Interactive Brokers C++ API & ExSan xsn 279947

April 19, 2022

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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.

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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 High Frequency Quant Finance. ExSan is already plugged-in to Interactive Brokers C++ API.

The next graph is the screenshot obtained from IBrokers Trader WorkStation and the following graphs depict the same data though expressed in groups of n-ticks.

FOREX EURO / USD

FOREX Eur Usd Eastern Time from 2022-Apr-19

11:05:29.353946 to 11:06:03.389982

lapse of time: Tempo_Variable = 33; //seconds

4 Ticks/Candle Bar

5 Ticks/Candle Bar

6 Ticks/Candle Bar

The graph below 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.

7 Ticks/Candle Bar

8 Ticks/Candle Bar

9 Ticsk/Candel Bar

10 Ticks/Candle Bar

11 Ticks/Candle Bar

The graph below 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.

12 Ticks/Candle Bar

13 Ticks/Candle Bar

14 Ticks/Candle Bar

15 Ticks/Candle Bar

16 Ticks/Candle Bar

The graph below 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.

17 Ticks/Candle Bar

18 Ticks/Candle Bar

19 Ticks/Candle Bar

20 Ticks/Candle Bar

21 Ticsk/Candel Bar

22 Ticks/Candle Bar

23 Ticks/Candle Bar

24 Ticks/Candle Bar

The graph below 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.

25 Ticks/Candle Bar

26 Ticks/Candle Bar

27 Ticks/Candle Bar

28 Ticks/Candel Bar

ExSan Elapsed *this job* Time:->54.7794

End:2022-Apr-19 11:06:24

EXIT FROM EXSAN

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