|
PureBytes Links
Trading Reference Links
|
Hi Andrew,
Thanks so much for the prompt answer, I was
particularly interested you used Bloomberg also.
My ultimate solution is to have a Globex terminal
that I can both take a datafeed from as well as
use as an execution platform, Bloomberg is a close
second and has some advantages due to it not being
single exchange focused.
Have you been tempted by Bloomberg's Globex
tradebook offering? They claim to have a direct
CME GW, I'm viewing this as a potential 'back-door'
into direct Globex execution.
http://www.cme.com/abt/news/bloomberg4821.html
I've used Dynastore's DDE feed, is that how your
extracting the data from Bloomberg? I ended up
writing an API interface in C++, I went this
route so the transport layer could be IP and
thus have significant flexibility over DDE.
Could you give me a layout of how your system is
setup, I'm particularly interested if your routing
DDE over another transport layer (NETBIOS/IP etc),
or feeding Bloomberg into a Global Server "hub" and
feeding your workstations from there?
With regards to the actual execution, I was unaware
Dynastore had moved into that market, though a
smart and logic move for them I guess.
Could you run me through an actual execution.
I have seen several solutions that fill HTML
pages, but they usually fall down when it comes to
receiving feedback on fills etc.
How do you track fills, non/partial fills,
entry/exit prices etc? Does the Dynaorder code
pass variables back to TS that can be incorporated
into EasyLanguage? (this would seem a logical route)
(I think I may have partly answered my own questions
on webpage http://www.dynaorder.com/efs-examples.asp
I can see DLL variables going back into TS)
I'm very interested in your whole setup as your
travelling the path I plan to travel in the next
weeks/months.
Kind Regards,
Justin
---
TickTrader wrote:
Justin,
I'm trading eminis with Interactive Brokers using Dynaorder and TS2k (two
systems on two puters).
Both systems are fed by Bloomberg via the same company's feeder (Dynastore).
It took some time to establish a stable quote feeding to these two computers
but DB made it after several visits to my office.
As I'm trading eminis only, I'm switching to their new "Lime Edition
Dynastore" right now - it allows me to get rid of the expensive Bloomberg
which I (almost) do not use anymore and to feed my puters with the data from
Interactive Brokers (DB gives this "Lime" feeder for free to his existing
users, I believe).
He also helped me to code my systems for trade via Dynaorder and I love this
platform now.
Of course I have made all possible precautions: I'm running IB's own
software to monitor the trades and to intrude into the system if something
will go wrong. The whole idea was not to make a "money-box" but to automate
some routine actions and to follow the strategy "by the book".
I also expect DB's visit nearest days to install "remote execution"
functions of Dynaorder, which will allow me to send buy/sell orders
generated by my TS2k to my clients' computers for the execution.
The platform has no "supervisor" functions, but they are planned. The
compatibility with other brokers is also expected soon.
Andrew, TT
----- Original Message -----
From: "Justin Fanning" <Justin@xxxxxxxxxxxxxxxx>
To: <omega-list@xxxxxxxxxx>
Sent: Tuesday, November 25, 2003 6:18 PM
Subject: Automated Trading
I am looking to automate some 2000i strategies.
Could I get some feedback from those who have
implemented such, what software, what broker etc.
Do any platforms or brokers have a development
environment where trades can be submitted end-to-end,
but not actually executed?
Also, do any platforms allow "supervisory" control
over the trading activity, such as a maximum day's
loss for example. I know some institutional systems
have such features where if a trader exceeds
pre-set limits the execution platform won't take
further instructions from them etc.
Finally, has anyone tried automating the analysis
& execution of several markets? How did you do it?
Several copies of TS2ki feeding a common execution
platform, or all markets on one box?
All assistants & thoughts warmly received.
Kind Regards,
Justin
|