trading

I've been reading a lot about low latency financial systems (especially since the famous case of corporate espionage) and the idea of low latency systems has been in my mind ever since. There are a million applications that can use what these guys are doing, so I would like to learn more about the topic. The thing is I cannot find anything valuable about the topic. Can anybody recommend books, sites, examples on low latency systems? I work for a financial company that produces low latency software for communication directly with exchanges (for submitting trades and streaming prices). We

Background - I am not a programmer. I do trade spot forex on an intraday basis. I am willing to learn programming Specific Query - I would like to know how to export into Excel in real time 'top of book' price and volume data as displayed on the LMAX level 2 widget/frame on - https://s3-eu-west-1.amazonaws.com/lmax-widget/website-widget-quote-prof-flex.html?a=rTWcS34L5WRQkHtC In essence I am looking to export price and volume data where the coloured flashes occur. price and volume data for when the coloured flashes do not occur. I understand that 1) and 2) will encompass all the top of book

I am having difficulty creating an IF statement that does the following: If C1 = Buy, then Buy If C2 = Sell, then Sell If C1 & C2 = nan, then the current cell = previous cell Please see an example below. I am hoping to create a column like 'C3'. Sample Dataset: index C1 C2 0 Buy nan 1 nan nan 2 nan Sell 3 nan nan 4 Buy nan 5 nan Sell 6 nan Sell 7 nan nan 8 nan nan 9 Buy nan 10 nan Sell Output: index C1 C2 C3 0 Buy nan Buy 1 nan nan Buy 2 nan Sell Sell 3 nan nan Sell 4 Buy nan Buy 5 nan Sell Sell 6 nan Sell Sell 7 nan nan Sell 8 nan nan Sell 9 Buy nan Buy 10 nan Sell Sell You can use pd

I've seen this question posted several times in the interal development forums and thus wanted to provide a quick example of how this can be achieved in python in no time. First, note that all we're doing is connecting to the relevant X_TRADER com object, so all of the below still applies: https://www.tradingtechnologies.com/documents/user%20documents/xtapi_classreference_v7.7.8_dg.pdf Here is the full python code that would result in a subscription to a crude oil March13 future: import pythoncom from time import sleep from win32com.client import Dispatch, DispatchWithEvents, getevents from

So I currently working on an implementation of the Kraken API for Java . I am using this sample code I found on http://pastebin.com/nHJDAbH8 . The general usage as described by Kraken ( https://www.kraken.com/help/api ) is: API-Key = API key API-Sign = Message signature using HMAC-SHA512 of ( URI path + SHA256( nonce + POST data ) ) and base64 decoded secret API key and nonce = always increasing unsigned 64 bit integer otp = two-factor password ( if two-factor enabled, otherwise not required ) however I am facing the following response: {"error":["EAPI:Invalid key"]} I already tried a couple

So I'm getting really sick of E*TRADE and, being a developer, would love to find an online broker that offers an API. It would be great to be able to write my own trading tools, and maybe even modify existing ones. Based on my research so far, I've only found one option. Interactive Brokers offers a multi-language API (Java/C++/ActiveX/DDE) and has some fairly decent commission rates to boot. I want to make sure there aren't any other options out there I should be considering. Any ideas? Update: Based on answers so far, here's a quick list... Interactive Brokers Java C++ ActiveX DDE for Excel