Latest posts for the topic "Market data adapter"

Market data adapter

letharion — GMT

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

Re:Market data adapter

kcjavaman — GMT

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.

Re:Market data adapter

estevan — GMT

Hi guys,

I'm trying to create a new Market Data Adatper to connect via FIX protocol to an ODL Securities server Marketcetera

Marketcetera(Bogus) -> FIX PROTOCOLOL <-> ODL Quotatation/Feed Server.

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?

thanks estefan civera

Re:Market data adapter

estevan — GMT

Please consider this tutorial [url]http://www.marketcetera.org/confluence/display/MOL/CSV+Market+Data+Adapter[/url]
How I run this code inside eclipse, every times I must create jar and test with photon?

Can someone help me??

thanks estevan

Re:Market data adapter

colin — GMT

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.

Re:Market data adapter

alexandrat — GMT

Hi,

I've added a market data adapter (thanks eric!) but cannot see it in Photon when I run it from Eclipse or after an export. It's not added to the list of available market data feeds in Preferences (only Bogus and Marketcetera).

When running directly from Eclipse I have checked :
- run configurations for Photon include the new market data plugin
- features.xml lists new market data plugin

When running the exported Photon version I have checked that the new jar is under \eclipse\plugins

I have tried exporting many times...

I needed to add an external plugin ibapi_1.0.jar for the adapter which I have installed in my local maven repository. But as all compiles correctly and I see this external plugin was added to marketcetera-platform\source\photon-target\eclipse\plugins\org.marketcetera.thirdparty_1.5.0 I figure I got that one right...

Not sure what I'm doing wrong, any ideas?