Excel and FIX for algo autotrading

Ehhh.. a FIX engine coded in VBA? What's the point?

I guess it depends on your strategy requirements, if you're only firing once a day then sure this thing would probably work. I presume you're not trading proper high-frequency, but even medium frequency I have no idea what this would even be on the table for a solution to consider.

That being said, if you're seriously tied to excel, I've seen one reasonable excel-ish implementation. Basically what they did was coded up a basic OMS (took care of agging, order sizing, etc), that would dump out a trade file in csv format, then they would load it into EMSX for trading which was connected via FIX. Though they were only doing daily rebalancing.
 
About FIX market data feed:
"CFE has postponed the decommissioning of its FIX market data feed to 03 January 2014. After this date, prices will only be available via the CFE CSM feed. More information can be found on the CFE Website."
 
Quote from slickpick:

Ehhh.. a FIX engine coded in VBA? What's the point?

I guess it depends on your strategy requirements, if you're only firing once a day then sure this thing would probably work. I presume you're not trading proper high-frequency, but even medium frequency I have no idea what this would even be on the table for a solution to consider.

That being said, if you're seriously tied to excel, I've seen one reasonable excel-ish implementation. Basically what they did was coded up a basic OMS (took care of agging, order sizing, etc), that would dump out a trade file in csv format, then they would load it into EMSX for trading which was connected via FIX. Though they were only doing daily rebalancing.
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I am not a coder but i think fxone is not using ms excel " for a performance purpose" and using excel-like spreadsheet component. Thus, i am thinking to use spreadsheetgear "http://www.spreadsheetgear.com/"

Excel helps in lowering the barrier for a trader to be able to build, test and deploy his strategy by himself without the need to share his secret sauce with freelancer coders. Excel is more familiar and simple to use than other OOP languages for most traders.

I have a team of freelancers building my solution now. Once we achieve our first goal, i will give more update.
 
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