Creating custom order modifiers and custom FIX data dictionary

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toli

Creating custom order modifiers and custom FIX data dictionary

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Hello,

We have recently received 2 very interesting questions that I wanted
to share with everybody else.

One was on how to extend Marketcetera to automatically add copies of
certain fields to all outgoing messages. Marketcetera OMS handles this
by allowing you to specify a list of order modifiers that are applied
to the outgoing messages before they are sent out. I've written up a
short tutorial on how to create a custom order modifier and add it to
the system: http://trac.marketcetera.org/trac.fcgi/wiki/Marketcetera/CustomOrderModifiers

I have also filed a feature request to bundle an order modifier that
copies a value of one field to another.

The second question had to do with how to handle brokers that send
messages that have slight variation from the FIX spec. Again, this is
very simple in Marketcetera since the underlying Quickfix/J
communication layer allows you to specify a custom FIX dictionary for
message validation.
You can see the the writeup at
http://trac.marketcetera.org/trac.fcgi/wiki/Marketcetera/SpecifyCustomDataDictionary.

They have both been added to the FAQ at
http://trac.marketcetera.org/trac.fcgi/wiki/Marketcetera/UserFAQ

Just thought these could be useful. If you have any other questions or
use cases, let me know and i'd be happy to write these up as well.

--
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.
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