Where we go with Matlab Simulink withSQL Server and Windows Server 2012 implementation for market data and lowest latency HFT
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> Bryan, hope you do very well
> IQFeed, yahoo etc are too slow
> when i load many symbols, matlab seems to experience memory related problems?
> * what’s the status of the previous database project you mention to
> ‘hook’ subscribers please?
> * any progress since then?
> its my biggest hassle, think true for most subscribers
First of all, I would NOT recommend importing a ton of data into Matlab. I have tried 4 million observations in a time series which can slow down the system. I only recommend take a small subset of that data as in 100000 which should be fine for prototyping purposes. I am sure you know best. Anything more would probably will be overkill. Also, depending on my result this week, I am hoping to get a world class trading HFT system in place to do the importing of real time data and execution of orders. If not, I will fall back onto Tradelink which I am have confirmed recently for capturing IQFeed data and Interactive Brokers. Refer to the end of:
In summary, all Dukascopy and LMAX is no use due to funding requirement or technical limitations. As a result, I will be continuing with this theory of using Matlab and Simulink to generate the DLL as I have demoed in Feb. Also, this post below also confirms Tradelink can be used to execute trades from the Matlab/Simulink model DLL. This looks like how it will play out.
Is it me or is Interactive Brokers starting to go downhill fast for trading? Go into the dumper?
Interactive Brokers is the only option I have here in conservative Canada despite the headline. I hope to scale up to a better broker or even potential exchange like LMAX if the trading results improve in the long run.
The combination of IQFeed and IB should be fine for the small player but the development stack should be sufficient to scale up to a software solution which is better.
As for the database, I just posted this using Windows Server 2012 and SQL Server but those are really early days.
Can you predict markets with Big data, Hadoop, Microsoft Windows Server 2012, and SQL Server with data streaming?
As said, this stuff will be put on the backburner for a while as I need to focus on the profit potential strategies with Matlab, SImulink, and Stateflow. I will then hopefully implement the Windows Server 2012 and SQL Server at a later date. It is not the priority right now.
I do also find Linux just to be to counterproductive for me as there are too many bugs, dependencies that get broken, a flippant community that really does NOT help you succeed, no commercial support, no standards, and worst of all the 1970s era like command line. In this day and age, Microsoft has gone to great lengths to make Windows Server 2012 secure and stable. Most of all, it seems to be quite easy to use but this just speculation of course until I start playing with the platform. I can easily say Microsoft has been very good to me and the groups I run.
I hope this helps.
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