Accessing the FIX Exchange Simulator outside of Marketcetra platform.

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ನಾಗೇಶ್ ಸುಬ್ರಹ್ಮಣ್ಯ (Nagesh S)

Accessing the FIX Exchange Simulator outside of Marketcetra platform.

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Hi,
Outside of the platform (i.e. other than Photon, etc.) what protocol
etc. are required to access the FIX Exchange Simulator
(http://exchange.marketcetera.com/marketDisplay/) ? Do I have to
install ActiveMQ and configure it to "speak" to FIX Exchange Simulator
?

My aim is to generate FIX messages through a process outside of the
downloads provided by Marketcetra and publish to the Exchange
simulator. The host name, port number and FIX version are of course
mentioned on the site
(http://trac.marketcetera.org/trac.fcgi/wiki/Marketcetera/Simulators).

Nagesh
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Matt Y

Re: Accessing the FIX Exchange Simulator outside of Marketcetra platform.

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I would like someone to clarify this issue for me too.

I have been able to communicate perfectly with Marketcetera Exchange
Stimulator ON A MACHINE ON WHICH I PREVIOUSLY INSTALLED Proton, OMS
etc. And then I decided that the set up was unnecessarily complicated
for my liking so I decided to write my own (essentially) FIX API and
Socket Feed loop etc.

However, I have not use the same code on any other machine in the
sense that immediately after I send a Logon message, I either have my
connection closed by them  or I receive a Logout message...

Thanks a lot for those who can help


On Fri, Aug 22, 2008 at 2:01 PM, ನಾಗೇಶ್ ಸುಬ್ರಹ್ಮಣ್ಯ (Nagesh S)
<[hidden email]> wrote:

> Hi,
> Outside of the platform (i.e. other than Photon, etc.) what protocol
> etc. are required to access the FIX Exchange Simulator
> (http://exchange.marketcetera.com/marketDisplay/) ? Do I have to
> install ActiveMQ and configure it to "speak" to FIX Exchange Simulator
> ?
>
> My aim is to generate FIX messages through a process outside of the
> downloads provided by Marketcetra and publish to the Exchange
> simulator. The host name, port number and FIX version are of course
> mentioned on the site
> (http://trac.marketcetera.org/trac.fcgi/wiki/Marketcetera/Simulators).
>
> Nagesh
> _______________________________________________
> _______________________________________________
> Marketcetera Users mailing list
> Marketcetera Documentation: http://trac.marketcetera.org
> To unsubscribe, go to
> http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-users or send an email to [hidden email].
>
_______________________________________________
_______________________________________________
Marketcetera Users mailing list
Marketcetera Documentation: http://trac.marketcetera.org
To unsubscribe, go to
http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-users or send an email to [hidden email].
toli

Re: Accessing the FIX Exchange Simulator outside of Marketcetra platform.

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Matt and Nagesh,

The Marketcetera Exchange Simulator is just a plain FIX back-end
engine - you do not need a special protocol to send orders to the
simulator, a correctly formatted FIX message will suffice.

The simulator is based is on the "executor" example from the
QuickFIX/J distribution, and the Marketcetera Order-Routing Server
(ORS) is built on top of QFJ as well

Nagesh, the best approach for you is to create your orders outside of
Marketcetera, but then use one of our integration APIs to drop them on
the JMS queue and let Marketcetera ORS route the order to the exchange
simulator.
See the Architecture diagram for more details:
http://trac.marketcetera.org/trac.fcgi/wiki/0.5.0/Marketcetera/Architecture
If you are writing your logic in Java then you can base it on the
OrderLoader example, if you are going through .NET then we have
examples for you as well.

Matt, just out of curiosity, what is the complicated part of the
Marketcetera Platform that made you want to rewrite everything? Our
goal is to provide basic foundation blocks to enable people to write
strategies without having to reinvent the wheel, so I'd be interested
to know what features you didn't like.

With respect to logouts/disconnects, the most likely reason is that
your client machine's clock is out of sync - the underlying QuickFIX/J
engine disconnects you if you are more than 30 seconds away from the
server. There's an RFE in QFJ that i'm working on fixing right now
that will give the client more details when that happens, so that
should make its way into our simulator shortly as wlel.
If you give me the senderCompID you've been using I can check the
simulator to see why it was logging you off all the time.

Hope this helps. Let me know if there's anything else.

thanks.

On Fri, Aug 22, 2008 at 6:45 AM, Matt Y <[hidden email]> wrote:

> I would like someone to clarify this issue for me too.
>
> I have been able to communicate perfectly with Marketcetera Exchange
> Stimulator ON A MACHINE ON WHICH I PREVIOUSLY INSTALLED Proton, OMS
> etc. And then I decided that the set up was unnecessarily complicated
> for my liking so I decided to write my own (essentially) FIX API and
> Socket Feed loop etc.
>
> However, I have not use the same code on any other machine in the
> sense that immediately after I send a Logon message, I either have my
> connection closed by them  or I receive a Logout message...
>
> Thanks a lot for those who can help
>
>
> On Fri, Aug 22, 2008 at 2:01 PM, ನಾಗೇಶ್ ಸುಬ್ರಹ್ಮಣ್ಯ (Nagesh S)
> <[hidden email]> wrote:
>> Hi,
>> Outside of the platform (i.e. other than Photon, etc.) what protocol
>> etc. are required to access the FIX Exchange Simulator
>> (http://exchange.marketcetera.com/marketDisplay/) ? Do I have to
>> install ActiveMQ and configure it to "speak" to FIX Exchange Simulator
>> ?
>>
>> My aim is to generate FIX messages through a process outside of the
>> downloads provided by Marketcetra and publish to the Exchange
>> simulator. The host name, port number and FIX version are of course
>> mentioned on the site
>> (http://trac.marketcetera.org/trac.fcgi/wiki/Marketcetera/Simulators).
>>
>> Nagesh
>> _______________________________________________
>> _______________________________________________
>> Marketcetera Users mailing list
>> Marketcetera Documentation: http://trac.marketcetera.org
>> To unsubscribe, go to
>> http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-users or send an email to [hidden email].
>>
> _______________________________________________
> _______________________________________________
> Marketcetera Users mailing list
> Marketcetera Documentation: http://trac.marketcetera.org
> To unsubscribe, go to
> http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-users or send an email to [hidden email].
>



