Categories: FeaturedHFT High Frequency TradingQuant Development

How to install ZeroMQ with C# and .NET binding and example on Microsoft Visual Studio 2012 or 2010

See towards the end which seems to be a decent tutorial from CodeProject.com

Download Zero MQ from: http://www.zeromq.org/distro:microsoft-windows
C# bindings: http://www.zeromq.org/bindings:clr or https://github.com/zeromq/clrzmq
You could also install the C# bindings (clrzmq) with NuGet:
http://visualstudiogallery.msdn.microsoft.com/27077b70-9dad-4c64-adcf-c7cf6bc9970c
Just download and optn the VSIX file with your Visual Studio.
Install clrmzq 3 with: http://packages.nuget.org/Packages/clrzmq
Use the NuGet package manager console:
http://docs.nuget.org/docs/start-here/using-the-package-manager-console
This process could fail dueif in Visual Studio 2012:
Install-Package : Could not install package ‘clrzmq 3.0.0-rc1’. You are trying to install this package into a project that targets ‘.NETFramework,Version=v3.5’, b
ut the package does not contain any assembly references that are compatible with that framework. For more information, contact the package author.
At line:1 char:16
+ Install-Package <<<< clrzmq -Pre
+ CategoryInfo : NotSpecified: (:) [Install-Package], InvalidOperationException
+ FullyQualifiedErrorId : NuGetCmdletUnhandledException,NuGet.PowerShell.Commands.InstallPackageCommand
For Visual Studio 2010, do the above but ensure to have a project solution open (i.e. Your ZeroMQ solution)
Install-Package : The current environment doesn’t have a solution open.
At line:1 char:16
+ Install-Package <<<< clrzmq -Pre
+ CategoryInfo : InvalidOperation: (:) [Install-Package], InvalidOperationException
+ FullyQualifiedErrorId : NuGetNoActiveSolution,NuGet.PowerShell.Commands.InstallPackageCommand

Try out C# ZeroMQ examples here: https://github.com/imatix/zguide

Working tutorial with examples:

http://www.codeproject.com/Articles/488207/ZeroMQ-via-Csharp-Introduction
The CodeProject seems to work ok on Visual Studio 2010 but is somewhat using outdated ZeroMQ DLLs.

See how I plan to use this for my HFT platform

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs