*** Develop real-time feeds to our application using our API. ***
The task is to integrate Interactive brokers API into our application - No trading integration required, it only the feed which consists of:
-Real-time quotes of all instruments
-Time & Sales
-Order depth Level 2
The API of interactive brokers can be found here:
[url removed, login to view]
While our API is attached to this project.
This task takes a skilled C++ programmer who preferably has experience in financial software and real-time programming in previous tasks.
We supply you with an API complete with an working client, and a working feed with a simulator. API Documentation is attached this project.
** Skills needed:
+ Knowledge of base principles of financial market information (bid, ask, depth, etc)
+ Visual C++ 6.0
+ UML, OOP
+ XML - advisable
Code - comments in Doxygen format
If project is finalized in due time at at resonable costs, you will be asked to develop more feeds, we have 10 more in the pipe-line. We will look at your code, this has to be efficient and very well commented.