stock trading system using interactive brokers

We like to test some simple automate trading strategies using Interactive Brokers (IB). [login to view URL] It provides a C++/ Java API through a third party software tool they provide. It will be running on a Linux Server. We make use of Level 1 and Level 2 quotes as provided by IB. Your job is to parse these feeds in real time (minimal delay is important for us) and build a logic that issue buy/sell orders. Some of the criteria we need to filter for: - Volume - Price of stock - Bid/Ask spread - price movements last 15 minutes All the data needed comes from IB. Luckily for you we only have 1,000 symbols with real time level 1 data and 10 with level 2 data at any one time. Both feeds can be quite big but there is no need to store them usually. Once we consider trading conditions ideal we place orders. The system shall log all information at the time of the decision making. As this is prototype we'd like to keep things simple. The documentation provided by IB is quite good and the logic to place orders is also pretty simple.

การเขียนโปรแกรม C Java Linux สถาปัตยกรรมซอฟต์แวร์ UNIX

หมายเลขโปรเจค: #2733315

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