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Showing posts from March, 2010

FIX Analyzer

ValidFIX is a website for anybody who works with the FIX Protocol ValidFix comes with  two services: FIX Analyzer - to inspect one single fix message FIX Log Analyzer - to inspect sections of logs produced by any FIX Application There is nothing to download. Just copy and paste your data in our services and see the results.

Fix client server program

Mini-FIX is a C++ Windows FIX client/server GUI application. The Financial Information eXchange (FIX) protocol is an electronic communications protocol initiated in 1992 for international real-time exchange of information related to the securities transactions and markets. Mini-FIX is a client/server able to communicate using this protocol with a high degree of freedom and transparency, well suited for developing and testing other FIX applications. You can download it from here

Define new data provider for Marketcetera

In this post I would like to explain how create new provider for Marketcetera. I started from the CSV Market Data Adapter example , see instructions for install or compile via code. After that if you want change provider name read the following instructions. Refactor package name from org.marketcetera.marketdata.csv; to org.marketcetera.marketdata.YOUR_PREFERITE_PROVIDER; Edit file org.marketcetera.module.ModuleFactory  and insert this line org.marketcetera.marketdata. YOUR_PREFERITE_PROVIDER .MarketceteraFeedModuleFactory Edit file CSVFeedModuleFactory.java  and overwrite this line   public static final String IDENTIFIER = " YOUR_PREFERITE_PROVIDER " ; Edit file  CSV FeedFactory.java public String getProviderName()    { return " YOUR_PREFERITE_PROVIDER " ;  } Edit file Message.java   static final I18NMessageProvider PROVIDER = new I18NMessageProvider( " YOUR_PREFERITE_PROVIDER " , Messages. class .getClassLoader())

Open source libraries and trading systems review

In this post I reviewed some of the most important trading systems and financial librarys on the net. SFL Java Trading System Enviroment http://sourceforge.net/projects/sfljtse http://www.sflweb.org/index.php?blog=sfljtse The SFL Java Trading System Enviroment is a java application built on KISS principle (Keep It Simple,Stupid) and its aim is to provide a fast and platform indipendent infrastructure to develop and execute trading Systems. EclipseTrade http://sourceforge.net/projects/eclipsetrader/ http://eclipsetrader.sourceforge.net/ Stock exchange analysis system, featuring shares pricing watch, intraday and history charts with technical analysis indicators, level II/market depth view, news watching, automated trading systems, integrated trading. Based on Eclipse RCP framework. JsystemTrader http://code.google.com/p/jsystemtrader/ JSystemTrader is a fully automated trading system (ATS) that can trade various types of market securities during the trading day without user mo

Valutazione del grado di maturità di soluzioni software Open Source

Per chi come me si fosse trovato a valutare delle soluzioni open source, suggerisco un modello che permette di definire dei rank di vari parametri fondamentali atti alla comparazione di più software. FASE 0: Analisi del Contesto Si raccolgono informazioni relative alla struttura ed al funzionamento dell'impresa. Da queste si stabiliscono una o più categorie software da valutare mediante il modello. Successivamente viene redatta la lista dei prodotti candidati per l'inserimento e si definiscono i criteri sui quali effettuare la stima. FASE 1: Selezione Preliminare Tra i criteri definiti nella fase precedente si evidenzia l'insieme di quelli più critici. Per tali criteri viene fissato un insieme di valori di soglia minimi che il software deve possedere per accedere alla fase successiva. Il filtraggio sarà tanto più selettivo quanto maggiore sarà il numero di criteri che devono essere soddisfatti. FASE 2 : Filtraggio Decisionale Le applicazioni selezionate precedentemente

Create new Market data feed

In this post I would like to explain how build (from scratch) a new marked data feed adapter. My goal is build a module that can retrives price from market and use into Marketcetera strategy. In this case I will connect to Currenex server. ...cooming soon...

Strategy Agent

In this post I would like explain you how create your custom strategy and runs it in debug mode from your preferite IDE. public static void main(String[] args) { String cmds = "MarketData.txt"; StrategyAgent.main(new String[]{cmds}); } catch (Exception e) { e.printStackTrace(); } MarketData.java import org.marketcetera.strategy.java.Strategy; import org.marketcetera.event.AskEvent; import org.marketcetera.event.BidEvent; import org.marketcetera.event.TradeEvent; import org.marketcetera.marketdata.MarketDataRequest; import static org.marketcetera.marketdata.MarketDataRequest.*; /* $License$ */ /**  * Strategy that receives market data  *  * @author anshul@marketcetera.com  * @version $Id$  * @since $Release$  */ public class MarketData extends Strategy {     private static final String SYMBOLS = "AMZN,JAVA"; //Depends on MD - can be other symbols     private static final String MARKET_DATA_PROVIDER = "bogus"; // Can be activ, b

Marketcetera

Marketcetera LLC is building a new software platform committed to providing fast, flexible and reliable securities trading tools to financial services professionals. Our mission is to make world-class order management and risk-management software available and affordable to individuals and to institutions of all sizes. Marketcetera focuses on building the key trading functions that are common to all organizations, thus freeing our clients to concentrate on proprietary trading algorithms and other specialized software that provide a competitive advantage.