Data Feed with API for Order Book Analysis - Page 5 - Traders Laboratory Forums

FulcrumTrader · 10-18-2010, 07:13 AM

We will most likely run another Cumulative Delta based trader gathering in Paris in very early August.....I have many EU contacts that want an EU event so those are the dates we are looking at. Also, a Miami Beach in the spring event may take place first....we are looking at dates at this time. Miami will be the "Beach, Babes, and Bots" event!

JK....LOL!

cls71 · 10-28-2010, 04:57 AM

Hello,

maybe my experience could be useful for someone ...

I'm working on analyzing the Level2. I had problems with the Level2 of NinjaTrader + Zenfire (however the Level1 was fine). I could see that not all events were processed. So I decided to work with Rithmic.

I have developed a tool from scratch to see the market delta (Level1 analysis) and I am now developing another tool for analyzing the Level2.
Everything is programmed from scratch, using Rithmic's API and VisualStudio (.NET and C#).

I have not had any problems with the multithreading.

Rithmic events come with microseconds

Regards

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The Following User Says Thank You to FulcrumTrader For This Useful Post:
cunparis (10-18-2010)

The Following 2 Users Say Thank You to cls71 For This Useful Post:
cunparis (10-28-2010), maxwells (10-30-2010)