Genesis C++ API

Discussion in 'Automated Trading' started by BlueOcean, Jul 6, 2009.

  1. I have been trying to figure this out, with no success.

    How do you send an order in, w/ the genesis C++ API that DOES NOT ROUTE OUT. What I want to do is send an order to an Exchange marked IOC. If at that price the exchange is not posting, I DO NOT want the order route out, but instead cancel.

    Any ideas?
  2. erbronni


    I've been using the GTAPI a bit, and I didn't see anything on the GTOrder object that looked like a 'Route Out' parameter.

    Looking at the GTP specification, , there's a flag on the Order Message to set the Route Out to 'Y' or 'N'. From what I've been told, the GTAPI C++ version IS NOT based on the GTP specification, and I don't see anyting on the GTOrder class that is analogous to the 'Route Out' parameter. Sorry, if this doesn't help you out.
  3. CGNobody


    If you look into the Session object you'll have more success. Often times its like their programmers could not be bothered to read their own doc and just put everything at the same place. So from memory I think thats where you'll find it.
  4. Can the Genesis C++ API be used only with the MS C++ compiler?
    Is there a POSIX version of the API available?
    Ie. for using it under Linux and a standard C++ compiler like the g++.

    (fyi: It's been about 2 yrs when I completely trashed MS products (Win + VS)
    and switched completely to Linux, never regretted my decision and never looked back, really.
    Since then had not a single major problem compared to the endless cathastropic problems I had with Wincrap)
  5. erbronni


    The GTAPI DLL works with Visual Studio 2005, and I haven't personally be sucessful using any other version of Visual Studio. From other posts, people have had issues trying to use different versions of Visual Studio.

    Genesis also supports the Genesis Trading Protocol (GTP) that is documented and you can write your own implementation of the protocol. I had issues with order handling using the GTAPI, so I wrote my own implementation for the GTP to handle placing and canceling orders, while using the GTAPI just as a data feed.

    If you want to use Linux, then writing your own implementation of the GTP is probably your best bet.
  6. Thanks for sharing this valuable info and experience.
  7. jasonaa


    Anyone here know a programmer, familiar w/Genesis platform, who's available?