Re: command entry
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gm-mrktc
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On 8/23/06, Stephen Cooper <[hidden email]> wrote:
> 1. I'm not 100% sure, but Marketcetera seems to be sending a logon, then > after receiving a logon from our internal FIX engine, it sends a second > logon, which our FIX engine dislikes, and then disconnects. Can someone > confirm this behavior, and how to fix it? Stephen, this is strange. Do you think you could send the output from the OMS component so that we could take a look at it and try to reproduce it on our side. I haven't seen this happen before. > > 2. Is there a way to have Marketcetera act as a Bind (server) for a FIX > session instead of Connect to a Binding engine? Could you explain a little bit more. Specifically in what capacity would the Marketcetera platform be acting as a FIX server? To take orders from components internal to your organization and route them to counterparties? > > 3. Custom FIX tags: Possibly have a large editbox on the order ticket > (and support for similar syntax on the command entry line) for arbitrary > tags, eg: > > 7001=VWAP|7002=0930|7003=1600|7004=0.2 > > Reason: We use custom tags (not exactly these) for specifying > parameters to algorithms, so this would be nice to implement in a raw > format, for future enhancement in a prettier way later. > How about a user interface component (some sort of table instead of a long string) that would allow you to specify a set of name-value pairs to be sent with the order? Is that something that would stay fairly consistent across a large number of orders sent by the client, or would it be something that the user would want to change on an order-by-order basis. > 4. Static FIX tags: Configurable for all messages, or for all messages > of a given message type, e.g. in a fixtags.properties: > > 8001(*)=MLTS #indicates apply this tag to all message types > 8002(D)=SOMEVALUE #indicates apply this tag to all > messages of 35=D > 8003(app*)=APPSTUFF #indicates apply this tag to all app messages > (not heartbeats, etc.) > 8003(admin*)=ADMINSTUFF #indicates apply this tag to all admin msgs This looks great, and not too hard to implement. I have added an enhancement request to track this issue: http://trac.marketcetera.org/trac.fcgi/ticket/35#preview > > Looking forward to feedback on these ideas. > > Thanks, > Steve > > > -----Original Message----- > From: Graham Miller [mailto:[hidden email]] > Sent: Wednesday, August 23, 2006 5:01 PM > To: Stephen Cooper > Cc: Toli Kuznets > Subject: Re: command entry > > No problem. Right now the main way to inject custom fields into > messages is in the OMS. This page has an overview of how to do that: > > http://trac.marketcetera.org/trac.fcgi/wiki/Marketcetera/OMSInstallation > #DefaultFIXFields > > However, we are still working on defining that functionality, and it > would definitely be helpful for us to understand more about what you > need. Do you need custom fields on all outgoing messages or just > certain types? Would you want the field injection to happen on the > client (Photon or the Excel plugin), or on the OMS server (so that it > would apply to all messages)? Maybe you could give a specific use > case that you have in mind? > > With respect to the COM object. We are in the process of rebuilding > the installer as we had some issues with the existing one. I can send > you an installer to try shortly. > > Also, do you mind if I CC one of the public Marketcetera mailing lists > with this conversation, so that there is an archive? > > graham > > On 8/23/06, Stephen Cooper <[hidden email]> wrote: > > Sorry, this was my stupidity, I didn't see it at the bottom. > > > > Is there a way to add arbitrary custom fix tags to the stock order > > ticket window, or to the command entry line, or to the excel loader? > > > > Also, I am having trouble finding the COM object, is it in the source > > tree or the zip files? > > > > Thanks, > > Steve > > > > -----Original Message----- > > From: Graham Miller [mailto:[hidden email]] > > Sent: Wednesday, August 23, 2006 3:20 PM > > To: Stephen Cooper > > Cc: [hidden email] > > Subject: Re: command entry > > > > Stephen, > > I'm sorry that you can't see the command entry area. Could you > > provide us with a little bit more information about your environment, > > Photon version, OS, etc. Also if you could send a screenshot, maybe > > directly to this email address (gmiller at marketcetera). That would > > make it much easier > > > > I have attached a screenshot of just the bottom of my application > > window, showing the command entry area. I assume yours looks > > different? > > > > graham > > > > > > On 8/23/06, Stephen Cooper <[hidden email]> wrote: > > > > > > > > > > > > All, > > > > > > I do not see the command entry area that is mentioned on the photon > > gui > > > documentation. Any advice? > > > > > > Thanks, > > > > > > Steve > > > > > > > > > > > > > > > > > > This