C++ Trading Shim in Linux best way to interact and execute trades with Interactive Brokers? Blend with R for your analytics through RCP. Best open source HFT option?
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This phrase sum it up best:
Yes, the order completed round trip, from transmission of a well-formed request to fill confirmation, in 0.164853 Sec., and the shim finished reporting the fill in a formatted form to the downstream client through logging 0.000472 Sec. after that. Sub Second fills, and sub milliSecond reporting. We are really pleased with the speed here, in light of our focus on ‘design for scalability to hundreds of simultaneous lines of inquiry’.
Get excited, very excited what I plan!