RE: [Quickfix-developers] Simulation counterparty

[tonyl <to...@pi...>]

Hi,
 
I have written trading simulators for US Equities.random
Accepts/Rejects/Large order Partial Fills/Time Delays that sort of
thing.  I wrote the sim in C++.  
 
You probably want some rules of thumb..etc. Profiles of what happens in
a real trading environment that sort of thing?  I bet if we started a
dialog on this list we could come up with very good rules to simulate
trading.
 
-Accepts
-Rejects
-Partial Fills
-Time Delays
-Cancel Reject
 
Tony Leotta
Pillar Software, Inc.
http://www.pillarsoftware.com/
 
 
-----Original Message-----
From: qui...@li...
[mailto:qui...@li...] On Behalf Of
Vitor Castro
Sent: Friday, December 13, 2002 1:19 PM
To: QuickFIX
Subject: [Quickfix-developers] Simulation counterparty
 
Hi!
 
Does anyone know of a site that one can use to simulate a trading
counterparty?
 
Thanks