Messages posted by: ytalmor

For additional info on URNs refer to the description section in the module package javadoc: http://repo.marketcetera.org/javadoc/1.5.0/platform/org/marketcetera/module/package-summary.html#package_description

Thanks,
Yoram

The steps you described below are correct except that we have a known issue with the simulator for latest_tick (trades) and marketcetera feed. The next version should address this issue.

In the meantime you can change the CEP query in the VWAPStrategy.java to look at bid or ask instead of trade and subscribe to TOP_OF_BOOK instead of LATEST_TICK. Once you make those changes, start strategyagent with the VWAPStrategy and issue new orders (from Photon) that change the bid or ask per your symbol in the exchange simulator top of book. You should then see the orders created in the running VWAPStrategy as those changes are propagated to your strategyagent.

Thanks,
Yoram

Craig,

Check this thread for Photon and third party jars.

Thanks,
Yoram

Hi Craig,

For strategyagent you can follow the instructions available here. Basically, you don't need MANIFEST.MF for that - you just need to add the jar to modules/jar.

Thanks,
Yoram

If you followed our example of marketcetera market data feed, then you should be able to configure your module by creating a file called mdata_<your md provider name>.properties. This file should be in strategyagent/modules/conf. The file should include the keys and values you want to configure. File syntax example can be found in strategyagent/modules/conf in the file mdata_marketcetera.properties. If you created it correctly, per the naming convention and file syntax, the module framework will read the file contents and initialize your market data module with the configs from this file.

Thanks,
Yoram

Hi Craig,

Can you provide a bit more context on what you are trying to do? Are you writing a new market data adapter? Are you compiling from source? Are you using strategyagent or Photon? etc - that will help in clarifying your question, as it seems like we don't have enough info to be able to address your question.

Thanks,
Yoram

Hi Rich,

The sample should work with the bogus feed as well. However, switching market data feeds in Photon is not dynamic. Go to Photon's edit->Preferences->Market Data and make sure the "Active feed" is set to bogus. If you had to change it restart photon. Once you restart Photon start the strategy and it should work with bogus as the market data feed. Basically, you have to make sure that the feed in Photon's preferences matches the one in strategy (and as I mentioned the market data preference change requires a Photon restart).

Hope this helps.

Thanks,
Yoram

Hi Maciej,

Sure, just run that strategy as admin user and you will get all the "Pending New" (from ORS - traders activity) and "New" (from broker) Execution Reports. You will also get all the fills, partial fills, etc ERs from the broker.

Thanks,
Yoram

We don't support the use case you describe (I assume you meant sending new orders as another trader while being logged on as admin). I suspect that in some cases this could also be confusing to the trader. An alternative solution could be to use the account field - but I am not sure if this will suffice per your requirements. Nonetheless, you should file a request for a new feature here with as many details to support your use case so we can consider it in the future.

We do support the use case where a trader or strategy using one username sends an order and another user/trader or strategy logged in as admin changes/cancels that order - the original trader/strategy will get an ER with the changes the admin did as well as any other subsequent ERs of that order.

Thanks,
Yoram

Executor is hard-coded to fill orders at the price of 12.3. You should be able to change that behavior - though this has nothing to do with your Marketcetera market data adapter.

Thanks,
Yoram

For Java strategy development you should take a look at this Marketcetera Open Labs project:

http://www.marketcetera.org/confluence/display/MOL/Java+Strategy+Authoring

Thanks,
Yoram

The web services calls that are supported by ORS do not include sending and modifying orders. That functionality is implemented over JMS. Thus, you can't use web services from c# to send/modify/cancel orders.

Thanks,
Yoram

Please read these instructions on how to run strategyagent.

Thanks,
Yoram

We use both Windows (mostly XP) and Linux (Ubuntu 8.04) in house for development. It is really subjective as to which one is better, so you can choose the one you prefer...

Thanks,
Yoram

Hi Henrik,

Thanks for your post. There is indeed a problem with objenesis repo as they just published a new version. We filed a bug with them and in the meantime we added the jar with the correct version to our repo - so you should be able to build now.

Thanks,
Yoram

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