I hate to state this knowing that Java-lovers would jump after me the very next second, but Java was never intended for any near real-time data processing by design. You'll be killed by garbage collections at the worst possible moments (under heavy load), not mentioning other virtual machine overhead. Again, for most trading systems Java is fine, but not for high-performance real-time systems like market making/arb strategies.
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seeking the best Java real-time tick data level trading platform?
- Thread starter mizhael
- Start date
I hate to state this knowing that Java-lovers would jump after me the very next second, but Java was never intended for any near real-time data processing by design. You'll be killed by garbage collections at the worst possible moments (under heavy load), not mentioning other virtual machine overhead. Again, for most trading systems Java is fine, but not for high-performance real-time systems like market making/arb strategies.
Quote from speculatus:
I hate to state this knowing that Java-lovers would jump after me the very next second, but Java was never intended for any near real-time data processing by design. You'll be killed by garbage collections at the worst possible moments (under heavy load), not mentioning other virtual machine overhead. Again, for most trading systems Java is fine, but not for high-performance real-time systems like market making/arb strategies.
i am not a java lover but I need to point out that you're wrong. theres a few firms I know of in Chicago that use java and are high frequency. Others are going the csharp route. Its usually some guy that has no clue whats needed that always thinks C++ is the only way.
Quote from rosy2:
i am not a java lover but I need to point out that you're wrong. theres a few firms I know of in Chicago that use java and are high frequency. Others are going the csharp route. Its usually some guy that has no clue whats needed that always thinks C++ is the only way.
The clueless one is you that have absolutely no expertise nor experience.
Having 13+ years of experience in C++/high-frequency trading systems, I've build C++ high-frequency trading system by myself from the ground. It took me one full year to do that. But I know what I'm doing since I know it can crunch huge amount of data real-time and in back test mode, and will scale very well as amount of market data increases year after year.
Do something by yourself, get some real experience, and then we'll talk.
Quote from rosy2:
i am not a java lover but I need to point out that you're wrong. theres a few firms I know of in Chicago that use java and are high frequency. Others are going the csharp route. Its usually some guy that has no clue whats needed that always thinks C++ is the only way.
I am very curious to know how high frequency they are doing with Java?
I know C++ is faster, and I have some experience with it, and C is even faster. For example, your networking protocol is fundamentally in C.
But I also know Java is easier to manage, so if Java suffices, I would like to take the easier route... of course.
And if you look around, you see there are more open source Java trading program than C++ program.
And how recent is your experience with Java?Quote from speculatus:
The clueless one is you that have absolutely no expertise nor experience.
Having 13+ years of experience in C++/high-frequency trading systems, I've build C++ high-frequency trading system by myself from the ground. It took me one full year to do that. But I know what I'm doing since I know it can crunch huge amount of data real-time and in back test mode, and will scale very well as amount of market data increases year after year.
Do something by yourself, get some real experience, and then we'll talk.
Quote from speculatus:
The clueless one is you that have absolutely no expertise nor experience.
Having 13+ years of experience in C++/high-frequency trading systems, I've build C++ high-frequency trading system by myself from the ground. It took me one full year to do that. But I know what I'm doing since I know it can crunch huge amount of data real-time and in back test mode, and will scale very well as amount of market data increases year after year.
Do something by yourself, get some real experience, and then we'll talk.
great. i have been doing this sine mid 90s. was your work for a firm or for yourself? yes, a lot of firms use c++ but thats because of legacy and ignorance. java and csharp are just faster to develop in and thats what matters. you are always changing the code...hacking.
Quote from rosy2:
great. i have been doing this sine mid 90s. was your work for a firm or for yourself? yes, a lot of firms use c++ but thats because of legacy and ignorance. java and csharp are just faster to develop in and thats what matters. you are always changing the code...hacking.
You must be kidding me. Faster to develop? This absolutely great philosophy! C# and Java for real-time high frequency trading systems. Hmmm... Best of luck to you guys!
I agree with Rosy on this one. Well coded Java is adequate to the task.Quote from speculatus:
You must be kidding me. ... Best of luck to you guys!
You've been doing high-frequency C++ trading since 1988? I find that a little difficult to believe as most markets had no STP-style electronic execution whatsoever at that time. With what firm? Through which clearers? I suspect you are FOS.
What firm are you with now?