Thanks, but I'm not being a penny saver for serverhosting. Obviously, the quality comes first. VF colocation $600 maybe fair enough, but as I mention, if it's merely a datacenter hosting that they oursouce and they originally charge $200, it should be ripped-off. I need to confirm this.
It seems like setting up a server hosting business for traders would be a good business. The average trader really just needs a workstation, not a fullblown server..... Anyone want to start a business renting out workstations? Even 3 GHZ Dell's with hyperthreading and 512 MB of RAM can be bought for under $500 now. And if there's just a single user connecting via remote desktop there's no server licensing fees either....sweet deal. SSB
Anton, Thanks, very informative. I wonder how TT FIX adapter deals unexpected disconnection event. Does it use some heartbeat check from the host and re-establish the connection automatically? Bob, I think it's not easy at all. What traders need is a solid datacenter level solution. Full security and backup of eveything and 99.99 something uptime.
The same way as FIX protocol deals with heartbeats, message sequence numbers and re-connects. www.fixprotocol.org Volume 1 FIX 4.2. docs.
Frankly speaking, yes, it does reconnect automatically and re-send messages according message sequance numbers.
I'm wondering whether I should install TTSIM in the process of developmet of TTFIX connected VS.net application or not. Or, shold I use IBTWS api in the process of the development, and simply switch the execution/market data provider to TTFIX? Is the behavior of SQ based application expected when pluged to IB or TTFIX much different? The last time I installed TTSIM, the whole proccess was a bit messy and confusing, so if it's not much diffrence interacting IBTWS or TTSIM, I wish to avoid TTSIM, so. Can you advise? PS.In the production mode, do I have to install 'Guardian' to access Vlocity(TT)FIX adpter? Thank you. Regards.
Quantdeveloper/Anton, I compiled the demoapp on VS2005.net, and mosly no problem but has -(InvalidOperationException：Illegal cross-thread operation.. 2005 seems very strict on cross thread operation and since Windos Control is not thread-safe, it generates errors here for instance. >>> private void OnNewQuote(object sender, QuoteEventArgs args) { string format = (instrument.SecurityType == SecurityType.ForeignExchangeContract) ? "F4" : "F2"; SubItems[5].Text = args.Quote.BidSize.ToString(); SubItems[6].Text = args.Quote.Bid.ToString(format); SubItems[7].Text = args.Quote.Ask.ToString(format); SubItems[8].Text = args.Quote.AskSize.ToString(); } <<< Just a feedback. cf) http://66.102.7.104/search?q=cache:...ID=16986+Illegal+cross-thread+operation&hl=ja
Actually you will need to install Guardian, TTSIM, TTFIX Adapter and TTrainer to set up local TT FIX simulation environment with playback / simulated execution capabilities. You don't need to do anything like this to connect to VF FIX. You just need QD (or any other third party software with FIX engine) and that's it. You don't need Guardian or any other TT software to be installed to connect to remote TT FIX Adapter. Indeed you can test with IBTWS or QD simulator and there should be no difference when you switch to TT FIX but it's always better to play with provider you are going to trade with. Instrument settings, account settings, responses in different situations, re-connects, and other small details might be different depending on broker (an example - IB supports OCA orders on the broker side, QD simulates OCA when you trade with a provider not supporting OCA natively (QD simulator or TT). Theoretical behavior should be the same in both cases but practically IB will always cancel other leg of OCA on their side but in case of TT QD will take care of this on client side (i.e. detect OCA leg execution/cancellation and send order cancel requests for other legs)... assume your ATS submitted OCA group (usually stop loss and take profit limit orders) and your internet connection gets broken. IB will process this OCA group correctly but in case of TT you will stay with hanging stop even if your limit is filled), though all this comes into play at the late development stage when you fine tune / papertrade your ATS in live mode. Regards, Anton www.smartquant.com
Anton, Very informative, thanks. I have another question if I may. >You just subscribe to Portfolio and Portfolio.Account events in a form to get Account/Risk tab ala QD Portfolio Manager form. Basically, what I would like to do is to get/show real account information. The account/Positions/OrderHistory information as well as the one Xtrader or IBTWS shows. I understand SQ or QD manages multiple independent portfolios and account information calculating internally. What I need is to sync to the broker server side information on a request. Say, I boot myApp and succeeded to connect to TTFIX, then load instruments market data. In the next step, I would like to load the current account balance, open position and past order history. The bottom line is Myapp data for account/position etc should be always synchronized to the TT account at the broker side. Regards.
Hi, QuantDeveloper has internal built-in OMS (order management system) and portfolio management system, so that all orders, execution reports, positions and portfolios are stored in the Order/Portfolio managers and in the data base, so that you can recover all information any time you need. What you are looking for is more like "emergency recovery" where you have lost or corrupted your order/position/account information in QD and need to synchronize it with your broker. This is on our high priority todo list. TT FIX supports PositionRequest message now in FA 6.3. (was not available in FA 6.2.) so that we now have all tools to recover position and order information from TT via FIX. Regards, Anton