Hello
everyone,
Today we are pleased to offer you an exclusive first look at version 1.0 of the
Marketcetera Automated Trading Platform.
It
is available for download here - http://www.marketcetera.org/
– go ahead and try it out!
We will officially announce this product on January 14th, but we wanted to
share the product first with our community and thank you for providing the
insights that have guided us towards this milestone. Here are the community use
cases we sought to address and the functionality we added:
#1. Provide Complex Event Processing capabilities.
· Implemented
Esper as our CEP engine
· Allows
queries over event streams, making calculations like "moving average"
and "VWAP" simple
· Enrich
the market data triggers inside your strategies to include higher level events
like "S&P 500 up 50"
#2. Improve strategy API
· Completely new
and easy to use APIs for orders, market data, positions, execution reports and
more
· Support for Ruby
and Java
· Improved Ruby
development environment in Photon
#3.
Improve performance and scalability
· Created Strategy
Agent enabling headless deployment reducing overhead
· Improvements in
overall latency and memory usage
#4. Make the product easier to integrate with existing infrastructure.
· Architected a
new modular framework to easily integrate existing real time data feeds and
snap-in additional analytics
· Added web
services interfaces as part of our new Client APIs
· Modular
architecture supported by both server side strategy agents and Photon GUI
#5. Support multiple brokers
· Now includes
support for multiple simultaneous broker connections
· Broker
notifications and availability in Photon (GUI based notifications)
· Support for FIX
version 4.0-4.4
#6. Improve Automated Recovery
· Ability to
retrieve “execution reports” when Photon reconnects to ORS
#7. Improved UI
· Configurable
desktop notifications
· Dynamic trade
suggestions
We are very excited to have hit this milestone as a company and we feel a real
debt to our community members that helped us along the way. Special thanks to
all of our contributors, and as always, we will benefit greatly from your
critical feedback on the product, especially in the areas of user interface,
CEP, strategy API and Strategy Agent, so please keep your comments and
suggestions coming.
Thanks
again,
Yoram Talmor
VP, Engineering
