I am consuming the Kraken API, and I am not able to find a good explanation to the info I have in the response. Actually, for a given pair, I have the following info: altname = alternate pair nam...

I understand that in the Java virtual machine (JVM), warmup is potentially required as Java loads classes using a lazy loading process and as such you want to ensure that the objects are initialize...

I'm trying to get zipline working with non-US, intraday data, that I've loaded into a pandas DataFrame: BARC HSBA LLOY STAN Date 2014-07-01 08:30:00 321.250 894.55 112.105 1777.25 2014-07-01 08:...

Well I assume this is more theoretical question for those who familar with hft. I receive orders from FAST and process them. I receive about 2-3 thousands orders per second. The question is if I sh...

I was told that for a High Frequency Trading (HFT) system that requires low-latency, TCP is used over UDP. I was told that with TCP you can make point to point connections, whereas you cannot with ...

Over the last couple of weeks i have come across lots of articles about high frequency trading. They all talk about how important computers and software is to this but since they are all writ...