Interactive Brokers C++ API & ExSan xsn 877869

      Previous Post       Next Post

 Start:  2022-Apr-25 09:35:48

xsn 877869

High Frequency Trading HFT - Low Latency Trading LLT
ExSan -Real Time tick-by-tick Analysis-
&  
C++ Interactive Brokers Trader Workstation Application Programming Interface 

 ExSan Tweeter

******************

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 my own C++ version of Excel! 

ExSan does Real Time Data RTD tick - by - tick live(instant) analysis using  Interactive Brokers C++ API.  I. Brokers trader workstation 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 Finance. ExSan is already plugged-in to Interactive Brokers C++ API. 

The next graphs depict data captured by ExSan  expressed in groups of n-ticks (live tick-by-tick analysis).

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_

This JOB - Lapse of Time: 3 seconds

FOREX Euro  US Dollar

Eastern Time from 2022-Apr-25 09:35:48.959870 to 09:35:52.503618

4 Ticks/Candle Bar


5 Ticks/Candle Bar


6 Ticks/Candle Bar


7 Ticks/Candle Bar


8 Ticks/Candle Bar


9 Ticks/Candle Bar


10 Ticks/Candle Bar


11 Ticks/Candle Bar


12 Ticks/Candle Bar


13 Ticks/Candle Bar


14 Ticks/Candle Bar


15 Ticks/Candle Bar


ExSan Elapsed Time:->14.2482

End:2022-Apr-25 09:36:03

EXIT FROM EXSAN

ExSan _VS17.1.4@API_9.80.03@04.22.a_ API_ver = 9.80.03 Boost version: 1.72.0© Registed TRADEMARK ExSan
 
      Previous Post       Next Post


Flag Counter

Comments

Post a Comment

Popular posts from this blog

Interactive Brokers tick by tick Data Market - C++ API & ExSan jobID 106391

Image
      Previous Post       Next Post   Start:  2022-Apr-19 10:00:53 xsn 106391 High Frequency Trading - Low Latency Trading ExSan & Interactive Brokers Trader Workstation Application Programming Interface (TWS API) Real Time Analysis. ****************** 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_ Lapse of Time: 77 seconds this JOB UTC-TIME 2022-Apr-19 15:00:53 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 scrutinize
Read more

Systematic Forex Trading

Image
Font Awesome 5 Icons       Previous Post       Next Post Systematic Forex Trading Interactive Brokers C++ API + ExSan Forex Algorithm ExSan Solution Forex State Diagram A Single Square Matrix  [n, n]    is needed. The upper triangular Matrix   [sell\ buy ] and the  lower triangular Matrix   [ sell \buy]   Forex Market is the trading of currencies for a profit. Forex is a very real problem that promises a lot of money, if it were not for fees, taxes, and other imposed bounds.  The challenge in Forex is finding an optimal solution despite the size of the search space. The problem consist to write a program that determines whether a sequence of currency exchanges can yield a profit as described above.  To result in successful trade, a sequence of exchanges must begin and end with the same currency, but any starting currency may be considered.  For example, for a set of 20 currenci
Read more

Interactive Brokers C++ API & ExSan xsn 279947

Image
Previous Post                                              Next Post   Start:  2022-Apr-19 11:05:29 xsn 279947 High Frequency Trading - Low Latency Trading ExSan &  C++ Interactive Brokers Trader Workstation Application Programming Interface (  Trader WorkStation C++ API Guide )  Real Time tick-by-tick Analysis. ****************** this JOB UTC-TIME 2022-Apr-19 16:05:29 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 my own C++ version of Excel!  ExSan does Real Time Data RTD tick - by - tick live(instant) analysis using   Interactive Brokers C++ API .  IBrokers trader workstation 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 Hi
Read more