Interactive Brokers C++ API & ExSan xsn 877869
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Start: 2022-Apr-25 09:35:48
xsn 877869
High Frequency Trading HFT - Low Latency Trading LLT
ExSan -Real Time tick-by-tick Analysis-
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C++ Interactive Brokers Trader Workstation Application Programming Interface
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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
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