So I'm getting really sick of E*TRADE and, being a developer, would love to find an online broker that offers an API. It would be great to be able to write my own trading tools, and maybe even modify existing ones. Based on my research so far, I've only found one option. Interactive Brokers offers a multi-language API (Java/C++/ActiveX/...
I've never used distributed caches/DHTs like memcached, jboss cache, ehcache, etc. I'm wondering which, if any, is appropriate for my use. First, I'm not doing web applications (as most of these project seem to be geared towards web apps). I write servers (Order Management Systems actually) for financial trading firms. The servers th...
I would like to make a free open-source C++ application for both Linux and Windows which will create live stock market charts (i.e. they're refreshed frequently). Please could you give me some pointers on these issues: What should I use as the data source? Are there free services I can implement? I would like to use the same or simila...
I've been reading a lot about low latency financial systems (especially since the famous case of corporate espionage) and the idea of low latency systems has been in my mind ever since. There are a million applications that can use what these guys are doing, so I would like to learn more about the topic. The thing is I cannot find anythi...
I'm interested in getting into developing trading systems, black box, HFT, etc. My primary experience is with C# and .Net (7 years). I've also done some sockets programming. I have some experience in finance working on analysis applications (2 years). My goal is to move into developing automated trading systems for a hedge fund, bank...
Hello! I am in the process of designing a trading application which will use a Market's API to place orders on the Market. This isn't a complex high performance algorithmic trading application of the kind found in investment banks. This is just a small personal application which will trade maybe two or three times a day depending on mar...
I’ve never worked in a trading environment before and I was curious to see that few of the trading houses seem to use C#, but most of them do heavily rely on C++. Why is it? Is it because C++ is better performance wise? Is it because of legacy code bases? Is it because of cross-platform issues? What about dynamic languages (Ruby, P...
To follow up my previous question, I’ve delve a bit more into the “financial derivative trading” world in trying to understand what is means for programmers and how it is like working as a programmer in that environment. I’ve seen positions like “Front Office” programmer positions and “Back Office” programmer positions, I wonder what the...
Hello, I would like to design a simple application (without j2ee and jms) that can process massive amount of messages (like in trading systems) I have created a service that can receive messages and place them in a queue to so that the system won't stuck when overloaded. Then I created a service (QueueService) that wraps the queue an...
Are there any products/services that let games developers provide real-time trading and/or auction services to their users/players. E.g. Let the developer define what assets can be traded and the end-user application interacts with the service. I'm looking for anything from platforms as complex as real-life trading systems through to a...
I'm currently working on a component of a trading product that will allow a quant or strategy developer to write their own custom strategies. I obviously can't have them write these strategies in natively compiled languages (or even a language that compiles to a bytecode to run on a vm) since their dev/test cycles have to be on the orde...
How would I go about programming a stock-trading application that can display information from the Bombay Exchange, as well as others? I'm open to suggestions in java, c, or even asp. ...
Hi, I work on a global trading system which supports many users. Each user can book,amend,edit,delete trades. The system is regulated by a central deal capture service. The deal capture service informs all the user of any updates that occur. The problem comes when we have crashes, as the production environment is impossible to re-creat...
Hey everyone, I was wondering how would I start programming an interface to trading stocks in Etrade in python. I am attempting to make an automated trading bot, but there is no api publicly available for automated trading with Etrade. Thanks in advance. ^^ ...
There seems to a quite a few grid computing frameworks out there, but which ones are actually being used to any great extent by the investment banks for purposes of low latency distributing calculation? I'd be interested to hear answers covering both windows,Linux and cross platform. Also, what RPC mechanisms seem to be favoured most? I...
I am building a trading portfolio management system that is responsible for production, optimization, and simulation of non-high frequency trading portfolios (dealing with 1min or 3min bars of data, not tick data). I plan on employing Amazon web services to take on the entire load of the application. I have four choices that I am cons...
In an automated black box trading application who should be identified as the primary actor in the use cases? Is it the system itself or the system administrator or the organization who has a vested interested in the system? ...
I'm looking for a Python plugin that would calculate the realized P&L for a number of stock transactions using the FIFO method. For example, assume we have the following three MSFT trades : +75 MSFT 25.10 +50 MSFT 25.12 -100 MSFT 25.22 The sell of 100 shares at 25.22 would fully net against the buy of 75 at 25.10 and partially net ...
Is there a component I can use to create a stock trading/backtesting application in .NET? I am looking for something similar to TradeScript from ModulusFE: http://www.modulusfe.com/tradescript/ ...
Is anybody using closure for developing automated trading strategies? What is your experiences? I am anticipating learning clojure and wanted to know if i could use it in this context, if there are any resources to using it in this context pls provide a link. I am currently only using ruby and javascript for web development. Kind Regard...