Tag Archives: updates

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

 

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Apple Swift ready for enterprise say IBM but other exciting updates

Apple Swift ready for enterprise say IBM but other exciting updates

Total new updates including Playground and Telerik/Scichart financial chart components

IBM says Apple Swift ready for enterprise

https://www.scichart.com/ios-realtime-ticking-stock-charts/

https://store.scichart.com/

http://www.telerik.com/purchase/ios-uihttp://www.telerik.com/purchase/ios-ui

Live charting query for Telerik

http://www.telerik.com/forums/live-data-on-line-chart

http://www.ibm.com/developerworks/

http://www.apple.com/ca/swift/playgrounds/

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Latest C++ updates for Mac OSX for HFT backend

Latest C++ updates for Mac OSX for HFT backend

I have built the following libraries for my local environment:

Redis C++ client library r3c

Chart Director

It looks like I am ready to start development for my Forex strategies with updates to my Futures/Options as well. I can confirm I should be able to push data from TradingEconomics.com and eventual Interactive Brokers into a Redis cluster eventually. I can push this data using Python. Note I plan to deploy all this into an end target of FreeBSD not Linux. This is how i always envisioned it.

Lastly, I would like to stress this is how my backend will look like. From there, I have decided to focus later on the front for Apple IOS front end development (for Ipad Pro, Iphone, Watch, etc) apps which are modern.

Note: I could not complete the build of Fastflow on Mac so I now I need to focus back on Ubuntu Linux. I was able to build Fastflow on my Ubuntu Linux environment no problems. It just seems mac development can test you so why bother with it.  Software development sucks sometimes as not the way I intend it.

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Microsoft Leeches your bandwidth for Windows 10 updates

Microsoft Leeches your bandwidth for Windows 10 updates

Another wonderful story coming from the bowels at Microsoft? More evil than ever

Windows 10 Steals User Bandwidth, Acts as Torrent Seed to Give Other Users Updates

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Microsoft

Mandatory Windows 10 Home updates stupid

Mandatory Windows 10 Home updates stupid

I call this a stupid move by Microsoft. The old ways of them are back!

http://www.zdnet.com/article/mandatory-windows-10-home-updates-the-good-the-bad-and-the-potentially-ugly/

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Updates to 2015 Quant Net Rankings and QuantNet Guide

Updates to 2015 QuantNet Rankings and QuantNet Guide

Updates to the 2015 QuantNet MFE Rankings and the QuantNet Guide are well underway, scheduled for public release in September. The 2015 QuantNet International Guide to Financial Engineering Programs will include the new 2015 QuantNet MFE Rankings, updated list of global programs, articles from programs directors and industry professionals.

Download the current QuantNet International Guide to Financial Engineering Programs (PDF)

View the current QuantNet Rankings of top MFE programs

First Baruch Volatility Workshop June 16-18, 2015, Baruch College, New York

The three-day Volatility Workshop taught by Jim Gatheral and Andrew Lesniewski is now three weeks away. Early registration is until May 31; see http://mfe.baruch.cuny.edu/volatilityworkshop-registration/

This leading edge workshop is geared toward industry professionals; 70% of the registrants are practitioners from proprietary trading firms, asset management firms, investment banks, and consulting companies, coming to New York from four different continents.

Companies Attending Include: Bracebridge Capital, Canada Pension Plan Investment Board, Citadel, Credit Suisse, Jefferies, JPMorgan, Lincoln Financial Group, Macquarie Group, Numerix, PwC, RBCCM, RBS, State Street, TriOptima, V3 Markets.
Countries Represented: Australia, Canada, China, Denmark, India, Korea, Mexico

————————
First Baruch Volatility Workshop by Jim Gatheral and Andrew Lesniewski
June 16-18, 2015, Baruch College, New York

Website: http://mfe.baruch.cuny.edu/volatilityworkshop/
Detailed Program and Topics: http://mfe.baruch.cuny.edu/volatilityworkshop-program/
Registration: http://mfe.baruch.cuny.edu/volatilityworkshop-registration/
Contact: volatility.workshop@baruch.cuny.edu
————————

All certified FRM, ERP participants will receive 20 GARP CPE credit hours. The workshop will be tri-annual, to be offered next in 2018.

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Youtube video on How to apply risk management and FIX engine updates on Deltix trading platform

Youtube video on How to apply risk management and FIX engine updates on Deltix trading platform

Want to learn more about this?

Want to get access to learn more through my QuantLabs.net Premium Membership

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The hit parade of Multicharts.net continue with advanced updates on managed vs unmanaged C++ DLL coding

HI there
Well, I am happy to report I am one step away from showcasing this solution of calling my code generated C++ DLLs from this proposed open source trading platform. I will let you know right away when that happens so stay tuned. In the mean time, here are some continued opinions of Multicharts with some advanced .NET development.
1. Youtube video on Hit limitations of multicharts.net framework and pinvoke in Microsoft .NET DLLs
2. Who is up for an Easter Egg hunt with Multicharts.net framework? Anyone anyone? Still waiting?
3. One’s view of this of Microsoft .NET CLR managed vs unmanaged Visual C++ code for a trader
4. Just posted working source code for C# .NET client to call C++ managed wrapper DLL to call unmanaged C++ static library
As they say, Geek on.
Thanks Bryan
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CUDA, MS C++ AMP, Windows 8, Server 2012 updates, Ernie Chan video posted, new membership rate increases set for Jan 14, 2013

Hi there

I have played with the new Windows 8 and Server 2012. I also posted Ernie Chan’s video. I have been busy but I am still looking for my model development breakthrough. I may have found it. I will reveal that within 24 hours.

If this proves itself, expect that QuantLabs.net Premium 50% increase come Jan 14, 2013.
1. 50% increase coming my Quant Membership for HFT and trading model development! Join now for the affordable rates!
2.  Trying out the new Microsoft Windows Server 2012 for potential HFT deployment, Linux too complicated and no standards
Decent but not quite primetime for HFT but it will be at some point!
3. For HFT: Trying out Microsoft Windows 8 trial for AMP capabilities for GPU debug preview within Visual Studio 2012 C++
Stick with CUDA as AMP has been proved to be slow
3. How to use Microsoft AMP for Windows concurrency with Fast Math using Visual Studio 2012 and C++
4.  Back to GPU CUDA again and Visual Studio 2010 as C++ AMP is slow and other 2012 problems
5. Youtube video of Ernie Chan online presentation of Pitfalls of Backtesting during Trading Meetup
So get in on the action now  which will give you access to my private Webinar for Quantlabs.Net members come Dec 18!
Here are those member benefits 
Got questions or comments, let me know
Thanks
Bryan
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Youtube video: New updates and details on HFT and QuantLib courses, HPC, Meetups, and Membership stuff

Youtube video: New updates and details on HFT and QuantLib courses, HPC, Meetups, and Membership stuff

 

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