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

[Djalma R. d. S. F. <drs...@gm...>]

Hi Jonathan,

I've heard about an OMS that uses QuickFIX/J.
I have no idea if it is good, but maybe you can try it and tell us.

http://trac.marketcetera.org/

Regards,
Djalma

On 8/18/07, Nick Bilak <be...@gm...> wrote:
> QuickFIX Documentation:
> http://www.quickfixengine.org/quickfix/doc/html/index.html
> QuickFIX Support:
> http://www.quickfixengine.org/services.html
>
>
> 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.
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