Re: [Quickfix-users] Moving from Non FIX to FIX based solution

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Which part of the configuration settings are you confused about besides
the initiator/acceptor part?<br>
<br>
The initiator is the client and the acceptor is the server. Its really
that simple. Usually the exchange/broker system is the acceptor and the
client app is the initiator.<br>
<br>
Hanan Harush wrote:
<blockquote cite="mid:46a...@mx..."
 type="cite">
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  <div><span class="031411818-21072007"><font color="#0000ff"
 face="Arial" size="2">I just want to clarify a few things:&nbsp;</font></span></div>
  <div><span class="031411818-21072007"><font color="#0000ff"
 face="Arial" size="2">1.&nbsp;I am <strong>not</strong> using TA (
technical Analysis ) for this project. ( i come from the Arbitrage
field)</font></span></div>
  <div><span class="031411818-21072007"><font color="#0000ff"
 face="Arial" size="2">2. I have read the FIX documentation, also
choose&nbsp;quickfix mainly because of the open source. all i need a help
with choosing the right configuration for my setup.</font></span></div>
  <div><span class="031411818-21072007"><font color="#0000ff"
 face="Arial" size="2">My broker supports FIX.4.2 and i also have a
demo account.</font></span></div>
  <div><span class="031411818-21072007"></span>&nbsp;</div>
  <div><span class="031411818-21072007"><font color="#0000ff"
 face="Arial" size="2">Regards,</font></span></div>
  <div><span class="031411818-21072007"><font color="#0000ff"
 face="Arial" size="2">Hanan</font></span></div>
  <div><span class="031411818-21072007"></span>&nbsp;</div>
  <div><span class="031411818-21072007"></span>&nbsp;</div>
  <div><span class="031411818-21072007"></span>&nbsp;</div>
  <div><span class="031411818-21072007">&nbsp;</span></div>
  <br>
  <div class="OutlookMessageHeader" dir="ltr" align="left" lang="he">
  <hr tabindex="-1"><font face="Tahoma" size="2"><b>From:</b>
<a class="moz-txt-link-abbreviated" href="mailto:qui...@li...">qui...@li...</a>
[<a class="moz-txt-link-freetext" href="mailto:qui...@li...">mailto:qui...@li...</a>] <b>On Behalf Of </b>James
P Michels III<br>
  <b>Sent:</b> Saturday, July 21, 2007 8:23 PM<br>
  <b>To:</b> <a class="moz-txt-link-abbreviated" href="mailto:Qui...@li...">Qui...@li...</a><br>
  <b>Subject:</b> Re: [Quickfix-users] Moving from Non FIX to FIX based
solution<br>
  </font><br>
  </div>
QuickFix is a library for doing FIX Protocol message management. This
includes a large variety of order management functions and some market
data functions. FIX is quickly becoming ubiquitous for order
management, but for market data, its not as commonly used in my
experience.<br>
  <br>
The TA operation you referred to are not within the scope of FIX and
you will need to use other software to support that functionality.<br>
  <br>
Check out the documentation for the FIX version you are interested in
at <a moz-do-not-send="true" class="moz-txt-link-freetext"
 href="http://www.fixprotocol.org/">http://www.fixprotocol.org/</a><br>
  <br>
  <br>
  <br>
  <a moz-do-not-send="true" class="moz-txt-link-abbreviated"
 href="mailto:jj...@sf...">jj...@sf...</a> wrote:
  <blockquote cite="mid...@rm..."
 type="cite">
    <pre wrap="">QuickFIX Documentation: <a moz-do-not-send="true"
 class="moz-txt-link-freetext"
 href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</a>
QuickFIX Support: <a moz-do-not-send="true"
 class="moz-txt-link-freetext"
 href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a>

Hey Hanan,

How do you manage to calculate things such as bar count, fibonacci, and many
other TA ? Is there already a prebuilt set of TA library that I can use? Or
would I have to create all of the TA (technical analysis) functions myself?
Fibonacci wouldn't be too hard, but how can I count bars, access
high/low/close/open.

Cheers.

