trading

I am building a small program to retrieve data from the market and chart it in real time. While the trading decisions will be largely automated, the charts are updated continuously so that someone can keep track of how the decisions are being taken and manually intervene when necessary. What would be a good GUI Library for the task (for Python). Here are the considerations - Programming Language : Python (Do you think I should use something else? May be even do the GUI and backend in different languages?!!). Operating System : Preferably cross-platform, but if it has to be platform specific,

I want to process stock level-2 data in pandas. Suppose there are four kinds data in each row for simplicity: millis: timestamp, int64 last_price: the last trade price, float64, ask_queue: the volume of ask side, a fixed size (200) array of int32 bid_queue: the volume of bid side, a fixed size (200) array of int32 Which can be easily defined as a structured dtype in numpy: dtype = np.dtype([ ('millis', 'int64'), ('last_price', 'float64'), ('ask_queue', ('int32', 200)), ('bid_queue', ('int32', 200)) ]) And in that way, I can access the ask_queue and bid_queue like: In [17]: data = np.random

I am in the process of designing a trading application which will use a Market's API to place orders on the Market. This isn't a complex high performance algorithmic trading application of the kind found in investment banks. This is just a small personal application which will trade maybe two or three times a day depending on market conditions/trends The application will consist (roughly) of the following modules/packages: Strategies - The actual trading algorithms Analytics - The classes for analysing the live prices & orders on the market to produce buy/sell signals Services - The classes

I would like to make a free open-source C++ application for both Linux and Windows which will create live stock market charts (i.e. they're refreshed frequently). Please could you give me some pointers on these issues: What should I use as the data source? Are there free services I can implement? I would like to use the same or similar information as companies like Google . I'm not sure what GUI toolkit would be best to use, is there one which has charting built in, or would I need to use a specialized library for this? Some things to note: This is my first attempt at both cross-platform C++