Messages posted by: ytalmor

Hi Levente,

This stack trace belongs to the heartbeat thread. This thread sends a heartbeat using WS to ORS to verify that the connection is still alive. I assume in this case it took 63% of the application time because you didn't have too many other things happening. We send a heartbeat message every 30 seconds, so the overhead of that message should be minimal in real scenarios - especially since it is done in a separate thread.

Thanks,
Yoram

Hi,

We don't support OrderMultileg out of the box. We haven't assessed what it will take to add it. If anyone in the community looked into it please share your experience.

I would recommend on filing this as request for new feature here. If possible provide a bit more details per specific use cases.

Thanks,
Yoram

Sergio,

The replace is a new order. Once a replace order is submitted to ORS it follows the process to submit it to the broker, persist the data and sends an update back to the client (Photon for example).

Hope this helps.

Thanks,
Yoram

We have documentation regarding remoting here. Hopefully that will help answer your questions.

Thanks,
Yoram

It is not clear what is the root cause of this exception. I am assuming you didn't change the original sql queries.

You can try to enable debug for org.marketcetera.persist and see if that gives you additional information (maybe which sql query caused this error).

Thanks,
Yoram

Hi Henrik,

We are working on making Java strategy development easier using our maven artifacts - we will publish instructions soon. We are also planning to add Java support within Photon. We will post to this forum once we have additional updates.

Thanks,
Yoram

Did you delete your copy of commons-pool from your local repo? You have to delete it first so maven will download our new published artifact.

Thanks,
Yoram

Thanks for the heads up.

It seems like a new version of commons-pool (that we depend on) was released and its metadata.xml file has changed. We filed a bug with them to fix it. Until they fix it, we deployed a local copy in our repo so you should be able to build 1.5 now. If you still encounter any problems building 1.5 - please let us know.

Thanks,
Yoram

Hi Roger,

Couple of things you should check:

1. Make sure that when you copied profiles.xml.sample to profiles.xml (in the root directory where you checked out the code), you also edited the file and changed the path in the section of the file with the tag <mvn.photon.target> to an appropriate directory for your OS. For example in Windows it should be something like

and Linux something like

2. Run mvn eclipse:eclipse from the command line in the root directory where you checked out the code.

I hope this helps.

Thanks,
Yoram

Thanks for the heads up. The exchange simulator did experience some delays today and wasn't as responsive. It is fixed now. Please let us know if you still have connectivity issues.

Thanks,
Yoraam

Our plan was to move to Esper 3.x in 1.5 timeframe. However, in testing/qa during the release cycle we saw relatively large memory leaks under load for certain use cases that lead to OOM exceptions during those runs. We opened bugs with Esper and we will follow up on those. Once those are resolved and our QA runs pass, we will upgrade to Esper 3.x.

Thanks,
Yoram

We fully support Equities (market data, strategy APIs, Photon GUI, ORS) including depth of Book. We support trades of Equity options (i.e., through Photon GUI and strategy APIs) assuming you know the symbol you want to trade, though we don't fully support options market data.

The top of our asset class todo list includes adding full support for equity options and futures. As we work on those we will keep in mind your question/suggestion. I think that it would be good to call out the integration points where changes need to be done when adding new asset class in the platform and if/where possible try to structure it such that adding asset classes will be easier (could be using plugin, SDK, etc). Note that adding an asset class requires changes in multiple components in the platform.

Thanks,
Yoram

The Marketcetera exchange and simulation feeds are documented here:

http://www.marketcetera.org/confluence/display/MPIC/Marketcetera+Simulators

You probably want to connect to the market data interface on port 7003 which is correlated to exchange simulator you see in http://exchange.marketcetera.com/marketDisplay/.

Thanks,
Yoram

My guess would be timezone differences... The trade time is stored in UTC timezone and the created_on/updated_on are in your local timezone.

One way to confirm this is to issue a trade and once executed/logged immediately check the table and see if the update is there with the same time difference as you noticed before.

Thanks,
Yoram

Thanks for the feedback and suggestions. We will add more samples soon.

Thanks,
Yoram

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