Stoxtrader, PM sent. Yes, I think that was the C++ package I was referring to. If anyone has experience using pyrex/cython (or similar interface: weave, Instance/SWIG ex) to run C++ files in python please chime in. I looked over the cython intro, and it doesn't look as easy as just instantiating the C++ classes and defs into a python
wrapper. If anyone has done this, please let me ...