Tradestation/Multicharts - A stress test for Order-Generating

This an example that "higher frequent" order taking through more then 500 symbols with Multicharts and or Tradestation is possible. This example is running on an 2-3 year old "retail" environment ... Low internal latency, but with retail feeds like DTNIQ, eSignal, TS and Zen-Fire. But it works ... In the middle you see the orders which are generated from more then 500 symbols (100 most active ETF's by volume, all Nasdaq100 stocks, DowIndAvg stocks and S&P500 stocks). Eurex and EUREX futures are running as well. You can connect multiple machines (one with TS, one ore more with MC) to one machine with the execution environment ... no problem ... But as I said it's just an example on a retail base .... Have fun and enjoy ... Regards.

Category:

Science & Technology

Tags:

• Multicharts
• Tradestation
• Quant
• Algo
• HFT
• Trading
• CME
• Nasdaq
• ETF
• Technologies
• API
• Socket
• Proxy

[enuxx]

Hello, great music!!! Singer & electronic beats in combination is very good. Can you tell me the artist & title? Thnx. :-)

[bomberone10]

How could reproduce what you done?

[bomberone10]

Great example, but how much is the slippage for a retail trader?

Please go here and see what we are doing to improve low latency.

go to bigmiketradingforum multicharts lag

COuld you try to do the same by mirusfutures.

Do you understand that the engine if FIFO? when there is a queue the slippage and worst esecution start with no breath to be recovered.

Please post easylanguage code on bigmike and tell tour point of view. My best.