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Re: Real-time datafeeds in Python



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Michael,

>[Michael Suesserott]
>probably the easiest way to interface with IB (don't know about MyTrack)
>would be via IB's C++ API directly from Python using wrapper classes as
>indicated.

I would like the design to be as cross-platform as possible. Does IB
offer C++ libraries on Unix? I believe it's just Java. 

I personally would like to have a setup that does not include Windows. I
would need a separate Windows box just to run the data server if I were
to use IB's C++ API.

If Java libs were used for IB and MyTrack then people would have the
option of running Uptick either on Windows or Unix. Maybe it should be
said that if you cannot link to your market data vendor APIs on Unix then
you are stuck with running Uptick on a Windows box.

>[Michael Suesserott]
>Another way to link to Java from Python would be via Java's JNI plus Python
>wrappers, but as IB offers a C++ API, why bother?

Maybe using JNI to write the MyTrack and IB adapters would be the way to
go. You will need to have both Python and Java installed but only because
IB and MyTrack require it and that would be a cross-platform solution.  

Coding everything in Java and using Jython for writing your trading
systems within Uptick seems like a more elegant solution. As a user of
Uptick you won't likely have a need for all the libraries missing from
Jython. As a developer you could always find the stuff you are looking
for among the Java libraries available.

What do you think?

    Thanks, Joel