Tag Archives: Protocol

LibTrading open souce FIX protocol to watch

LibTrading open souce FIX protocol to watch

Could this be the FIX protocol library of choice move forward. My quick video will explain it all

https://github.com/libtrading/libtrading

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Looking for opinions on Redis 3 cluster and protocol opinion. Anyone? Anyone out there?

Looking for opinions on Redis 3 cluster and protocol opinion. Anyone? Anyone out there?

This is all brand new but how does it rack up again Storm, Kafka, and other frameworks in terms of performance.

http://redis.io/topics/cluster-tutorial

 

http://redis.io/topics/cluster-spec

 

Now you should have your own Redis cluster with 20 master nodes and automatic failover up and running.

http://big-elephants.com/2014-04/clustering-redis/

http://java.dzone.com/articles/12m-opssec-redis-cloud-cluster

It looks like Reds Cluster is supported in the Java Client Jedis: https://github.com/xetorthio/jedis

Does this enable you to ignore other libraries like Kafka or Storm?

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ANNOUNCEMENT: Fix8 announces the 1.0.0 (GA) release of the Fastest Open Source C++ FIX Protocol Framework

ANNOUNCEMENT: Fix8 announces the 1.0.0 (GA) release of the Fastest Open Source C++ FIX Protocol Framework

Hi Bryan,

Hope all is well. We have released version 1.0.0. Wondering if you might pass on this announcement to your users.
Thanks and regards
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Quant development: Are you aware of the FIX Protocol and the implications/value of Big Data for the FIX Protocol?

Quant development: Are you aware of the FIX Protocol and the implications/value of Big Data for the FIX Protocol?

 

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‘Big data’ is backend analytics; FIX is a front-end protocol. Unless you’ve built to use FIX end-to-end throughout the stack (which is poor, due to lack of internal flexibility to pivot on business requirements and changing needs) then they should be orthogonal due to execution space.

I’m curious what use-case you’re thinking of in which ‘big data’ would have have an impact on the protocol itself.

Maybe a sixth option to your poll: “There is no impact.” 🙂

 

==

Not exactly.

I think you’re reading something in to Carl’s question.
(Maybe I’m just being obtuse and taking it at face value.)

Yes, FIX and Hadoop are Orthogonal because as you point out FIX is a protocol, Hadoop is an environment for doing parallel processing. (Note I wouldn’t say that Hadoop is just for back end processing. Companies like HStreaming would beg to differ.)

I would have interpreted the  question to be asking if you’re aware of the value in doing data mining / analytic research on FIX data?

Again, I have to say maybe I misinterpret what is being said? Who knows? That’s what makes these discussions fun. 🙂

 

==

I am only bring the thoughts together of Big Data and FIX in the realms of the bringing together of FIX data in the BIG DATA world. lets not forget that the Billions ‘s of millions of msgs that FIX produce per day can be compared / visualized etc agasint other data.

I am only opening a topic of conversation, hence the poll rather then a fully-fledged drill-down discussion (esle I’d start talkign about SIFT msgs, BIC Codes,a nd Big data, btu frmo a BI perspective, ro even a MDM perspective against other unstructed data)

Thanks for the comments though.

Feel free to take part in the poll.

My interest is to see awareness, later of course we can get to specifics.

 

 

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Best protocol option for industry standard, FIX using C++ API with LMAX fore trading?

Best protocol option for industry standard, FIX using C++ API with LMAX fore trading?

Sticking with an industry standard protocol, this might be the best to work with but most likely a pain to work with. Ugh but this may be good if you want to learn what large institutional providers use.

http://www.lmaxtrader.co.uk/api-trading/fix-protocol

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Getting Started with the Itch Protocol for quant development

Getting Started with the Itch Protocol for quant development

Is there an open source engine like quickfix for the Itch protocol?
Does anyone have any recommendations on the fastest way to write a client to receive quotes via the Itch protocol?

As far as I remember, Itch is pretty simple protocol. At least it was a year ago when I tried to build a parser. I spent a week form the very beginning integrating it into my provider set in C++. At that time I didn’t find any open source alternatives.\

We use ITCH, we write our own parser. Should be pretty straight forward.

 

How did you debug the first version of the code? Is there an ITCH server that you can connect to, and test your code with?

Check out OpenMarketData.org, their FeedHandler Community Edition 1.4 has open source parsers for OPRA, ArcaBook Multicast, Arca Trades Multicast, BATS Multicast PITCH, NASDAQ TotalView-ITCH, and DirectEdge SCRATCH

These feed names crack me up, I wonder if there is a feed called RASH 🙂

 

there is a Rash protocol. It is basically FIX, with a lot more flags. I just worked on a RASH feed to connect to the PSX. I joined OpenMarketData.org, downloaded their software and compiled it. There is no documentation in the download. When I go to the site, and go to the documentation section, it wont accept my username and password, even though I can get to the download section with no problem. I wrote Olivia Moore, at OpenMarketData who is the development manager about this problem but she hasn’t written back.

Per chance do you have a copy of the documentation which you could email me?

Greenline Financial Technologies now has expanded VeriFIX to support many of these protocols, what are people using for testing?

As stated above its a fairly simple protocol to implement. The part that always needs a little thought is recovery and snapshots etc. If you need any consultancy help drop me a message

 

Check out Flumedata. They have low cost feed handler software that some major IBs have used in production. BTW, ITCH is a simple feed to parse. You need some raw ITCH market data to test. Contact NASDAQ support to get some files or your friends with access to market data.

if you’re with Citi, contact the Lava Trading guys. They should be able to point you in the right direction. I can give you a contact there if you PM me.

 

 

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