Re: [Quickfix-users] Moving from Non FIX to FIX based solution
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Re: [Quickfix-users] Moving from Non FIX to FIX based solution
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From: Hanan H. <han...@gm...> - 2007-07-24 16:59:51
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Hi A more specific question: Is it the right configuration ? Initiator 1 ( my first trading application ) -> acceptor ( my broker FIX engine ) Initiator 2 ( my second trading application ) -> acceptor ( my broker FIX engine ) . . . Initiator N ( my Nth trading application ) -> acceptor ( my broker FIX engine ) This means every trading application interacts directly with the broker FIX engine. Regards, Hanan _____ From: qui...@li... [mailto:qui...@li...] On Behalf Of James P Michels III Sent: Saturday, July 21, 2007 8:23 PM To: Qui...@li... Subject: Re: [Quickfix-users] Moving from Non FIX to FIX based solution QuickFix is a library for doing FIX Protocol message management. This includes a large variety of order management functions and some market data functions. FIX is quickly becoming ubiquitous for order management, but for market data, its not as commonly used in my experience. The TA operation you referred to are not within the scope of FIX and you will need to use other software to support that functionality. Check out the documentation for the FIX version you are interested in at http://www.fixprotocol.org/ jj...@sf... wrote: QuickFIX Documentation: http://www.quickfixengine.org/quickfix/doc/html/index.html QuickFIX Support: http://www.quickfixengine.org/services.html 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 <mailto:han...@gm...> <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 ------------------------------------------------------------------------- This SF.net email is sponsored by: Microsoft Defy all challenges. Microsoft(R) Visual Studio 2005. http://clk.atdmt.com/MRT/go/vse0120000070mrt/direct/01/ _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users -- Rodrick R. Brown http://www.rodrickbrown.com ------------------------------------------------------------------------- This SF.net email is sponsored by: Splunk Inc. Still grepping through log files to find problems? Stop. Now Search log events and configuration files using AJAX and a browser. Download your FREE copy of Splunk now >> http://get.splunk.com/ _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users John Jeong-Woo Kim Simon Fraser University BBA - Finance, Marketing, MIS (604)-538-7881 ------------------------------------------------------------------------- This SF.net email is sponsored by: Splunk Inc. Still grepping through log files to find problems? Stop. Now Search log events and configuration files using AJAX and a browser. Download your FREE copy of Splunk now >> http://get.splunk.com/ _______________________________________________ Quickfix-users mailing list Qui...@li... https://lists.sourceforge.net/lists/listinfo/quickfix-users |
