Is there a tutorial and/or any basic info on creating a market data adapter anywhere obvious that I'm missing?
If not, any hints in the right direction would be useful. I checked out the code from svn and I've had a quick look at the bogus-adapter, but maybe I should start someplace else.
I've had previous experience with talking to QuickFIX, so if I only find those callbacks things should be rather smooth
I would suggest starting with the marketcetera feed. I was able to get a feed working based on this feed. I made a copy of that project and incorporated my specifics in my new project.
Also, I would think you could just change the configuration of the marketcetera feed as long as the broker uses FIX protocol. Just change the fixdatafeed.properties files with your specific parameters. If you are going to use it in Photon, then it may require changing the settings in the preferences.
I've seached a lot in the forum but I can't find any concrect solution.
So I think to follow these task
1. Create a new data feed using marketecera code example (creation of new code and or symply editing fixdatafeed.properties file)
2. Recompiling all marketcetera
3. In the compiled phonton I think I'll find new market data feed! Is it the true??
Is it the correct solutions?
It seem ve very hard for a symple bridge!!
Can you help me?
Do you have implemented yet this solution?
There's an extra step required to make the adapter available in photon. If you're running from source in Eclipse, you have to modify your run configuration to include the new project: Run->Run Configurations - choose photon - select the plugins tab and make sure your plugin is checked.