[sjatkins]

I have been trading options primarily for about four years. I am just getting my feet wet with some futures paper trading. I have done quite a bit of reading and study but still consider myself a beginner and relatively unseasoned. I have had some great wins but also some nasty losses, principally from lack of discipline.

One of my skills is being a very experienced software geek. I would love to get a fairly full data feed and do my own data mining and analysis for a while with the goal of building my own trading system. But most data feeds and existing systems work seems to be on Windows. I really abhor Windows. What are my options for getting good data feeds and order execution capabilities on Unix based systems (Linux and Mac in my case)?

I would also love to have some recommendation as to relevant books, software and such. I am playing with QuantLib and have excellent database skills.

thanks.

[Sparrow]

Hi there,

Had a look at opentick already? Maybe not the most reliable data provider and their support sucks. I asked a very simple question that could have been answered with little effort, yet they didn't.

Their service is dirt cheap though.

Good luck

[thrunner]

Originally Posted by sjatkins »

goal of building my own trading system

Welcome to the forum. thinkorswim has capable tools for options trading that can run under Linux. Investor/RT and Interactivebroker (IB) also supports Mac. There are also some open source Java trading systems, mainly for IB
Jsystemtrader : http://code.google.com/p/jsystemtrader/
Truetrader : http://code.google.com/p/truetrade/

[20814md]

AmiBroker can run in Linux under Wine or CrossOver

3rd party production for Amibroker-Linux/Mac


interactive brokers TWS runs in Linux and will provide real time data (actually .2 - .3 second snapshots) for AmiBroker. I have experimented with this in the past but don't use it regularly. Perhaps there are other data packages that will run under Wine also.

[MidKnight]

For order execution you can use IB and zerolinetrader now have a Linux version of their very nice DOM. All java based....

I am not aware of any good data feeds that will run on non-windows platforms

[taotree]

If you're just looking for a feed and not a full charting software package...

Zen-Fire has a Linux version of their API.

Any FIX compatible feed can run on just about any platform since it's a protocol: and you could use quickfix or quickfixj or roll your own FIX or whatever... Trader Technologies has a FIX feed, there are others as well.