Re: trading
- To: mathgroup at smc.vnet.net
- Subject: [mg104010] Re: trading
- From: Michael Stern <nycstern at gmail.com>
- Date: Thu, 15 Oct 2009 07:18:23 -0400 (EDT)
- References: <200910131119.HAA29319@smc.vnet.net> <hb3g4n$m20$1@smc.vnet.net> <200910141157.HAA07439@smc.vnet.net>
We explored using it as a production trading system but we had trouble creating code that was responsive simultaneously to both the data feed and user input. We explored various mechanisms around Dynamic[] and Manipulate[]. There is probably a good way to do this in Mathematica, but we ultimately decided to use other tools. Michael Joel Reymont wrote: > Is Mathematica suitable for keeping up to date a time series built > from a real-time data feed? > > Suppose I want to daytrade futures. I can try to hook up ZenFire > (http://www.rithmic.com) to Mathematica but should I make it update a > time series of various contracts or should I do this outside of > Mathematica? > > If I update a time series in real time within Mathematica, can it keep > a file of doubles on disk rather than keep everything in memory? In > other words, is Mathematica suitable as a tick (quote) database? > > Thanks, Joel > >
- References:
- trading
- From: Joel Reymont <joelr1@gmail.com>
- Re: trading
- From: Joel Reymont <joelr1@gmail.com>
- trading