Tag Archives: #cpp

Latest Interactive Brokers TWS Latest Interactive Brokers TWS Cpp for POSIX updates

Latest Interactive Brokers TWS Cpp for POSIX updates

Latest from one of the authors below

I found this project TwsApiCpp which claims that you need to get into low-level programming like sockets to use the API directly. While I haven’t tried the API without the library, I can confirm that it is straightforward to program the IB API through this project.
It is available on GitHub: https://github.com/JanBoonen/TwsApiCpp
You should go through the four example programs. One of them (I forget which) subscribes to market data which I think is exactly what you are looking for.
It includes a CMake build which I added to his project. It works, but I’ve also been working a “proper” and better CMake build which is not yet complete on my own fork:  https://github.com/JamesHirschorn/TwsApiCpp
Notes: I could not get any of the above working
Also, I tried (once again) running the following but feel Mac OS might not be the best environment to do any of this. More to come I am sure

For https://github.com/rudimeier/twsapi For Mac OS

When building from git checkout you need both autotools and libtool. Also, don’t forget to type autoreconf -vfi first.

 

How to install and use autotools on Mac OS X

 

brew install autoconf

 

brew install automake https://github.com/Homebrew/legacy-homebrew/issues/16974brew install libtool

 

All failed above for Mac OS

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Walkthrough of first trading algo in Cpp for future library use

Walkthrough of  first trading algo in Cpp for future library use

Here is a quick video walkthrough

First C++ Codelite project file you can use as a reference to start building out which is available for my Quant Elite members

Join my FREE newsletter to learn more about how to use C++ for automated trading

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Use case for Python Cpp vs other language in HFT low latency trading

Use case for Python C Cpp vs other language in HFT low latency trading environment

I just created a new 50-minute video explaining how I plan to differentiate my uses of both Python and C++ programming. In this same video, I do a highlight of the backstory of all the different programming languages I have looked at for automated trading over the years.

 

Visit here for that video

Trading with Interactive Broker and limitation of Metatrader with forex brokers

 

Not only did this video get created, another video was made to explain the use of Interactive Brokers TWS. I also try to highlight the limitations of using Forex trading brokers with software like Metatrader.

 

Check out this video here. 

 

As you can see, I’m hoping to present an optimized stack for low frequency automated trading systems. At the same time though, I could easily transition this code base to accommodate high speed trading as well. The only question is how will it perform against high-end boards like FPGA or GPU? From my point of view, it does not matter since C++ can easily integrate into either of these APIs provided by leading hardware manufacturers.

 

Thanks for reading Bryan

 

CRUCIAL PS. I am putting a hard set date together of July 12 for removing all source code demos and references to my Phase 1 equity trading/arbitrage. I am currently teaching this up until July 5. For Tuesday night, I will be hosting my technical analysis step. As said, this is a one-time deal only and will be only available to my current and new Quant Elite members.

Details of my algo trading in Python series here (remember that the Phase 1 Arbitrage will be removed permanantly after Jul 12)

Here are the pricing options:

If you are interested in joining, here are all the pricing options:

MONTHLY: $97/MONTH: Click here

6 BONUS MONTH FREE Annual: Click here

BIGGEST SAVINGS with 24 BONUS months: Click here

As said, it now comes down to NOW or NEVER!

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Use case for Python C Cpp vs other language in HFT low latency trading environment

Use case for Python C Cpp vs other language in HFT low latency trading environment

I have found when to use these popular programming languages under what cases

Join my FREE newsletter to learn more about which programming languages I use for automated trading

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Working demo of implied volatility in Cpp

Working demo of implied volatility in Cpp

Here is the simplest way to calculate implied volatility found from

https://www.quantstart.com/articles/implied-volatility-in-c-using-template-functions-and-interval-bisection

Get my XCode project found in my Quant Elite Membership

Join my FREE newsletter to see other demos of of helpful source code for automated trading

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

My nerdy programming tools on Mac with Python CPP for automated trading

My nerdy programming tools on Mac with Python CPP for automated trading

I thought I would showcase this will the fast changes I am implementing with new technologies for this new automated trading system

Join FREE newsletter to to see how I implement all this for automated trading

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Cpp demo of selling futures to protect against falling prices

Cpp demo of selling futures to protect against falling prices

Another quick demo from this

http://www.cmegroup.com/trading/agricultural/files/grain-oilseed-hedgers-guide.pdf

Join my FREE newsletter to learn how I use C++ in my futures trading 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Cpp demo of buying futures to protect against rising prices

Cpp demo of buying futures to protect against rising prices

A demo from the Chapter 3 in this PDF

http://www.cmegroup.com/trading/agricultural/files/grain-oilseed-hedgers-guide.pdf

Join my FREE newsletter if you want to see other C++ demos for future trading 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Quick Eclipse CDT Cpp tutorial on Ubuntu Linux

Quick Eclipse CDT Cpp tutorial on Ubuntu Linux

A very quick tutorial to help get over this IDE beast

Creating Your First C++ Program in Eclipse

Join my FREE newsletter to learn more about simple C++ development for your automated trading 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!

Video tutorial on How to install Ubuntu Linux on Virtual Box with Cpp and Eclipse

Video tutorial on How to install Ubuntu Linux on Virtual Box with Cpp and Eclipse

This is a very low energy tutorial due to being up for many hours

Join my FREE newsletter to see how I progress in Linux C++ automated trading development

Useful links:

https://www.virtualbox.org/wiki/Downloads

http://askubuntu.com/questions/155278/how-do-i-set-the-root-password-so-i-can-use-su-instead-of-sudo

http://askubuntu.com/questions/155278/how-do-i-set-the-root-password-so-i-can-use-su-instead-of-sudo

 

http://askubuntu.com/questions/466651/how-do-i-use-the-latest-gcc-4-9-on-ubuntu-14-04

http://askubuntu.com/questions/155278/how-do-i-set-the-root-password-so-i-can-use-su-instead-of-sudo

http://askubuntu.com/questions/314685/is-there-a-way-to-make-a-fullscreen-on-virtualbox

http://askubuntu.com/questions/184794/win7-on-virtualbox-and-full-screen-mode/184804

Join my FREE newsletter to learn more how I will proceed with this environment

 

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

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!