e-mail message and its attachments are confidential, intended > > only for > > > the addressee(s) named above and may contain information that is > > > proprietary, privileged, or otherwise exempt from disclosure. If you > > receive > > > this message in error please notify us at > > [hidden email] and > > > immediately delete this message and its attachments from your > system. > > > > > > Miletus Trading, LLC is not responsible for any recommendation, > > > solicitation, offer or agreement or any information about any > > transaction, > > > customer account or account activity contained in this > communication. > > > > > > > ---------- > > This e-mail message and its attachments are confidential, intended > only for the addressee(s) named above and may contain information that > is proprietary, privileged, or otherwise exempt from disclosure. If you > receive this message in error please notify us at > [hidden email] and immediately delete this message and > its attachments from your system. > > > > Miletus Trading, LLC is not responsible for any recommendation, > solicitation, offer or agreement or any information about any > transaction, customer account or account activity contained in this > communication. > > > > > > > m-etc-dev mailing list [hidden email] http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-dev |
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Stephen Cooper
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Some javascript/style in this post has been disabled (why?)
Graham, This e-mail message and its attachments are confidential, intended only for the addressee(s) named above and may contain information that is proprietary, privileged, or otherwise exempt from disclosure. If you receive this message in error please notify us at [hidden email] and immediately delete this message and its attachments from your system. Miletus Trading, LLC is not responsible for any recommendation, solicitation, offer or agreement or any information about any transaction, customer account or account activity contained in this communication. _______________________________________________ m-etc-dev mailing list [hidden email] http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-dev |
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gm-mrktc
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On 8/23/06, Stephen Cooper <[hidden email]> wrote:
> 2. I didn't make myself clear, I meant at a FIX session-level, for the FIX > engine to operate as an Acceptor instead of Initiator, to use what I believe > is quickfix terminology. This should be transparent to the oms and Photon, > hopefully. Ah I see, so the only thing that would be different is whether the OMS is running an initiator or an acceptor... Is that the normal mode that you would be operating in, that some other component would be connecting to the OMS? > 3. The table suggestion, with tag/value pairs, is a good idea for the > order ticket pane. It could have a single checkbox and/or button to clear > values after each send, and a checkbox next to each field to indicate > autoincrement. For the command entry panel, and the order loader tool (I > haven't tried this yet but will try it soon) this would be useful too, > either as a table or as I suggested using pipe-delimited tag/value pairs. FWIW, in the order loader it's very straightforward to add custom fields. This document should explain how: http://trac.marketcetera.org/trac.fcgi/wiki/Marketcetera/OrderLoaderGuide#CustomFields I will put together an enhancement request for the Photon features. > > 4. Thanks! No problem. > > 5. Where is your company located? San Francisco, right next to the ballpark. _______________________________________________ m-etc-dev mailing list [hidden email] http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-dev |
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Stephen Bate
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In reply to this post
by Stephen Cooper
> I didn't make myself clear, I meant at a FIX session-level, for the
> FIX engine to operate as an Acceptor instead of Initiator, to use > what I believe is quickfix terminology. This should be transparent > to the oms and Photon, hopefully. Hello, Just to clarify, the acceptor/initiator terminology is the FIX standard usage. FIX is a peer to peer protocol. The acceptor and initiator roles are only relevant to session establishment on a connection-oriented protocol like TCP (which most FIX applications use). There is not really any notion of client and server in FIX but most people consider the buy side to be the client (and usually an initiator) and the sell side to be a server (and usually an acceptor). However, this is convention and not a technical requirement. Regards, Steve _______________________________________________ m-etc-dev mailing list [hidden email] http://lists.marketcetera.org/cgi-bin/mailman/listinfo/m-etc-dev |
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