Re: [Quickfix-users] Basic question -- ECN simulation

[Nick B. <be...@gm...>]

Jonathan,

QuickFIX is an engine for exchanging FIX messages.
You have to write OMS on your own.
I am not aware of any OMS with GPL, so you have a good chance to be the
first who makes and releases it to the public :)


On 8/18/07, Jonathan Kalbfeld <jon...@gm...> wrote:
>
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support: http://www.quickfixengine.org/services.html
>
>
>
> Okay, I have done a little bit more research and I think I know what I am
> trying to do...
>
> I couldn't find my answers in the FAQ so maybe someone else knows how I
> can get started with this.
>
> I would like to set up something using QuickFIX as a backend, looking like
> the following:
>
>
>                Initiator A
>                       |
>                       |
>                       |
>
> Initiator B----- ECN ------- Initiator C
>
>
> In this picture, the ECN would be a system that runs and listens as an
> acceptor, right?  Or is an ECN completely decentralized and merely a series
> of tubes (just like the internet) with everyone talking FIX.
>
> Ideally, I'd like for Initiators to be able to join and leave the ECN and
> trade with the exchange, instead of completely over the counter.
>
> The idea is to create a generalized system where I can trade one symbol
> "MOMO" (which is my dog's name) using some kind of basic trading tool.
>
> It's a simple equity security.  Does FIX have the capacity to allow me to
> track things like the order book for MOMO, last trade, volume, etc -- Does
> the acceptor automatically calculate that and store it in MySQL, or do I
> have to write that capacity myself.  Moreover, will MySQL running on the
> acceptor be used only for session data or does it have a component that will
> actually track orders and matched trades?
>
> I guess what I am asking is, has someone out there already written an
> order management system -- do I even need to write one to have it function
> as an ECN?  Oh yes, and I have a shoestring budget so GPL is preferable.
> Also, I want to be able to modify the code and can't really do that with
> commercial products...
>
> Jonathan
>
> --
> --
> Jonathan Kalbfeld
> ThoughtWave Technologies LLC
> www.thoughtwave.com
> +1 323 620 6682
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-- 
Regards,
    Nick.