Your responsiveness is awesome! Getting back to me on a Sunday!
Right so yourTicket #369, is actually what am I looking for but is also a
little "smarter" then what I am looking to do. I just want to give the
trader text field or a drop down menu or radio buttons, some kind of form
item to select from a list of brokers, and have it get routed out over the
proper fix connection.
So if I am running multiple OMS instances ( one for each broker), then
Photon ( or my custom front-end, since it does not seem like Photon can
connect to multiple OMS instances? ) would need to be connected to multiple
OMS's. Which does not seem like an awful way to go, but not probably not
ideal. But then if I need to also customize certain tags for individual
traders to those same brokers I would end up with a lot of OMS instances
running.
I guess I am looking for a few things:
1) ways to send certain FIX tag values based upon:
a) Institution ( i.e. Hedge Fund or other Institutional trading)
b) Trader/User at that Institution
Without having the traders actually setting them on every order
2) Easily support multiple traders from one institution going to multiple
brokers
3) Multi-Broker support.
For example SENDERCOMPID has to be the same for everybody at Hedge Fund X
when sending to Broker A, but that is set on the actual FIX connection
level, but then I need to set TARGETSUBID=CCC for everybody at hedge fund x,
but trader a needs ACCOUNT=A, and trader B needs ACCOUNT=B. Maybe Broker B
wants SENDERSUBID=BILL, for trader Bill, but for trader Steve they want
ACCOUNT=STEVE. Now add in 4 more brokers with similar types of conditions.
Basically any trader at any institution needs to be able to set certain FIX
tags. I am running a lot of OMS instances and lots of Photons for each
trader. And more importantly, don't wan
Not trying to beat a dead horse about this... From what I have been reading
it seems like this is the direction Photon/OMS are heading, I am just not
patient! :-)
Not sure if I am explaining it well enough here, maybe I need to make a
diagram?
-----Original Message-----
From: Toli Kuznets [mailto:
[hidden email]]
Sent: Sunday, August 19, 2007 8:02 PM
To: omsmaster
Cc:
[hidden email]
Subject: Re: [m-etc-users] Creating custom order modifiers and custom FIX
data dictionary
Let me answer each one of these separately:
> If it is possible through the OMS to connec to multiple brokers, and
> through Photon send orders out to the different brokers, is it
> possible to specifcy
currently not - see
http://trac.marketcetera.org/trac.fcgi/ticket/369.
> Photon send orders out to the different brokers, is it possible to
> specifcy custom fields based on the:
> 1) broker
> 2) trader
If you write a custom order modifier, you can definitely insert custom
fields based on both.
from your example, you can have 1 OMS for each trader, and then you can have
a custom modifier for each one (or same modifier, but different values going
to it in config file).
> I think I am assuming some functionality in the Photon/Marketcetera
> platform that may not exist yet? At least from the other posts I see.
> Such as the ability to have multiple users/traders running Photon on
> their PC and connect to the same OMS running? And the ability to
> connect to more then one broker from one instance of the OMS and be able
to route to them somehow?
you can definitely have multiple instances of Photon connecting to same OMS
right now.
As i mentioned above, the OMS can only connect to a single FIX destination
right now, so you'll need to run separate OMSs to connect to different
brokers.
let me know if you have a specific architecture/configuration question, and
i can see if there's something we can do to make it work before the RFE is
implemented.
toli
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