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

[Rodrick B. <rod...@gm...>]

On 7/21/07, Hanan Harush <han...@gm...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
>
>
> Hi All,
>
> First about myself:
> My name is Hanan Harush, i have 8 years experience in project management/
> 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 based
> 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 initiator/acceptor roles)
>  ?
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.

> What is the configuration for FIX based solution to Level II Quotes ?
It all depends who you plan to get your level II quotes from you might
want to checkout eSignal or ActiveFeed.

> Any help will be appreciated.
>
> Best Regards,
> Hanan Harush
>
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-- 
Rodrick R. Brown
http://www.rodrickbrown.com