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For weekends project, I would like to setup a "simulated" stock exchange on my dev server (windows/linux), ie. running my own NYSE server ?

what options do I have, open source wise (can be c# or java or else)

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  • $\begingroup$ I'm curious- why would you want to do this? How would the underlying stocks evolve (i.e. what is the model)? How would they react to simulated bids? What do you hope to learn that can't be observed from the actual NYSE? $\endgroup$ – P.Windridge Jun 28 '16 at 18:20
  • $\begingroup$ If you write software that interacts with the actual NYSE and there happens to be a bug in your code ... it could be very painful experience. $\endgroup$ – Alex C Jun 29 '16 at 0:16
  • $\begingroup$ @P.Windridge I am just curious about the computing performance side of it, i.e. how much hardware (servers and network equipments) is required for a supported transactions per seconds, and how much can I squeeze out of the software side of it. Playing with jessx.ec-lille.fr/index.php?page=software for now $\endgroup$ – Goe Freo Jun 29 '16 at 11:15
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You can try the following:

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  • $\begingroup$ Liquibook looks promising, will be playing with it. Thanks! $\endgroup$ – Goe Freo Jul 1 '16 at 11:14
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hmmm, I mad something like this to test market making strategies. I have my code released, if you are interested however the project was made in a day and a half so you may want to improve on it. Here is a video I made to demonstrate it: https://www.youtube.com/watch?v=ka7rSQ2OWIw It links to the source.

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  • $\begingroup$ thanks for the video and the explanation. so your software is basically like the very simple version of Liquibook ? $\endgroup$ – Goe Freo Jul 1 '16 at 11:24
  • $\begingroup$ Yes it is, I made it out of boredom and gave up on continuing it after a few days, I provided as a possible starting point. $\endgroup$ – FX_NINJA Jul 2 '16 at 4:44
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You will be looking at an awful lot of work! You won't have enough weekends to finish it.

I suggest you open an Interactive Brokers account and use their Trade Workstation (TWS) platform in simulation mode (AKA paper trading). It uses the real market and allows you to trade it with $4M of fake money. I have used it for years to test and validate trading algorithms. If a strategy works out in paper trading mode you can feel confident it will work well on the real market.

For more information see https://www.interactivebrokers.com/en/software/am/am/manageaccount/papertradingaccount.htm

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  • $\begingroup$ Thanks Brian. I am more interested in the computing infrastructure, not the trading bit. $\endgroup$ – Goe Freo Jul 1 '16 at 11:16
  • $\begingroup$ re-thinking your point about the paper trading account, it will come in handy in case i decide to do some backtesting. ok time to open an account with IB. $\endgroup$ – Goe Freo Jul 1 '16 at 11:27

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