FPL Algorithmic Trading Integration Workshop

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Imported from previous forum

2

[ original email was from John Goeller - jgoeller@lehman.com ]
FYI

We are holding a workshop on Wednesday, December 14th at 9:30AM ET to discuss the current challenges around algorithmic integration.

Details for this meeting are listed at the following link:

http://www.fixprotocol.org/working_groups/algowg

If you are interested in attending this workshop please contact the FPL Program Office at fpl@fixprotocol.org or call + 1 212 652 4469. Please note that registration is mandatory.

3

[ original email was from KEVIN YOUNG - KY0UNG@AIM.COM ]
I’m interested to see how/if you can implement GUI components like a RadioButton, CheckBox, ComboBox, ListBox, etc. or enums as valid values of the component.

Any ideas?

FYI

We are holding a workshop on Wednesday, December 14th at 9:30AM ET to
discuss the current challenges around algorithmic integration.

Details for this meeting are listed at the following link:

http://www.fixprotocol.org/working_groups/algowg

If you are interested in attending this workshop please contact the FPL
Program Office at fpl@fixprotocol.org or call + 1 212 652 4469. Please
note that registration is mandatory.

4

In my opinion, FIXProtocol does not need to get into details of GUI presentation level ( displaying using Radio button / Checkbox etc ). We should be able to model Algorithmic trades well enough so that each OMS would be able to present it consistently and all users are able to interpret a Algo trading order appropriately. ( Just my 2 cents :-).

I’m interested to see how/if you can implement GUI components like a
RadioButton, CheckBox, ComboBox, ListBox, etc. or enums as valid values
of the component.

Any ideas?

FYI

We are holding a workshop on Wednesday, December 14th at 9:30AM ET to
discuss the current challenges around algorithmic integration.

Details for this meeting are listed at the following link:

http://www.fixprotocol.org/working_groups/algowg

If you are interested in attending this workshop please contact the
FPL Program Office at fpl@fixprotocol.org or call + 1 212 652 4469.
Please note that registration is mandatory.

5

[ original email was from Daniel Clayden - daniel.j.clayden@jpmorgan.com ]
There are a number of XML tools which permit this very activity (for example XUL). Using such tools you can define a screen / gui in an XML document, and a suitable rendering engine will then display it exactly as you intended.

If you marry this with an XML schema that defines an algorithm & its parameters, and what FIX tags those parameters map to, then you have a very powerful means for developing new algorithms and integrating them seamlessly into existing front-ends, OMSs etc.

I’ve actually got a working prototype…

I’m interested to see how/if you can implement GUI components like a
RadioButton, CheckBox, ComboBox, ListBox, etc. or enums as valid values
of the component.

Any ideas?

FYI

We are holding a workshop on Wednesday, December 14th at 9:30AM ET to
discuss the current challenges around algorithmic integration.

Details for this meeting are listed at the following link:

http://www.fixprotocol.org/working_groups/algowg

If you are interested in attending this workshop please contact the
FPL Program Office at fpl@fixprotocol.org or call + 1 212 652 4469.
Please note that registration is mandatory.

6

There are a number of XML tools which permit this very activity (for
example XUL). Using such tools you can define a screen / gui in an XML
document, and a suitable rendering engine will then display it exactly
as you intended.

XAML / XUL seems to have created some division. See:
http://weblogs.mozillazine.org/gerv/archives/2005/05/xaml_and_xul.html

Is it possible to proceed with the algo DTD, still incorporating the benefits of the GUI, but without entering into a bloody XAML/XUL holy war?

I do like the idea of having the GUI built right into the DTD. Very slick.

Rick Labs
ITSdoc.org

7

Is there somewhere where I can get the minutes from the workshop?

Thanks

FYI

We are holding a workshop on Wednesday, December 14th at 9:30AM ET to
discuss the current challenges around algorithmic integration.

Details for this meeting are listed at the following link:

http://www.fixprotocol.org/working_groups/algowg

If you are interested in attending this workshop please contact the FPL
Program Office at fpl@fixprotocol.org or call + 1 212 652 4469. Please
note that registration is mandatory.