The C++ API provided by Omnesys can be used to harness the full power of C++ programming language. C++ has imperative, object-oriented and generic programming features, while also providing facilities for low-level memory manipulation.
It can be very useful if you are deploying strategy in server or co-location environment.
- You strategy can receive market data feed via nest dll. All data arrays such as LTP, bid, ask, open, close etc. can be fetch via C++ API
- C++ API allows comprehensive order management functions- send orders, retrieve status, modify and cancel via web service
- mnesys C++ API resides between Nest DOT NET Dll and the different exchange market data and trade routing interfaces. It effeciently implements fault tolerance, normalization, state recovery and load balancing which allowing client applications to focus on trading.
To initialize, the C++ API must connect with the OMNE server to validate license and initialize libraries.
The cost of API depends completely on the broker- from zero to Rs. 10,000 monthly. Brokers may discount the API cost to lure high volume traders.
For general queries on .NET API, please post in the comments section. For developer assistance or exchange approval of your custom app, please avail personalized consultancy.
Documentation is available, but both Symphony and Omnesys have made it proprietary.
i need as quant and algo trader for a HFT firm in Mumbai Location. if any one interested kindly share cv with details. i also attcheed jd.
Location :- Mumbai
Experience :- 2+ yrs
Salary :- 8 to 30 LPA
Quant’s / Algorithmic Trader
Job location: Mumbai
Years of experience: Minimum 2-3 years of relevant experience
Your responsibilities will include any of the following, which will require you to exercise discretion and independent judgment:
Designing, implementing, and deploying high, mid and low frequency trading algorithms
Exploring trading ideas by analyzing market data and market microstructure for patterns
Finding Alpha which can be used to develop various trading strategies
Optimizing current strategies
Creating tools to analyze data for patterns
Contributing to libraries of analytical computations to support market data analysis and trading
PhD’s, Bachelor’s or Master’s in computer science, mathematics, physics, electrical engineering, and related fields.
Additional requirements include:
Brilliant problem-solving abilities
Software development experiences as demonstrated through course work, research projects, or open source activities, preferably in C++ and Python
The ability to manage multiple tasks in a fast-paced environment
Strong communication skills
A working knowledge of Linux/Unix
Experience with machine learning (a plus)
Financial experience is not required but interest in financial markets is a plus.