Hmm now i see that you actually didn't posted a question, you asked for clarification: But if the question were "Is MBT using the the Virtual Dealer Plugin... ?" then the answer would be "No".... i just wanted to clarify what i ment by "No"

MB Trading Futures - Introduction

those videos are made by MBT and they answer your question and lot of other things... If you are interested only in a simple yes/no answer than that would be "No", but i am not Justin and it seems you wanted to hear it from him.

MB Trading Futures - Introduction

you should take a look at this: video video video

MB Trading Futures - Introduction

That is also nothing unusual. As i mentioned in my previous post, if you look at the stream of level 2 quotes, you can see that the timestamps are not completely ordered... my guess is that those timestamps come from liquidity providers so the ...

Systematic trading

The quality is not that great but acceptable, seems like most of the time MBT just passes the quotes (including timestamps) as they receive them from their liquidity providers. They probably have have some algo to filter out some totally bogus ...

Systematic trading

That is not unusual... they quote servers leave a lot to be desired at times... especially when there is a lot of action in the market that generates lots of quote updates the server just can't keep up with delivering the all, it starts to build a ...

Systematic trading

I have been harvesting MBT tick data already for several years... see url I have been also working with the data so i know it very well.

Systematic trading

I agree, we need a way to control the cost by making sure that the (non-marketable) limit odrer will be canceled or somehow made inactive in case that by the time the oder arrives on server the order becomes marketable... something like ...

MB Trading Futures - Introduction

sure, just make a trade in the opposite direction with half the size of your current position

MB Trading Futures - Introduction

The markets are closed over the weekend and in this particular case the FX market at MBT opened at 5PM EST so the quote you saw at 12PM wasn't a tradable quote and could not trigger a stop order.

MB Trading Futures - Introduction

personkid, you forgot to erase your account number int the picture you posted... you erased one but there is an another one right under the first one.

MB Trading Futures - Introduction

I take the liberty to answer for him... those issues have nothing to do whit the client side FIX engine that Craig is using. I am not sure what Craig is using but i use the regular version of QuickFix inside my .NET application.

Systematic trading

yay what a mess

Systematic trading

The quote servers work, you probably have problem with the ASP page that provides the IP Address? I am sending you a PM with working IPs.

Systematic trading

i am looking forward to those results

Systematic trading

Craig, i am looking forward to your latest results. My guess is that after the bug in your code was corrected the correlation between the optimization period length and the robustness of out of sample results should be a lot tighter than before. ...

Systematic trading

BTW i am also following your "battle" on the MBT FIX yahoo group... i hope they get those issues finally fixes... i find it embarrassing... oh well

Systematic trading

Matrix inversions? hmm that sounds like some signal processing or maybe some correlation calculations... or maybe both LOL Out of curiosity, what was that shocking bug that you have found?

Systematic trading

That is not easy to answer without knowing more about your algorithm. A lot depends on things like your memory access pattern, locality (in memory space) of the accessed data, amount of the data and of coarse the amount and the type of ...

Systematic trading

couple of days? How many data points you evaluate overall and how big in terms of data points is your reoptimalization windows? And how large is your fitness landscape? anyway... couple of days... seems like you really could benefit from some code ...

Systematic trading