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
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