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by bingobangobongo
January 30th, 2018, 12:15 am
Forum: Trading Forum
Topic: Best UK broker for API access to futures, etfs?
Replies: 8
Views: 9778

Re: Best UK broker for API access to futures, etfs?

Hi, I have the same question for European equities. Trading universe will be the top 500 stocks on LSE, EURONEXT, XETRA, SIX, NORDIC. Trades are submitted in every ten minutes. IB... lowest cost and commissions in the UK. You might need to buy a few quote boosters for 500 securities but if you trad...
by bingobangobongo
January 30th, 2018, 12:13 am
Forum: Trading Forum
Topic: how is HFT possible
Replies: 14
Views: 3775

Re: how is HFT possible

most of it is bypassing the kernel for network IO, keeping the CPU cache lines full, pinning threads to specific cpus and minimising/eliminating context switches. Any language can be used to achieve this, C++ simply gives you a little bit more control.
by bingobangobongo
January 30th, 2018, 12:05 am
Forum: Trading Forum
Topic: Algo-trading with Interactive Broker
Replies: 9
Views: 3408

Re: Algo-trading with Interactive Broker

Why not go direct with IB? They support Windows/Mac and Linux.. and their api includes python, Java, C++ etc... although that said, depending on the speed of your strategy you might not want to use their level 1 market data feeds...
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