QuantDeveloper/ TT connectivity and other issues

Discussion in 'Trading Software' started by SmoothTraderFX, Nov 9, 2005.

  1. Hi, the previous thread is

    Is StrategyRunner only one ATS platform-server serverside?

    I think it is a very good solution for professional ATS traders to employ SmartQuant/QuantDeveloper framework to connect TT-FIX offered by FCMs such as VelocityFutures.

  2. Anton,

    I have another question.

    I could easily find TT FIXAdapter config file under the QD directory, but what about DemoApp or standalone exe?

    First, when building VS.net standalone application, where does all of the config/InsturmentMangeter/OrderManager etc files store? After buliding a canned project, it is not refering the QD directory, right? How can I set up TTFIX configration under the exe environment?

  3. Ok, more mystery comes more I proceed.

    I renamed the TTFIX config file under QD directry. Next time I boot DemoApp, it recreated the file.
    I deleted SQ directry, all files, then DemoApp reinstall the all files again. Does SQdll embraces all of the SQdirectory files inside?
    The strange thing is myCustom application that is an extention version of DemoApp simply said it has missing file when I deleted SQdirectry. No recreation automatically. I don't know why.

    I thought all of SQ dll are wrapped and imported in the VS.net project directory and don't have to carry SQ framework or directory around. Obviously, it is not literally canned application but depending on the SQ directory under the programfiles.

    Another issue is, watching the demoTTadapter console, it says Accepted Connection for both Order/Price session, but the ProviderNode does not turn to Green.

    Can you advise?

  4. Hi Smooth,

    I have played around with QD in a very limited way, and with TTs FIX adapter in a slightly less limited way.

    As near as I can tell you are correct that the QD libraries rely on evironment variables that you can see in the Configuration tool but not change.

    Its not clear how you would run an application that connects to multiple TTFix providers.

    It seems like to be a path to the QuickFix config file should be one of the parameters you can edit on the TT Fix provider.

    That all being said I *am* able to get a green connection going so i'm not sure why you're having that problem.

    I know that w/ the TTFix adapter there are actually two steps... first the adapter accepts the TCP connection, and then second a successful FIX 4.2 logon message is sent with the appropriate password in the raw data field and correct remote/local comp ids.

    Do you get green connection icons from inside the smartquant application, just not in your custom app?
  5. Hi MarketHacker,

    Thanks for reply.
    Actually, I checked the QuantDeveloper behavior and noticed that the Green is blinking. Order/Price session is loggedin and promoptly loggedout = kicked out somehow.
    Checking 'Guradian', it appears that demoFIXAdapter logs in SIM-A automatically properly using the TTconfig file info. I also set as follows.


    port = 10502

    I confirm the QD side configuraion matches this as the default, but for some reason, it doesn't go through.

  6. Another Issue:

    I read the following in the old QD decument.

    >Once your strategy is developed and properly tested with QuantDeveloper in both simulation and live modes, you can import the strategy as a MSVS .NET solution or as a canned executable. You can run your strategy as a stand-alone application on a dedicated server at your trading floor or deliver canned black-box solutions to your clients.

    Is this statement false? Since the VS.net built application relies on. at least, ConfiguratorTool global variable setting, it looks like every 'black-box delivered clients' needs to install QD locally. Or the above statement is truth and I miss something?

  7. Hi,

    indeed any QD application uses SQ framework. The SQ framework consists of binaries, configuration environment and data environment.

    When you initialize the framework, you get automatically connected to instrument db, portfolio db, oms db and historical data db.

    It's more or less the same as .NET itself. You can build a "canned" .NET application but you can not run it on a computer without .NET installed.

    The DataCenter application is a good example of "truly" canned application that can coexist with QuantDeveloper application on the same computer and uses its own copy of redistributable SQ framework. This way you can connect DC to f.ex. VF FIX and QD to your local FA. DC and QD can talk to each other via .NET remoting.


  8. Hi Anton,

    ...$ 3750.00 USD one time fee.

    I wonder if you wouldn't mind telling me how much the "Data Center" costs as well as the "full source code". Are there any other fees?

  9. Can you check what FA writes in its console window? You should see Login request and then Login Reject message with reason.

    Also, could you check that you have set correct password in QD TT FIX properties?

  10. Anton,

    Thanks. Now, I understand more.
    Could you guide me to some resouce for DataCenter? I think I have seen that descripiton somewhere, but cannot find.

    Well, since this SQ/QD framework is very vast, so it may be a good idea you put all of the documents that is currently availabe on a single site section, and attach a google type seach engine for a term. I think the documentaiton is not so bad although it's in progress. The problem is it's spread out and cannot find where it is stored. In fact, the TTFIX config file tutorial can be find in the old help of QD, but simply I couldn't locate it.


    #10     Nov 10, 2005