Algorithmic Trading Group Forum - Open-source generic exchange simulator

Algo Designer Forum Administrator Offline Nihil desperandum Posts: 182 Sydney Gender:	Open-source generic exchange simulator 06/21/08 at 15:54:04 I am looking for an open-source generic exchange simulator, preferably with a FIX facade. Any suggestions?
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Maltamir Newbie Offline I like this forum ! Posts: 36 Paris Gender:	Re: Open-source generic exchange simulator Reply #1 - 06/30/08 at 17:10:53 I know this but not sure it works with FIX... http://jessx.ec-lille.fr/index.php rgs
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Toli Kuznets

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Re: Open-source generic exchange simulator
Reply #2 - 07/01/08 at 00:41:11

You can use the Marketcetera exchange simulator at http://exchange.marketcetera.com/

It's setup to work with the Marketcetera Platform, the open-source platform for creating automated trading systems.

The simulator itself is not open-source, the platform is. However, the simulator supports FIX, and you can start with that to test your strategies.

You can also try the NYSE TransactTools OpenFix (http://www.openfix.net/ ) service. It's not a full simulator, but can be used to do FIX certification of your FIX engine.

QuickFIX/J has a very basic "executor" example as part of the QuickFIX/J distribution: http://www.quickfixj.org/

Full disclosure - I am one of the founders of Marketcetera and a maintainer of the QuickFIX/J project

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tozzi

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Re: Open-source generic exchange simulator
Reply #3 - 07/01/08 at 11:39:02

Another good test suite is by Cohesive, who provide ready to use VMs preconfigured with a router, test clients, simulated exchanges and IOI utils.

http://www.cohesiveft.com/Elastic_Server/Vertical_Market_Specific/Financial_Vert...

I've used it for testing (throught some configuration) against XLFIX and QuickFix.

Thorsten

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Algo Designer Forum Administrator Offline Nihil desperandum Posts: 182 Sydney Gender:	Re: Open-source generic exchange simulator Reply #4 - 07/02/08 at 16:19:59 Thank you all!
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Baltar Newbie Offline Posts: 11 Tokyo Gender:	Re: Open-source generic exchange simulator Reply #5 - 07/03/08 at 08:53:30 The opensource FIX engine, QuickFIX, also comes with Python and Ruby bindings, so it should be easy to create a simulator using these scripting languages and customize it to your needs. http://www.quickfixengine.org/quickfix/doc/html/building.html
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Algo Designer Forum Administrator Offline Nihil desperandum Posts: 182 Sydney Gender:	Re: Open-source generic exchange simulator Reply #6 - 07/03/08 at 09:30:46 I am half way through my custom exchange simulator. I am planning to use QuickFIX/J as the facade.
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Algo Designer Forum Administrator Offline Nihil desperandum Posts: 182 Sydney Gender:	Re: Open-source generic exchange simulator Reply #7 - 12/23/08 at 00:12:14 Where can I find any documents on Marketcetera architecture? I tried http://www.marketcetera.org/confluence/display/MPIO/Welcome+to+Marketcetera, but it seems to be under construction. Any pointers?
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Toli Kuznets

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Re: Open-source generic exchange simulator
Reply #8 - 01/03/09 at 15:52:23

Hi,

It's not under construction - you just need to register to log in, and then you'll see all the documentation. You can register at http://www.marketcetera.com/contacts/register to get your username and password.

Algo Designer wrote on 12/23/08 at 00:12:14:

Where can I find any documents on Marketcetera architecture?

I tried http://www.marketcetera.org/confluence/display/MPIO/Welcome+to+Marketcetera, but it seems to be under construction.

Any pointers?

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Algo Designer Forum Administrator Offline Nihil desperandum Posts: 182 Sydney Gender:	Re: Open-source generic exchange simulator Reply #9 - 01/04/09 at 23:50:45 Thank you very much, Toli! I am registering today. Your product is a fantastic initiative. I hope it goes well.
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