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by clausok 2469 days ago
As someone who used xtrader a lot in the past, I'm a little sad to see it get claimed by the web-based movement. That was some really fine software.

To get a sense of the tradeoffs taking place that leave you with a noticeably slower UI, see here: https://www.forbes.com/sites/tomgroenfeldt/2019/02/12/openfi...

PSA: It may be a good idea to hire a programmer and customize your software. TT has a nice API. If you have idiosyncratic workflows or views, or if you just want a few particular things to be faster, it's not too hard to use this API to make the tradeoffs and optimizations that work best for your own supplemental UI screens. We did this with a F# + WPF UI where the fill feed and responsiveness was just as snappy as TT's own UI (the old, c++ one).
1 comments
strongvigilance 2468 days ago
Interesting - I have looked into the API, though TT tech support believe they can fix the issues I'm seeing. Any reason for choosing F#/WPF over C#/Winforms?

And agree 100% on Xtrader - very strange business decision to discontinue a 15 year old piece of software than thousands of users are willing to pay $1200 per month for!

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clausok 2467 days ago
re WPF vs winforms: consensus recommendation would be WPF. But for something you're building for yourself, WPF has a lot of complexity that you may not get much benefit from. If you decide on WPF, don't use xaml! Separating dynamic UI into a static markup language is a complexity disaster that will cost you a lot of time. (Note that google results are dominated by xaml answers, so if you want code-only answers it's best to search github.)

Best approach may be a third option, at least as a prototype. Use Excel, with a RTD server that connects to TT. Uninstall the Bloomberg Excel Tools add-in and use direct calls into BBG's own RTD server, i.e., =RTD("BLOOMBERG.RTD","","VGA INDEX", "LAST_PRICE") instead of BDP(...) for market data (~100x faster), and you can get to an 80% solution very quickly.

re F# vs C#, I had used C# for a decade before switching (after I had a vacation ruined because of a multi-threading bug in our position-sizing model. Multi-core parallelism is much easier in F# due to default immutability). If you play around with the F# REPL you'll pretty quickly find out whether the language fits your mind well or not. For me, as soon as I read this code (http://fssnip.net/5I), I knew I had found my native language.

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