I installed Marketcetera 0.05 with window-installer version. After changed senderID, I can get market quote using FIX.4.4://exchange.marketcetera.com:7004 but it seems the quote is not right at all. I tried simple photon script but I got error message ( please see below). Is anything I missed.?
Thanks
-- Greg
require 'java'
#Marketcetera Classes
module Marketcetera
include_class "org.marketcetera.photon.scripting.Strategy"
end
#Quick Fix Classes
module QF
include_class "quickfix.Message"
include_class "quickfix.field.MDEntryPx"
include_class "quickfix.field.MDEntryType"
include_class "quickfix.field.Symbol"
end
# the maximum width that is interesting to the user
WIDTH_SPREAD = 0.1
# each object that is interested in receiving market data
# must be a class that implements on_message(message)
class SimpleStrategy < Marketcetera::Strategy
def on_market_data_snapshot(message)
symbol = message.getString(QF::Symbol::FIELD)
bid = BigDecimal.new(extractMD(message, QF::MDEntryType::BID, QF::MDEntryPx::FIELD).to_s)
ask = BigDecimal.new(extractMD(message, QF::MDEntryType::OFFER, QF::MDEntryPx::FIELD).to_s)
if((ask-bid) < WIDTH_SPREAD)
puts "Market below minimum width #{WIDTH_SPREAD}: #{symbol} [#{bid} - #{ask}] at "+Time.now.to_s
end
end
end
11:01:02,997 ERROR - uninitialized constant Photon::MarketWith
11:01:02,997 ERROR - from (eval):2:in `new_instance'
from <script>:1:in `eval'
from C:/work/Marketcetera/photon/configuration/org.eclipse.osgi/bundles/74/1/.cp/src/main/resources/photon.rb:12:in `new_instance'
from <script>:1
11:01:02,997 ERROR - Error registering script market_with.rb
11:01:02,997 ERROR - uninitialized constant Photon::MarketWith
11:01:03,012 ERROR - from (eval):2:in `new_instance'
from <script>:1:in `eval'
from C:/work/Marketcetera/photon/configuration/org.eclipse.osgi/bundles/74/1/.cp/src/main/resources/photon.rb:12:in `new_instance'
from <script>:1
11:01:03,012 ERROR - Unregistering script market_with.rb due to the previous error
11:01:04,606 ERROR - uninitialized constant Photon::MarketWith
11:01:04,606 ERROR - from (eval):2:in `new_instance'
from <script>:1:in `eval'
from C:/work/Marketcetera/photon/configuration/org.eclipse.osgi/bundles/74/1/.cp/src/main/resources/photon.rb:12:in `new_instance'
from <script>:1
11:01:04,606 ERROR - Error registering script market_with.rb
11:01:04,606 ERROR - uninitialized constant Photon::MarketWith
11:01:04,606 ERROR - from (eval):2:in `new_instance'
from <script>:1:in `eval'
from C:/work/Marketcetera/photon/configuration/org.eclipse.osgi/bundles/74/1/.cp/src/main/resources/photon.rb:12:in `new_instance'
from <script>:1
11:01:04,622 ERROR - Unregistering script market_with.rb due to the previous error
