Re: [Quickfix-developers] ISE Certification
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orenmnero
From: <OM...@th...> - 2002-02-27 16:55:57
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QuickFIX has not been certified or directly tested against an equity derivatives exchange. It has currently only been certified on systems that have tested equity order entry, trade reporting and general FIX compliance. Are you planning on using QuickFIX for option order entry or for option quoting? For just simple order entry the difference between entering equities and options in FIX is pretty trivial. The level of assistance we can provide depends on a few factors. We can certainly provide you with answers to any questions pertaining to QuickFIX you may have as well as patches to the code for any issues you can clearly identify during your certification process. For any issues that are not directly related to QuickFIX (such as your trading system in general) or if there is anything that would require us to be onsite or cause us to dedicate a significant portion of our developers time to resolving your particular issues, then ThoughtWorks will need to charge for their services. In any case one thing that would be helpful right away would be to provide us with the ISE FIX specification (assuming it doesn't fall under any sort of non-disclosure, I can't imagine it would). Based on that document we can probably write up some automated tests that simulate their environment. These tests can be updated as you discover potential inconsitencies between their document and the real system. Do keep in mind however that we need to prioritize our time as well as the features we work on, and customers who hire us will get the final say in what our highest priorities are. Fortunately since you have access to all the same code that we do, you will never be left in the lurch. Let me know if you have any more specific questions about what type of support we can offer you. Thank you. --Oren Miller, ThoughtWorks om...@th... |---------+-----------------------------------------------> | | Benjamin Blair <bb...@pe...> | | | Sent by: | | | qui...@li...ur| | | ceforge.net | | | | | | | | | 02/26/02 05:44 PM | | | | |---------+-----------------------------------------------> >----------------------------------------------------------------------------------------------| | | | To: "'qui...@li...'" | | <qui...@li...> | | cc: | | Subject: [Quickfix-developers] ISE Certification | >----------------------------------------------------------------------------------------------| Is anyone currently pursuing ISE Certification for QuickFIX for equity-options trading? Has QuickFIX been certified (or even partially tested) with any electronic equity derivatives exchange (like EUREX)? What level of support would ThoughtWorks be willing to offer to assist us getting QuickFIX ISE-certified? Thanks. Ben Blair PEAK6 Capital Management |