Re: [Quickfix-developers] ISE Certification

[<OM...@th...>]

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...



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|         |           Benjamin Blair <bb...@pe...>   |
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|         |           qui...@li...|
|         |           ceforge.net                         |
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|         |           02/26/02 05:44 PM                   |
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  |       To:       "'qui...@li...'"                                |
  |        <qui...@li...>                                           |
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  |       Subject:  [Quickfix-developers] ISE Certification                                      |
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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