Additional market data sources

How do I add other market data sources? I understand that the photon client preferences lets you choose between the simulator and "bogus" the market data sources, but I would like to add my own. Thanks

Dear Jeff,

We currently support Activ Financial and OpenTick and are working on one for InteractiveBrokers.

The adapters are only available to supported versions of Marketcetera Trading Platform at a nominal yearly fee. We can also engage Professional Services to write an adapter for your needs. Please let me know if you are interested in finding more about our adapters.

If you have your own feed (like we do), then you can develop your own feed handler. Briefly, go into the marketcetera-platform/source/modules/marketdata directory - copy the bogus directory to another directory in marketcetera-platform/source/modules/marketdata. You need to then modify all of the source code files to use your own feed. Wrap your feed in the BogusFeed class (you should rename this, i.e. MyFeed). The BogusFeedModuleFactory class is also important. Once you've made the changes to all of the files, you then will need to rebuild. I'm doing this all under eclipse and it was a little bit of a pain because I'm unfamiliar with the plugin environment photon is leveraging. Once built up, I'm able to specify the new feed in photon and get ticks from our feed.

mpark wrote:Dear Jeff,

We currently support Activ Financial and OpenTick and are working on one for InteractiveBrokers.

The adapters are only available to supported versions of Marketcetera Trading Platform at a nominal yearly fee. We can also engage Professional Services to write an adapter for your needs. Please let me know if you are interested in finding more about our adapters.

About the feed option on photon, I am also conceiving work with InteractiveBrokers through whose TWS I have been trading for long time.
If marketcetera are going to embed data feed from InteractiveBrokers in next release, I would better stop my current work and wait your new release.

@neomorning:
Marketcetera does offer an adapter to get marketdata from Interactive Brokers. It is a commercial add-on, i.e. you can purchase it for an annual fee. Let me know if you need more information.

raj wrote:@neomorning:
Marketcetera does offer an adapter to get marketdata from Interactive Brokers. It is a commercial add-on, i.e. you can purchase it for an annual fee. Let me know if you need more information.

Could someone please put a list of all available commercial add-ons in the forum?
I am slightly shocked, because I have an other understanding of Open Source

http://en.wikipedia.org/wiki/Open_Source_Definition

raj wrote:@neomorning:
Marketcetera does offer an adapter to get marketdata from Interactive Brokers. It is a commercial add-on, i.e. you can purchase it for an annual fee. Let me know if you need more information.

raj,

I understand the annual fee as 'annual service fee to customize my demand', but this add-on is to connect to my own IB terminal, right? If the add-on do not connect to your end, it should be a one time work, how could you charge a annual fee?

whatever one time fee or annual fee, can you let me know, how much is it?

@strangespider:

Marketcetera Automated Trading Platform is an open source platform, licensed under GPLv2. You can find additional details here http://tinyurl.com/c4aapm

Marketcetera (the company) also offers commercial products that are not open source. These commercial product seamlessly integrate with the open source platform. Marketdata adapters for commercial feeds (such as Activ, IB etc.) fall in this category.

I hope this clarifies Marketcetera offerings. Thanks.

A simple question for Photon expert:

Photon->Preferences->Market Data->Active Feed->"there are two default options"

Now I am going to add my_option into the Active Feed list, because I have developed and fully tested a data source module in modules frame work, but I was greatly frustrated by just trying to add "a word' to the list.

I had expected there is, for example, any conf file containing someting like "bogus" and "metc:mdata:bogus", then I could just append ia couple of lines like "my_bogus" and "metc:mdata:my_bogus" at the bottom of the conf file.

But it seems it is not way to work. Or, where is the conf file to be read to initialize "Active Feed options list"?

Sincerely yours,
neomorning

This message was edited 1 time. Last update was at 03/06/2009 17:14:53

neomorning@gmail.com wrote:A simple question for Photon expert:

Photon->Preferences->Market Data->Active Feed->"there are two default options"

Now I am going to add my_option into the Active Feed list, because I have developed and fully tested a data source module in modules frame work, but I was greatly frustrated by just trying to add "a word' to the list.

I had expected there is, for example, any conf file containing someting like "bogus" and "metc:mdata:bogus", then I could just append ia couple of lines like "my_bogus" and "metc:mdata:my_bogus" at the bottom of the conf file.

But it seems it is not way to work. Or, where is the conf file to be read to initialize "Active Feed options list"?

Sincerely yours,
neomorning

I do noting else except for exporting a new photon. It is working perfect now. I have wasted about 10 hours in searching any stupid conf file, another pain!

Hi,

Do you have adapter for tick data for Indian market and what would be the approx cost?

Thanks

yes, it is free but boundled in brokers package 30$/m

Hi,

Could you forward the broker name?

Thanks

Does anyone know if Forex (currency) trading is supported yet? Interactive Brokers offers various markets to trade off of so just wondering if currency trading is possible on the Marketcetera platform. I read somewhere it will be supported but not sure if this is active yet.

This message was edited 1 time. Last update was at 17/10/2011 08:28:43

Hi Neomorning,
If you could please forward (share) me the name of the broker in India offering the adapter for the tick data I'd appreciate it.

Thanks.

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