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Joel,
I myself have been working on fully automated order entry server for some
time now 5 years. On a one lot basis it was simple and quite an
accomplishment, but now with multiple contracts and systems that either flip
long to short and or have some leveraging algorithms it is very complicated
how all those orders rest on your server. Not to mention the "what if this
happens" routines that you have to prepare for. Also beyond all that you
have to have the order entry server be able to report back to the system so
it can know what the fills are and what the number of contracts that did or
did not get executed ect.
If you get something working I would be interested, mb
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Subject: Re: Hosting and unattended execution of EL strategies
Why?
On Jan 13, 2008, at 9:58 PM, Leslie_George wrote:
> Yes!
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