Interactive Brokers C++ API & ExSan xsn 757910

April 19, 2022

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Start: 2022-Apr-19 09:32:53

xsn 757910

High Frequency Trading - Low Latency Trading

ExSan & Interactive Brokers Trader Workstation Application Programming Interface (TWS API) Real Time Analysis.

Trader WorkStation C++ API Guide

Written by mail to: exsanplusplus@gmail.com.
Visit us at: ExSan Tweeter

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Generate Exsan ( 21 , 22 )

Bench Mark ExSan Elapsed Time --> 0.0237685 seconds

Interactive Brokers Trader Workstation API Ver 9.80.03 IDE MSFT Visual Studio Community 2022 (64-bit) ver _VS17.1.4@API_9.80.03@04.22.a_

Entry - TestCppClient::reqTickByTickData Lapse of Time: 77 seconds

this JOB UTC-TIME 2022-Apr-19 14:32:54

Exsan with +100K lines of source code, is a dynamic console-oriented spreadsheet software I have conceived, created and developed. It is capable of handling extremely large data sets and performing complex calculations and analysis. ExSan is the C++ version of Excel!ExSan does Real Time Data RTD tick - by - tick live(instant) analysis using Interactive Brokers C++ API.Interactive Brokers zooms graphs up to 30 seconds/candle, ExSan scrutinizes data behavior beyond that limit. It is suitable for Low Latency Trading and in general for High Frequency Quant. ExSan is already plugged to Interactive Brokers C++ API. The next graph is the screenshot obtained from Interactive Brokers Trader Work Station and the following graphs depict the same data though expressed in groups of n-ticks.

This Job; tick in nowStart: 2562047788 nowEnd: 2562047788

GbpUsdFx \nEastern Time from 2022-Apr-19 09:32:53.790909 to 09:34:12.300625

4 Ticsk/Candel Bar

5 Ticsk/Candel Bar

6 Ticsk/Candel Bar

7 Ticsk/Candel Bar

8 Ticsk/Candel Bar

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ExSan Elapsed Time:->87.3982

End:2022-Apr-19 09:34:21