Timeline for Is the Interactive Brokers API suitable for hft?
Current License: CC BY-SA 4.0
12 events
| when toggle format | what | by | license | comment | |
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| S Jun 27, 2022 at 11:48 | history | suggested | rwb | CC BY-SA 4.0 |
fix SE URL
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| Jun 27, 2022 at 7:51 | review | Suggested edits | |||
| S Jun 27, 2022 at 11:48 | |||||
| Aug 16, 2017 at 6:57 | comment | added | Greg | @drobertson What broker did you use? Was this using C/C++ with raw FIX? | |
| Jun 22, 2016 at 4:43 | comment | added | drobertson | I worked in this area for 8 years. Most HFT algos are actually quite simplistic and typically a limited size opportunity. The key to making money is Time & Price priority. The first person to arrive normally gets the majority of the profit. This is why speed is critical. We were beating our opponents (which we could see in the order flow) by as little as 10 microseconds. That was enough, but they always worked to improve their game and so did we. Faster computer, faster algos, faster networks. Everything was critical and no IB wouldn't cut it. For that game neither would Lime. | |
| Jun 15, 2016 at 17:21 | review | Suggested edits | |||
| Jun 16, 2016 at 8:07 | |||||
| Feb 10, 2011 at 7:47 | vote | accept | user40 | ||
| Feb 10, 2011 at 3:03 | comment | added | AnonQuant | gndt.com and limebrokerage.com is probably as close as you can get but you'd have to do significant volume in order to get a commission structure that lets you take advantage of any short term opportunities | |
| Feb 9, 2011 at 15:15 | history | edited | Pete | CC BY-SA 2.5 |
microseconds-->milliseconds
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| Feb 9, 2011 at 7:42 | comment | added | user40 | Or at least not impossibly expensive! | |
| Feb 9, 2011 at 7:41 | comment | added | user40 | Any alternatives to IB in the retail world? | |
| Feb 9, 2011 at 7:37 | comment | added | SCVirus | Most definitions would still include something on the of order 10s of milliseconds as HFT. If you can find something sufficiently novel to exploit at that frequency, it is probably at least possible with some retail product. | |
| Feb 9, 2011 at 5:57 | history | answered | Pete | CC BY-SA 2.5 |