Looking for platform independent API

Quote from silicon.bz:

I'm sorry, at the expense of being rude, this solution is much much worse than using MSVS. Using C# is something I will never do. Using C# on Linux for mission critical financial software? Sounds like you guys were trying to take a shortcut and develop something very quickly because your developers only understand .NET and wanted to make a quick port. Utterly disgraceful. Even worse are the geniuses who decide to be the beta testers.

Yep, nobody uses Mono! You nailed it!

http://www.mono-project.com/Companies_Using_Mono
 
Quote from FuturePrice:

It's pretty solid. Most of our users connect before market open and disconnect after market close.

Always a pleasure dealing with hacks :) although we are aiming to provide an API accessible to programmers of (pretty much) all skill levels. For people like yourself it does offer advanced features, but getting the basics running should be straightforward for any programmer.



Pricing will be announced in the next few months. Unfortunately I cannot be any more specific other than saying that it will be aggressively priced.



We don't currently have plans to extend our data prior to the current starting date (Oct 27, 2011).

On a different note, would you (or some of your fellow traders) have an interest in our API being provided for Linux & Mac? If there is sufficient demand we will look into it.

why dont you just provide the message protocol? then anyone can parse them and build there own library in any language.
 
Quote from silicon.bz:

I'm sorry, at the expense of being rude, this solution is much much worse than using MSVS. Using C# is something I will never do. Using C# on Linux for mission critical financial software? Sounds like you guys were trying to take a shortcut and develop something very quickly because your developers only understand .NET and wanted to make a quick port. Utterly disgraceful. Even worse are the geniuses who decide to be the beta testers.

C# is one of many .NET languages - any other will do.

We developed our software with Mono compatibility since early versions of Mono. This has been a long-term strategic decision rather than a shortcut. Today, Mono is a mature and complete framework, and similarly MonoDevelop is an excellent IDE.

I accept that you have strong feelings against C# and Mono, but many developers are loving it. To each his own.
 
Quote from rosy2:

why dont you just provide the message protocol? then anyone can parse them and build there own library in any language.

Unfortunately we cannot do that. We use proprietary compression algorithms to enable us to stream all market data (full-market streaming feeds) across standard Internet lines, and similarly we have application layer networking protocols built on top of TCP-IP to deal with error detection and correction. Technical issues aside, there are also legal restrictions imposed by the NYSE - our data is sourced from NYSE Tech's SuperFeed.
 
Quote from silicon.bz:

IQfeed is $50 per month, and they are both Microsoft Windows only. What is this world coming to. Is $50 per month the going rate for most feed systems such as this?

IQFeed works very well under Wine on Ubuntu. I never saw any stability or performance problems at all. It is probably the cheapest option around. You can connect to it with any language - the message formats are documented and while perhaps not elegant, they are very simple and easy to implement.

The higher end product from DTN - NxCore - also reportedly works under Wine, though I personally cannot confirm that.
 
I have been using iQFeed under openSuse/wine and C/sockets API with no issues.

When I was looking for a reliable and cheap vendor that supported C/C++ under Linux, without conflating data, iQFeed was the closest I could get.

The feed is only for market data, to place orders you will need a broker.

On a similar note, NYSE recently opened their market data Api openMAMA (previously known as wombat) . Hopefully vendors will start supporting it for a trully universal market data api, as there is no standard api out there. On the other hand, for placing orders FIX is the standard and any reputable broker supports it.
 
On a similar note, NYSE recently opened their market data Api openMAMA (previously known as wombat) . Hopefully vendors will start supporting it for a trully universal market data api...

The FuturePrice Data API provides data via NYX SuperFeed (MAMA/MAMDA, Wombat). It is now available on Linux. I have posted a request for feedback to the programming forum - I am adding the essentials of that post here, but if you have any feedback or comments please respond to the main thread.

We provide an "API Basics" video here:
http://www.youtube.com/watch?v=YVQmpaHH6HA&feature=player_embedded

and a 2-minute Linux quickstart here:
http://www.youtube.com/watch?v=hxiMYUQa6JA&list=UUQ8sxYYBSyeI_FI4V88nBYQ&index=2&feature=plcp

Full details are provided on our website.
 
Buddy, you are having serious issues with prejudice. I would appreciate your comments a lot more if you told us that you come from the pure academic research side where students and professors swear by Python, and other fun stuff to play with. But in the real world let me tell you that you are quite right about C++, however dead wrong with your .Net comments. Many highly sophisticated engines on the sell side and hedge fund side run on .Net, all the way to high-ultra high frequency algorithms. If you ever worked and traded and especially if you ever design and ran algorithmic strategies then you would know that.

Please point out exactly what issues you have re .Net stability. I am happy to discuss those and am open to be shown deficiencies. Before that I really discount your generalizations...


Quote from silicon.bz:

You are nothing short of insane buddy. Go get a CS degree, then give me computing advice, thanks.


Stability my friend, pure stability. Java, and certainly C# don't meet my stability requirements. Neither does Microsoft Windows. Not by a long shot.

Also, FYI, I wrote that I wanted to stick with UNIX in my first post.

Thanks again.
 
So far you are the only one who sounds like a joke (someone who is hard at giving should be hard at taking...). I recommend you climb off your high horse with your utterly limited experience in strategy design, development, API connectivity, FIX connectivity and high frequency system architecture and first listen and take in things like a sponge before making derogatory comments. Some, like me have over a decade of professional sell side and hedge fund experience, you in comparison sound ridiculously arrogant. The last thing people in this industry love is helping arrogant pricks. Enough said.


Quote from silicon.bz:

I'm sorry, at the expense of being rude, this solution is much much worse than using MSVS. Using C# is something I will never do. Using C# on Linux for mission critical financial software? Sounds like you guys were trying to take a shortcut and develop something very quickly because your developers only understand .NET and wanted to make a quick port. Utterly disgraceful. Even worse are the geniuses who decide to be the beta testers.
 
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