Hot answers tagged cep
See Marco's list of CEP vendors. I'm currently using StreamInsight, Microsoft's new CEP engine. I'd rate it as slightly better than NEsper, for the following reasons: Supports LINQ natively within Visual Studio. Better documentation (in my opinion). Good samples. Complete training course (see the StreamInsight blog). The LINQ is compiled into IL code ...
To be honest you're not likely to get a very satisfying answer to your question. Not because its a bad question, but because "regular people" can't just go hooking their home grown trading systems up to a live market. I'd like to start automating my trading strategies. First off you'll need a system that can interface with your broker. If you're not ...
There's some pretty basic frameworks for IB. One that's pretty simple to modify is http://sourceforge.net/projects/jsystemtrader/ . I haven't looked in a while but it uses only market orders. The development has gone on to a version that uses market depth. There's also things like Ninja Trader but paid per month. It's what I do and I just use java with ...
My vote is on StreamInsight too. We have used Esper but have dropped it in favor of StreamInsight as we find is much easier to work with. Less strange problems as we always had with Esper. StreamInsight seems to go the last mile with the implementation, everything just feels much more polished.
There is also http://ibconnector.com/, which is free, afaik, and an alternative to IBrokers. I've worked with it before and for basic orders, it was very fast and reliable.
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