Systemathics Training
Market Connectivity
Register / Program
Introduction
- Feed / Order
- Real time / Histo
- Synchronous / Asynchronous
- Main Providers
How to choose your market data provider and your broker ?
- Needs analysis
- Activity : low / high frequency trading
- Multiplexage, hosting
- Maintenance and production costs
Modeling and Implementation
- The challenges and constraints
- Market rules and updates
- Normalize connectivities : feed / order
- Code invariant, available librairies
- Sample : C# / FIX Protocol
Case study
- Maintenance of a referentiel
- Tick by tick data base
- Strategy engine
- Order Manager / Back office
Duration
Register / Program