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sjatkins

non-Windows based data feeds and execution?

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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. :crap:

 

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.

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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

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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/

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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 :(

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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.

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