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

[<jj...@sf...>]

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 rod...@gm... wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
> 
> 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
> 
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John Jeong-Woo Kim
Simon Fraser University
BBA - Finance, Marketing, MIS
(604)-538-7881