Is StrategyRunner only one ATS platform-server serverside?

Quote from QuantDeveloper:

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
More...

Anton,

Thanks for the update.
Yes, actually, I read TTFIX doc says the latest version allows to download the position information. What I mean is I think all of the effort to keep the consistency of the QD/QS internal calculation to match the actual account doesn't pay if a user can load the information from the FIX/server side directly without any calculation.Probably I'm talking on 'FIX Lite Client Application' in the 6.3 doc. Actually, now I know why XTrader had an insonsistency on position logging that RefcoPro(EasyScreen) never had had.
Please update if you catch up with the latest TTFIX feature.

Regards.
 
Quote from SmoothTraderFX:

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
More...

Hi,

we have not received the final release of .NET 2.0 and MSVS 2005 with our MSDN subscription. As soon as we do (end of November I think), we will officially port QD to 2.0.

A good news that we heard from our source code customers is that QD code converts and builds out of the box under MSVS 2005.

BTW, it might be so that we have all GUI calls operated via Invokes in QD GUI since we use a docking lib, so that QD itself should run without problems under MSVS 2005.

Cheers,
Anton
 
Quote from QuantDeveloper:

Hi,

we have not received the final release of .NET 2.0 and MSVS 2005 with our MSDN subscription. As soon as we do (end of November I think), we will officially port QD to 2.0.

A good news that we heard from our source code customers is that QD code converts and builds out of the box under MSVS 2005.

BTW, it might be so that we have all GUI calls operated via Invokes in QD GUI since we use a docking lib, so that QD itself should run without problems under MSVS 2005.

Cheers,
Anton
More...

Actually, watch out VS2005/ NET2.0.
It is a great product as well as QD, but the sourcecode check got extremely severe in this version. So I'm sure you will see mamy unexpected exceptions when you try to migrate.

By the way, another question if I may.
I've just got TT FIX simulation gateway license with a specific IP. I don't know how it works yet, but in this case, it's similar to the actual production connection to the broker side, and no need to TTSIM tools, am I correct?
 
Quote from SmoothTraderFX:

By the way, another question if I may.
I've just got TT FIX simulation gateway license with a specific IP. I don't know how it works yet, but in this case, it's similar to the actual production connection to the broker side, and no need to TTSIM tools, am I correct?
More...

Where have you got it from ? TT or VF?

You will also need target comp ID and pass...

Cheers,
Anton

www.smartquant.com
 
I misunderstood, the IP shown is actually my registered IP.
It's from TT Development Technical Support site.

I think it would be the best if TT or VF offers me a simulation account with a simulation FIX adapater lisense. I may ask them.

Regards,
 
QuantDeveloper/Anton,

Can I ask other questions.

1 First of all, I understand there are 3 types of APIs
a) TTcoreAPI
This is a raw-native API by TT, connecting TTgateway and XTrader.

b). TTFIX
This is a non-native API, additional layer, wrapped on TTcoreAPI by TTFIXadapter.

c) XtraderAPI
Basically, plug-in of Xtrader.

In the demoApp, or in SQ frame work, it is not TTcoreAPI but XtraderAPI that is sometimes written as TTAPI, correct?
I wonder this because when I run TTSIM-gateway, I can connect to TTAPI even I don't run Xtrader.

2. You mentioned, at a production stage, I don't need to use Guardian that is a local TTgateway to TTnativeAPI, I probably connect to TTFIXadapter of VF over the internet. Acually, in the document, it says TTFIX adapter establishs the connection via TCP/IP, so that makes sense. However, in the demoApp, Prover-TTFIX property has no IP field, and I even don't know how to manage demoTTFIX adapter. It looks like conect automaically locally.
Missing the target IP, and there are Account/Password field, but no idea what to type there. I have TTSIM account and password=12345678, but this is for TTSIMgateway password not TTFIX, and doesn't work.

3. Not exactly sure how to define TT instruments. Using QuickFIX format? I could import IBstocks market data, but not TT.

Execuse me for bunch of Qs, but looks like it's getting hard for me just to read Data from TT enviroment with SQ.

Regards.
 
Quote from SmoothTraderFX:
QuantDeveloper/Anton,

Can I ask other questions.

