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A comment on How I made $500k with machine learning and high frequency trading. Parent comment

Re:How I made $500k with machine learning and high frequency... by jspaulding on Tuesday November 06, 2012 @10:49AM (#4748886)
Yes, however, I forgot to mention that pretty early on I converted my program to use an API from https://www.tradingtechnologies.com. It's odd, but I can't remember exactly why. I think it was simply because I found a broker who could offer me a lower commission rate and they only supported TT. With regard to posting code yes I may do that. We'll see.
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Re:How I made $500k with machine learning and high frequency... by briancurtin on Tuesday November 06, 2012 @10:55AM (#4748925)
XTAPI, or did you write something to talk to a FIX gateway?

(former TT employee)

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Re:How I made $500k with machine learning and high frequency... by jspaulding on Tuesday November 06, 2012 @11:59AM (#4749273)
I'm pretty sure it was XTAPI. Is that the simpler one? I used the simpler one. Whatever the case.. the code that dealt with the API was trivial compared to the rest of my program. So good work!
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Re:How I made $500k with machine learning and high frequency... by kami8845 on Tuesday November 06, 2012 @10:59AM (#4748945)
>With regard to posting code yes I may do that. We'll see.

What does it depend on?

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Re:How I made $500k with machine learning and high frequency... by briancurtin on Tuesday November 06, 2012 @11:36AM (#4749161)
If I was correct in guessing that he used XTAPI (via X_TRADER Pro), IIRC that costs around $1k/mo depending on who you go through for the front end license. I was only a developer so I'm not sure what licensing costs are for gateways, but those are the servers you connect to in order to place orders on the exchanges. He was trading the Russel on ICE, and DAX on Xetra (maybe Eurex?), so he would have needed two gateways.

If he posts the code, you're a long way from running it.

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Re:How I made $500k with machine learning and high frequency... by jspaulding on Tuesday November 06, 2012 @12:02PM (#4749293)
My fixed costs were $2000/month. I think it was $1800 for TT plus $200 server rent so damn.. I was getting overcharged $800!! oh well :)
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Re:How I made $500k with machine learning and high frequency... by briancurtin on Tuesday November 06, 2012 @12:27PM (#4749416)
Your full package of $2k/mo sounds about right from what I remember, after you factor in server, access, licenses.
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