guys like this...
They are your competition... not Grandma or ET Nation.

http://www.deltixlab.com/storage/Q3_AT_MeandMyMachine.pdf
 
Quote from forsalenyc:

Suppose you want to make an ATS using Lightspeed. What language should you learn?
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For the blackbox, you will have to learn C.
For the console, you can use any language you like since it communicates to blackbox via socket. I personally chose Java.
 
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