Trading Software under Linux ?

A

agrau

With Linux getting more and more serious in the overall business world, I wonder if this applies to trading as well. I would love to hear your experiences using Linux as your main operating system and the software you use. Maybe if it's some MS Windows software under wine or vmware, this would be interesting as well.

Best, agrau
 
You might want to check out Win4Lin, which I've heard good things about it. Most have said it runs Windoze apps flawlessly.

Caveats with Win4Lin: You need a Win98 distribution and it doesn't do well with some peripherals (i.e. USB devices, like your digital camera). Download the manual and read up on it before buying...
 
InteractiveBrokers TWS runs flawlessly with Sun 1.4.2_02 JVM. I think the IBM JVM is also OK for this. If one was considering using the TWS Java API, then Linux would be a very good platform.

I've managed to get Medved QuoteTracker working mostly OK with Wine on Red Hat 9.

JavaCharts from prophet.net are a mess and unusable with any browser and the above JVM on Red Hat 9.

VMWare is a fine product and works very well with the vast majority of Windows software. However you have to pay for both Windows and VMWare. With WMVare you can have multiple copies of Windows running at once - even Win98, NT4, 2K, XP all running at once if you like. Quite good for Windows developers, testers, support desks etc.

Wine is still fairly problematical, and you may have to spend some time to get individual Windows apps working (if at all). It helps if you have Windows installed on another patition on the disk, as wine can be configured to use it's own dll's or the Windows ones or a mix. My personal view is that wine is not ready for prime time.
 
Quote from dcraig:

InteractiveBrokers TWS runs flawlessly with Sun 1.4.2_02 JVM. I think the IBM JVM is also OK for this. If one was considering using the TWS Java API, then Linux would be a very good platform.

I've managed to get Medved QuoteTracker working mostly OK with Wine on Red Hat 9.

JavaCharts from prophet.net are a mess and unusable with any browser and the above JVM on Red Hat 9.

VMWare is a fine product and works very well with the vast majority of Windows software. However you have to pay for both Windows and VMWare. With WMVare you can have multiple copies of Windows running at once - even Win98, NT4, 2K, XP all running at once if you like. Quite good for Windows developers, testers, support desks etc.

Wine is still fairly problematical, and you may have to spend some time to get individual Windows apps working (if at all). It helps if you have Windows installed on another patition on the disk, as wine can be configured to use it's own dll's or the Windows ones or a mix. My personal view is that wine is not ready for prime time.
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Hi dcraig,

Very informative Linux post. A few questions:

(1) What about the API? Did you test it using sockets? What about the Delphi type approach but using Kylix?

(2) If you write programs, what language(s) are you using?

(3) Would you carry on in VMWare with trading data sitting in MS databases while migrating to Linux? What about choosing a native db for Linux: MySql or Postgresql?

Thank you Craig,

nononsense
 
Hi Nononsense

I've never used Kylix (or Delphi either) so I can't comment. There is a discussion today on http://slashdot.org about Kylix. Apparently there hasn't been a new release since 2002 and there are no announcements about any new release, so caution may be advisable.

If you want a full gui IDE for development, then java is a good bet. Netbeans can be downloaded from http://www.netbeans.org for free. It is a decent and stable development environment backed by SUN.

Alternatively for c++, qt (free from http://www.trolltech.com) is used in the KDE desktop and also I've heard in Kylix. The code is portable to Windows and you can produce nice gui apps with it.

The TWS Java API just uses sockets for a TCP connection to the TWS, so a socket API would be no prob. The protocol is very simple and easily reverse engineered from reading the Java source or using something like ethereal to monitor the connection. The problem of course is that IB may change the protocol and update the API. The new API will work, but some implementation that reverse engineers the protocol may stop working.

As for PostgreSQL or MySQL I can't comment. I expect either would do the job unless there are some unusual requirements.

The only database I ever tried with VMWare was Ingress (underneath an X.500 server). There were no problems. Basically I think the only Windows software that's likely to be a problem with VMWare is applications that do funny things with the hardware. I see no reason why Windows DBs in general shouldn't work with VMWare, but it might be worth asking VMWare about specific products.

If you are using VMWare you can make portions of your Linux filesystem(s) availables to the Windows guest OS as Windows network drives (using Samba). This works very well. Samba is an excellent piece of software.

As for what I use personally, I am currently developing a technical market screener and charting pakage on Linux. Amongst other things, it can do decent backtesting of screening criteria using complex combinations of all the standard (and some more exotic) indicators. It's mostly wrtten in garden variety ANSI C (for performance) but charting is done in Java using the JFreeChart charting library http://www.object-refinery.com. For the moment, it's just for my personal use.
 
I've used Prophetcharts under Linux (Debian stable / KDE / Mozilla) and had no problems at all except for ugly default fonts (which I hear can be changed with the downloadable MS Fontpack). Also used knoppix okay (which is Debian based). Do you have the newest Java on your RedHat?

I've used Wealth-Lab under Wine with no problems except ugly fonts (again). Wine is kinda hit or miss - if something works fine first time, great. If it doesn't, you can make it work, but it's a pain in the ass.

There's also QTStalker (http://sourceforge.net/projects/qtstalker), a native Linux effort, and a few other native Linux apps I can't remember right now. I had problems compiling the QT libraries, which QTStalker depends on, but once I figured out I was putting it in the wrong directory, everything worked like a charm. QTStalker's no MetaStock, though. But it's a good start.
 
I recently took some time to try and get some Windows trading apps running under Linux. I'm running Mandrake 9.2 and Gnome 2.0 on a 2.2 GHz machine with 768 MB RAM.

First, I installed the Crossover Office tool, and installed IE6. Then, I installed Esignal...which works very well on its own. Lastly, I installed Ensign, which depends upon the Esignal Data Manager. Ensign works 90%...the only flaw I have found so far is that you cannot minimize charts within your Ensign workspace.

Crossover Office is at:

http://www.codeweavers.com/site/products/cxoffice/
 
Corvus, thanks for the info and please keep us up to date on your excursions into Linux world. Don't use it yet but think it's got a big future.
 
Try AutoTrader, works on linux, or any platform that runs Java 1.4, including MacOS X, Sun Solaris, HP UX, IBM AIX and Windows.

It supports GTK+2.0 (Gimp Tooklkit) themes (linux users should be familiar with this) using the bluecurve, pixel and default engines. Change the skin, font, widgets, etc exactly to your liking. Some cool GTK+2.0 themes are pre-packaged.

autotrader
http://autotrader1.home.comcast.net
 
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