1 First of all, I understand there are 3 types of APIs
a) TTcoreAPI
This is a raw-native API by TT, connecting TTgateway and XTrader.

b). TTFIX
This is a non-native API, additional layer, wrapped on TTcoreAPI by TTFIXadapter.

c) XtraderAPI
Basically, plug-in of Xtrader.

In the demoApp, or in SQ frame work, it is not TTcoreAPI but XtraderAPI that is sometimes written as TTAPI, correct?
I wonder this because when I run TTSIM-gateway, I can connect to TTAPI even I don't run Xtrader.
More...

Well, the correct name is XTAPI (XTrader API). Since TT does not provide access to "core" API, everything that mentions API in third party applications (QuantDeveloper in our case) refers to XTAPI.

Regards,
Anton
 
Quote from SmoothTraderFX:

QuantDeveloper/Anton,

Can I ask other questions.

2. You mentioned, at a production stage, I don't need to use Guardian that is a local TTgateway to TTnativeAPI, I probably connect to TTFIXadapter of VF over the internet. Acually, in the document, it says TTFIX adapter establishs the connection via TCP/IP, so that makes sense. However, in the demoApp, Prover-TTFIX property has no IP field, and I even don't know how to manage demoTTFIX adapter. It looks like conect automaically locally.
Missing the target IP, and there are Account/Password field, but no idea what to type there. I have TTSIM account and password=12345678, but this is for TTSIMgateway password not TTFIX, and doesn't work.

3. Not exactly sure how to define TT instruments. Using QuickFIX format? I could import IBstocks market data, but not TT.

Execuse me for bunch of Qs, but looks like it's getting hard for me just to read Data from TT enviroment with SQ.

Regards.
More...

You should change both TT FIX Adapter and QuantDeveloper QuickFIX config files if you would like to set up a demo account. You will need to change settings for Price and Order sessions in TT FIX Adapter config, define password for these sessions.. basically set up new "account" or session definitions for a client (QuantDeveloper). Think that TT FA acts as a broker side FIX server. The next step is to change QD TT FIX config file to match these TT FA settings (IP, port, target comp ID, etc.).

It's written in QD docs and should basically take a couple of minutes to setup.

Indeed when you deal with VF adapter you will be given ip, host and pass.

Once you are connected to TT FIX, you can import all instrument definitions from TT via FIX SecurityDefinitionRequest message. There are several filters that allow you to import f.ex. just futures from CBOE with such expiration, etc. It will even import multileg instruments correctly for you. It's GUI based and doesn't require any manual work. You can find docs discussing SecurityDefinition import from TT FIX in the DataCenter manual.

Regards,
Anton

www.smartquant.com

SmartQuant Financial Data Analysis and Trading Framework
TT X_Trader® FIX Adapter Connectivity
Introduction

QuantDeveloper can connect to TT X_Trader® via TT FIX Adapter and autoexecute trading strategies using TT data/execution services.

Configuring TT FIX Adapter


[gatewayTTSIM-D]
member=TTSIM-D
group=SIM
trader=001
password=12345678

[sessionorders]
port=10501
remotecompany=SmartQuant
localcompany=TT_ORDER
password=QuantDeveloper
persistent=N

[sessionprices]
port = 10502
remotecompany=SmartQuant
localcompany=TT_PRICE
password=QuantDeveloper
persistent=N

Configuring QuantDeveloper

[DEFAULT]
ConnectionType=initiator
HeartBtInt=20
StartTime=00:00:00
EndTime=00:00:00
ReconnectInterval=1
BeginString=FIX.4.2
DataDictionary=../fix/tt/FIX42_TT.xml
FileStorePath=../fix/tt/logs/tt
CheckLatency=N
ResetOnLogout=Y
ResetOnDisconnect=Y

#price session

[SESSION]
SenderCompID=SmartQuant
TargetCompID=TT_PRICE
SocketConnectHost=localhost
SocketConnectPort=10502
FileStorePath=logs/price

#order session

[SESSION]
TargetCompID=TT_ORDER
SenderCompID=SmartQuant
SocketConnectHost=localhost
SocketConnectPort=10501
FileStorePath=logs/execution

Copyright (c) 1997-2005 SmartQuant Ltd, www.smartquant.com
 
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