First I spotted this website: http://www.100forexbrokers.com/. They do have brokers grouped according to ECN, STP, and DMA support. I tried to evaluate broker by broker, but this is tedious - maybe I'll get back to this later.
But then I googled and found this:
http://www.forexfactory.com/showthread.php?p=1970525#post1970525
a bit dated (April 2008) list, but has explicit annotations on offered APIs, including FIX.
HotSpotFX link is broken but their website still works and proved to be an extremely valuable source of practical manuals on FIX trading.
Showing posts with label algorithmic trading. Show all posts
Showing posts with label algorithmic trading. Show all posts
Wednesday, January 11, 2012
Saturday, December 31, 2011
Building code using QuantLib with CMake
Having just installed QuantLib I followed to build and run one of the examples published on the QuantLib site: DiscreteHedging.cpp
I didn't quite knew how much is needed to do that, but I began with the simplest possible CMakeLists.txt:
ADD_EXECUTABLE( DiscreteHedging DiscreteHedging.cpp )
TARGET_LINK_LIBRARIES( DiscreteHedging QuantLib )
after executing 'cmake .' it worked straight away. Amazing.
I didn't quite knew how much is needed to do that, but I began with the simplest possible CMakeLists.txt:
ADD_EXECUTABLE( DiscreteHedging DiscreteHedging.cpp )
TARGET_LINK_LIBRARIES( DiscreteHedging QuantLib )
after executing 'cmake .' it worked straight away. Amazing.
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