It's probably best to wait until 1.0 comes out before you start
working on any data feed implementations - we've significantly
revamped the market data API for strategies, and it should be a lot
easier to develop a new API now. the date for that release is still
mid-december.
> 1. What do you think is a realistic man-days of effort to integrate
> InterActive Brokers Java API datafeed into Marketcetera ? Assume they have a
> standard Java API which OK but not quite perfect (like most BDs).
I think it should probably take you on the order of 3-5 days to do the
data feed (you can use the Marketcetera Bogus feed as an example),
provided that you have good connection to IB that allows you to test
market data during all hours (not just market hours).
>
> 2. To create the FIX connectivity for executions.
this is a lot simpler and very straighforward and is mostly bound by
bureaucracy (if any) of obtaining a test connection to IB's FIX
engine. You get the FIX spec from them, get the IP/port and
senderCompID you can use to connect, and establish the connection.
After that it's just a matter of figuring out how their implementation
of FIX differs from the standard - and you just need to make
modifications to the FIX dictionary file (xml), which is a lot simpler
than modifying code.
You go through all the use cases of the orders you send, if they have
a decent simulator you can finish this pretty quickly, and then most
brokers have you call in and go through some scenario with a person
that watches and sends you fills.
All in all this is a pretty straightforward procedure, and i'd be
happy to work with you on that since we want to have a certified
adapter to IB anyway.
> Also, do you know if anyone who has done this already may be willing to
> share some code ?
don't know of anybody - but perhaps someone on the marketcetera-users
list can answer?
thanks
>
> Thanks.
>
>
> toli wrote:
>>
>> Hi,
>>
>> You are absolutely right -we are starting to see a lot of interest to
>> support IB.
>> We've had some people in the community implement a connection before -
>> see
>>
http://n2.nabble.com/Photon-to-ORS-FIX-Connectivity-td1115566.html#a1115673>> for more info.
>>
>> We are just starting to work with a customer that's going to be
>> switching to IB as well - so i'd imagine we'd have support for it in
>> the near future.
>> Probably within a few months, but not exactly sure of exact timeline.
>> We'll definitely have the execution (ie IB FIX certified connector)
>> first, with market data following.
>>
>>
>>
>> On Fri, Nov 28, 2008 at 10:28 AM, rivercode <
[hidden email]> wrote:
>>>
>>> Hi,
>>>
>>> I expect a high % of your initial users/clients will be with Interactive
>>> Brokers due to their focus on small and medium sized buy hedge/trading
>>> firms. I know many small/medium institutional firms using IB for
>>> automated
>>> trading across a range of asset classes including equities, FX, options,
>>> futures, domestic/international, etc. IB is the leading broker in terms
>>> of
>>> technology, speed, cost,etc for small institutional funds. Yes, I am
>>> aware
>>> that they have many issues...so does any BD !!
>>>
>>> Are you planning to start work on IB datafeed and IB FIX connection for
>>> executions anytime in the near future ?
>>>
>>> Do you know of anyone who has or is planning to work on this ?
>>>
>>> Thanks.
>>> --
>>> View this message in context:
>>>
http://n2.nabble.com/Interactive-Brokers-Datafeed-and-FIX-Connection-tp1590130p1590130.html>>> Sent from the m-etc-dev mailing list archive at Nabble.com.
>>>
>>>
>>> _______________________________________________
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>>>
[hidden email]
>>>
http://lists.marketcetera.org/mailman/listinfo/m-etc-dev_lists.marketcetera.org>>>
>>
>>
>>
>> --
>> Toli Kuznets
>>
http://www.marketcetera.com: Open-Source Trading Platform
>> download.run.trade.
>>
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>>
>
> --
> View this message in context:
http://n2.nabble.com/Interactive-Brokers-Datafeed-and-FIX-Connection-tp1590130p1590181.html> Sent from the m-etc-dev mailing list archive at Nabble.com.
>
>
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--
Toli Kuznets
http://www.marketcetera.com: Open-Source Trading Platform
download.run.trade.
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