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c++ for trading systems development

anyone here can point me to tutorials/info on c++ as a tool for development in trading systems?

Monday, August 18, 2003

I don't know if you'll find any tutorials as such, but I've written some open source software in C++ that implements the FIX protocol which is the de-facto standard for trading systems, particularly in the U.S.

You can certainly use it to build a trading system and study some of the example applications provided.  It demonstrates how to build a very simple order matcher for instance. It's totally free with source and a BSD style licence.

Oren Miller
Monday, August 18, 2003
And as Oren mentioned his FIX implementation is nice to learn from, TIBCO rendezvous is used alot, also download some APIs from exchanges, and Excel/VBA is used alot.

Tom Vu
Monday, August 18, 2003

There may be  an XML standard to replace FIX by now.  Last I coded in finance, this was getting some hype.  But odds are, it was just hype (like XML itself)

To write FIX based trading systems, I used "Tradeware".
Here is a list of vendors.,  You might find some training there.

Depending on your skill level,  you may also just want to get some generic C++ tutorials, depending on your experience.  I highly reccomend Bruce Eckel's free Thinking in C++.

Monday, August 18, 2003

Well ISO 15022 was supposed to replace all standards and as of yet it just hasn't taken off at all (there was huge buzz around this two years ago).  FIXML has been around for years, but also hasn't made much headway except for internal use and batch processing.

Oren Miller
Tuesday, August 19, 2003

oren, tom and bella, thanks for the responses :)

Wednesday, August 20, 2003

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