Welcome to NexusFi: the best trading community on the planet, with over 200,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- discounts are available after registering.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
I have off and on used or referred to the code in this library: https://www.quantlib.org/. Its FOSS (free and open source) and was written in C++ with bindings in many other languages.
IBKR and Rithmic have c++ API's, I've used both extensively and currently use Rithmic with C++ now.
It's really the only option if you're trading in the sub millisecond range (200-500 micros round trip).
I don't trade in that space, but I still prefer C++ because it's less forgiving. It forces you to fully understand, plan and prepare every aspect of your system like no other. Also, I don't have to install .net or Python on my VPS.
I still prototype in Python because it is a thousand times easier and the speed is usually good enough. But final product is in C++, you might not even get past the compiler with buggy code in C++, I like that final test.