On Sat, 21 Jul 2007 12:42:55 -0400 <a moz-do-not-send="true"
 class="moz-txt-link-abbreviated" href="mailto:rod...@gm...">rod...@gm...</a> wrote:
  </pre>
    <blockquote type="cite">
      <pre wrap="">QuickFIX Documentation:
<a moz-do-not-send="true" class="moz-txt-link-freetext"
 href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</a>
QuickFIX Support: <a moz-do-not-send="true"
 class="moz-txt-link-freetext"
 href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a>

On 7/21/07, Hanan Harush <a moz-do-not-send="true"
 class="moz-txt-link-rfc2396E" href="mailto:han...@gm...">&lt;han...@gm...&gt;</a> wrote:
    </pre>
      <blockquote type="cite">
        <pre wrap="">QuickFIX Documentation:
<a moz-do-not-send="true" class="moz-txt-link-freetext"
 href="http://www.quickfixengine.org/quickfix/doc/html/index.html">http://www.quickfixengine.org/quickfix/doc/html/index.html</a>
QuickFIX Support:
<a moz-do-not-send="true" class="moz-txt-link-freetext"
 href="http://www.quickfixengine.org/services.html">http://www.quickfixengine.org/services.html</a>

Hi All,

First about myself:
My name is Hanan Harush, i have 8 years experience in project
      </pre>
      </blockquote>
    </blockquote>
    <pre wrap=""><!---->management/
  </pre>
    <blockquote type="cite">
      <blockquote type="cite">
        <pre wrap="">software development.

I have implemented an automated trading system for NYSE/NASDAQ.
Both the quotes and the order sending and order status where implemented
using an ActiveX API through an existing Desktop trading application.

My current systems main components:

Quotes Source - reads quotes and update the DB server.
DB server - holds the quotes as well as other additional configuration.
Automated system 1 - Reads quotes from the DB server, calculate , sends
trading orders
Automated system 2 - Reads quotes from the DB server, calculate , sends
trading orders
Automated system 3 - Reads quotes from the DB server, calculate , sends
trading orders (*)	requires desktop application installation/license.

Now that the automated system is stable i would like to move to FIX
      </pre>
      </blockquote>
    </blockquote>
    <pre wrap=""><!---->based
  </pre>
    <blockquote type="cite">
      <blockquote type="cite">
        <pre wrap="">solution for both Quotes ( Level II ) and Order Sending/Status.

I have read the docs/examples and also downloaded and compiled quickfix.

And to the questions:

 What are the alternatives for FIX based configuration for the orders
sending/Status ( i am a bit confused regarding the
      </pre>
      </blockquote>
      <pre wrap="">initiator/acceptor roles)
    </pre>
      <blockquote type="cite">
        <pre wrap=""> ?
      </pre>
      </blockquote>
      <pre wrap="">It depends on the broker/service you use for level II I believe many
will have their own native API you can use which will be a lot easier
to implement into your system. Some may also offer FIX the good thing
with FIX is that its basically universal most systems will support
some version and variation of fix. Fix will require a lot more effort
but its universal and depending on how extenable your system is it
should be able to easily connect to other FIX engines with little
effort.

    </pre>
      <blockquote type="cite">
        <pre wrap="">What is the configuration for FIX based solution to Level II Quotes ?
      </pre>
      </blockquote>
      <pre wrap="">It all depends who you plan to get your level II quotes from you might
want to checkout eSignal or ActiveFeed.

    </pre>
      <blockquote type="cite">
        <pre wrap="">Any help will be appreciated.

Best Regards,
Hanan Harush

      </pre>
      </blockquote>
    </blockquote>
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      <pre wrap="">-- 
Rodrick R. Brown
<a moz-do-not-send="true" class="moz-txt-link-freetext"
 href="http://www.rodrickbrown.com">http://www.rodrickbrown.com</a>

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John Jeong-Woo Kim
Simon Fraser University
BBA - Finance, Marketing, MIS
(604)-538-7881

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<br>
<pre class="moz-signature" cols="72">-- 
James P Michels III
Bluefin Trading LLC
<a class="moz-txt-link-abbreviated" href="mailto:jmi...@bl...">jmi...@bl...</a>
914-227-9511 (office)
267-573-1121 (alternate)
215-431-7644 (cell)
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