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Comment by hft_throwaway

Cool idea!

Some questions/thoughts:

Do you provide any access to raw tick-by-tick event data or just bars?

How do you secure your users' scripts so they don't worry about you stealing their ideas or front-running them?

It might be useful to provide FX rates as a feed so users could come up with a synthetic price for non-USD pairs.

For guys who want to work passive orders, an API where they can pass a dictionary of prices/sizes they're willing to buy/sell at into a goal seeking algorithm that handles canceling/placing individual orders might be a better match and more convenient.

parent hft_throwaway 12 years ago

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