Hello, quite a while ago I downloaded the project demos and found it genius, but never went on.
My intention is to feed Market Data (from Reuters, Yahoo or other sources, do some calculations (like bond spreads), and then contribute calculated values (e.g. the spreads with FIX 5.0) - this would be possible (with extensions of course), right?
Kind Regards
Bernhard
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this would be possible. A Yahoo feed is already implemented in the demo application. You could use it as a template for your Reuters feed. In the demo application FIX initiator named "Yahoo Finance" is providing the spreadsheet named "Dow Values Pricing" with quotes. You should take a look at the "Market Data Input" tab. Instead of sending the output (see Market Data Output tab) to sell side component "Sell Side Equity Book", you could send the market data to a FIX acceptor. To this acceptor you could connect another application and receive your calculated quotes.
Most Excel functions are implemented in the spreadsheets. If you need additional funcions, you should take a look at the Java Spreadsheet API tutorial: http://fixagora.sourceforge.net/help.html
Regards
Alex
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very kind, thanks a lot. I will try and let you know the outcome, might take a while. Till date I Use Excel only but have played around a bit with Banzai for investigating FIX.
I have attached an ABINBEV Example, shwoing what my intention is: Receive current and historical Bond and swap prices -> calculate e.g. ISpread and Gross Basis, and send those adjusted via FIX. And visualise spread developments.
Regards
Bernhard
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Hello, quite a while ago I downloaded the project demos and found it genius, but never went on.
My intention is to feed Market Data (from Reuters, Yahoo or other sources, do some calculations (like bond spreads), and then contribute calculated values (e.g. the spreads with FIX 5.0) - this would be possible (with extensions of course), right?
Kind Regards
Bernhard
Hi Bernhard,
this would be possible. A Yahoo feed is already implemented in the demo application. You could use it as a template for your Reuters feed. In the demo application FIX initiator named "Yahoo Finance" is providing the spreadsheet named "Dow Values Pricing" with quotes. You should take a look at the "Market Data Input" tab. Instead of sending the output (see Market Data Output tab) to sell side component "Sell Side Equity Book", you could send the market data to a FIX acceptor. To this acceptor you could connect another application and receive your calculated quotes.
Most Excel functions are implemented in the spreadsheets. If you need additional funcions, you should take a look at the Java Spreadsheet API tutorial:
http://fixagora.sourceforge.net/help.html
Regards
Alex
View and moderate all "General Discussion" comments posted by this user
Mark all as spam, and block user from posting to "Discussion"
Hi Alex,
very kind, thanks a lot. I will try and let you know the outcome, might take a while. Till date I Use Excel only but have played around a bit with Banzai for investigating FIX.
I have attached an ABINBEV Example, shwoing what my intention is: Receive current and historical Bond and swap prices -> calculate e.g. ISpread and Gross Basis, and send those adjusted via FIX. And visualise spread developments.
Regards
Bernhard