sending FIX orders to strategy modules

Hi,

Does Marketcetera support the flow of sending FIX orders from external to strategy modules hosted in StrategyAgent?

This message was edited 1 time. Last update was at 12/08/2010 13:59:09

In general, there are a few ways you could do this. 1) Figure out how to funnel the FIX messages through the ORS and set up the strategy so it receives all execution reports; 2) Write a strategy to listen for FIX messages on a particular port directly.

If you do #2, you might as well just write a QuickFix Application rather than a strategy.

This message was edited 1 time. Last update was at 13/08/2010 02:08:24

I think #1 is preferable. #2 probably defeats the purpose of using marketcetera.

Is there any plan on marketcetera for supporting #1?

Not really, no. It's a usecase well outside of our strategic area. However, there's no real reason why it wouldn't work. You can send any exe reports you like to the ORS. A little experimentation will show what sort of messages will get passed through (probably only ExecutionReports).

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