--
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.
_______________________________________________
_______________________________________________
Marketcetera Users mailing list
Marketcetera Documentation: http://trac.marketcetera.org
To unsubscribe, go to
http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-users or send an email to [hidden email].
ನಾಗೇಶ್ ಸುಬ್ರಹ್ಮಣ್ಯ (Nagesh S)

Re: Accessing the FIX Exchange Simulator outside of Marketcetra platform.

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Hi Toli,
Thanks for your response. I am now going thru" the documentation for
OrderLoader.

Nagesh

On 8/22/08, Toli Kuznets <[hidden email]> wrote:

> Matt and Nagesh,
>
> The Marketcetera Exchange Simulator is just a plain FIX back-end
> engine - you do not need a special protocol to send orders to the
> simulator, a correctly formatted FIX message will suffice.
>
> The simulator is based is on the "executor" example from the
> QuickFIX/J distribution, and the Marketcetera Order-Routing Server
> (ORS) is built on top of QFJ as well
>
> Nagesh, the best approach for you is to create your orders outside of
> Marketcetera, but then use one of our integration APIs to drop them on
> the JMS queue and let Marketcetera ORS route the order to the exchange
> simulator.
> See the Architecture diagram for more details:
> http://trac.marketcetera.org/trac.fcgi/wiki/0.5.0/Marketcetera/Architecture
> If you are writing your logic in Java then you can base it on the
> OrderLoader example, if you are going through .NET then we have
> examples for you as well.
>
> Matt, just out of curiosity, what is the complicated part of the
> Marketcetera Platform that made you want to rewrite everything? Our
> goal is to provide basic foundation blocks to enable people to write
> strategies without having to reinvent the wheel, so I'd be interested
> to know what features you didn't like.
>
> With respect to logouts/disconnects, the most likely reason is that
> your client machine's clock is out of sync - the underlying QuickFIX/J
> engine disconnects you if you are more than 30 seconds away from the
> server. There's an RFE in QFJ that i'm working on fixing right now
> that will give the client more details when that happens, so that
> should make its way into our simulator shortly as wlel.
> If you give me the senderCompID you've been using I can check the
> simulator to see why it was logging you off all the time.
>
> Hope this helps. Let me know if there's anything else.
>
> thanks.
>
> On Fri, Aug 22, 2008 at 6:45 AM, Matt Y <[hidden email]> wrote:
>> I would like someone to clarify this issue for me too.
>>
>> I have been able to communicate perfectly with Marketcetera Exchange
>> Stimulator ON A MACHINE ON WHICH I PREVIOUSLY INSTALLED Proton, OMS
>> etc. And then I decided that the set up was unnecessarily complicated
>> for my liking so I decided to write my own (essentially) FIX API and
>> Socket Feed loop etc.
>>
>> However, I have not use the same code on any other machine in the
>> sense that immediately after I send a Logon message, I either have my
>> connection closed by them  or I receive a Logout message...
>>
>> Thanks a lot for those who can help
>>
>>
>> On Fri, Aug 22, 2008 at 2:01 PM, ನಾಗೇಶ್ ಸುಬ್ರಹ್ಮಣ್ಯ (Nagesh S)
>> <[hidden email]> wrote:
>>> Hi,
>>> Outside of the platform (i.e. other than Photon, etc.) what protocol
>>> etc. are required to access the FIX Exchange Simulator
>>> (http://exchange.marketcetera.com/marketDisplay/) ? Do I have to
>>> install ActiveMQ and configure it to "speak" to FIX Exchange Simulator
>>> ?
>>>
>>> My aim is to generate FIX messages through a process outside of the
>>> downloads provided by Marketcetra and publish to the Exchange
>>> simulator. The host name, port number and FIX version are of course
>>> mentioned on the site
>>> (http://trac.marketcetera.org/trac.fcgi/wiki/Marketcetera/Simulators).
>>>
>>> Nagesh
>>> _______________________________________________
>>> _______________________________________________
>>> Marketcetera Users mailing list
>>> Marketcetera Documentation: http://trac.marketcetera.org
>>> To unsubscribe, go to
>>> http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-users or
>>> send an email to [hidden email].
>>>
>> _______________________________________________
>> _______________________________________________
>> Marketcetera Users mailing list
>> Marketcetera Documentation: http://trac.marketcetera.org
>> To unsubscribe, go to
>> http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-users or send
>> an email to [hidden email].
>>
>
>
>
> --
> Toli Kuznets
> http://www.marketcetera.com: Open-Source Trading Platform
> download.run.trade.
>
_______________________________________________
_______________________________________________
Marketcetera Users mailing list
Marketcetera Documentation: http://trac.marketcetera.org
To unsubscribe, go to
http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-users or send an email to [hidden email].