Real time data

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Imported from previous forum

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Dear Guys,

I want to implement a system using Fix protocol which enables me to send realtime stock market data.

It would work like this, I will get data every second and I would send that data to my web server using fix protocol. Then my program can download that data from my webserver. My program is written in vb.net.

How will the program request and download data every second ?

Can anyone help me out.

Thank you,

Cheers,
Saurabh

3

The FIX message for obtaining market data is called MarketDataRequest and the messages for sending market data are called MarketDataSnapshot FullRefresh and MarketDataIncrementalRefresh. The FIX Spec Volume 3 describes them in detail. I am afraid this does not answer your question, i.e. you probably need to give more context.

Dear Guys,

I want to implement a system using Fix protocol which enables me to send realtime stock market data.

It would work like this, I will get data every second and I would send that data to my web server using fix protocol. Then my program can download that data from my webserver. My program is written in vb.net.

How will the program request and download data every second ?

Can anyone help me out.

Thank you,

Cheers,
Saurabh

4

The FIX message for obtaining market data is called MarketDataRequest and the messages for sending market data are called MarketDataSnapshot FullRefresh and MarketDataIncrementalRefresh. The FIX Spec Volume 3 describes them in detail. I am afraid this does not answer your question, i.e. you probably need to give more context.

Dear Guys,

I want to implement a system using Fix protocol which enables me to send realtime stock market data.

It would work like this, I will get data every second and I would send that data to my web server using fix protocol. Then my program can download that data from my webserver. My program is written in vb.net.

How will the program request and download data every second ?

Can anyone help me out.

Thank you,

Cheers,
Saurabh

Hi,

All I need is a way to send realtime data to my server so that my program (developed in vb.net) can download it. For e.g. if you are using my program and you open it and locate company google. Now if you want to see data of google, my program has to pass request to server that google’s data is needed, from x date to y date. And my server should pass that data to me. Once I get data, current values at real time.

How will fix protocol help me? My main goal is market data and not trading messages.

5

The FIX Protocol helps you to use standardized messages to send market data to your server. It cannot help you to write a vb.net application. The FIX Protocol is a set of documents specifying a messaging standard and not a product. Vendors have implemented software that use FIX and they might be able to help. I am no longer sure that your problem has a lot to do with FIX. However, you could set up two FIX engines between which you can send FIX messages but that only makes sense if you are not talking about two of your internal systems that are supposed to communicate with each other. QuickFIX is an open source FIX engine you can take a look at. You do not seem to be familiar with the FIX messages as the ones I pointed out before are for market data and not for trading. Have a look at http://www.fixprotocol.org/specifications/FIX.5.0SP2 (Volume 1) and http://www.fixprotocol.org/specifications/FIXT.1.1 (transport layer).

The FIX message for obtaining market data is called MarketDataRequest and the messages for sending market data are called MarketDataSnapshot FullRefresh and MarketDataIncrementalRefresh. The FIX Spec Volume 3 describes them in detail. I am afraid this does not answer your question, i.e. you probably need to give more context.

Dear Guys,

I want to implement a system using Fix protocol which enables me to send realtime stock market data.

It would work like this, I will get data every second and I would send that data to my web server using fix protocol. Then my program can download that data from my webserver. My program is written in vb.net.

How will the program request and download data every second ?

Can anyone help me out.

Thank you,

Cheers,
Saurabh

Hi,

All I need is a way to send realtime data to my server so that my program (developed in vb.net) can download it. For e.g. if you are using my program and you open it and locate company google. Now if you want to see data of google, my program has to pass request to server that google’s data is needed, from x date to y date. And my server should pass that data to me. Once I get data, current values at real time.

How will fix protocol help me? My main goal is market data and not trading messages.

6

Hi, I appreciate your help. In order to establish a system whereby I can send realtime data and my program can receive it, what should I do? Please help me out here. Is FIX or QuickFix the solution or what do you suggest I do ? I am having a look at quickfix but still I am open to get more info.

The FIX Protocol helps you to use standardized messages to send market data to your server. It cannot help you to write a vb.net application. The FIX Protocol is a set of documents specifying a messaging standard and not a product. Vendors have implemented software that use FIX and they might be able to help. I am no longer sure that your problem has a lot to do with FIX. However, you could set up two FIX engines between which you can send FIX messages but that only makes sense if you are not talking about two of your internal systems that are supposed to communicate with each other. QuickFIX is an open source FIX engine you can take a look at. You do not seem to be familiar with the FIX messages as the ones I pointed out before are for market data and not for trading. Have a look at http://www.fixprotocol.org/specifications/FIX.5.0SP2 (Volume 1) and http://www.fixprotocol.org/specifications/FIXT.1.1 (transport layer).

The FIX message for obtaining market data is called MarketDataRequest and the messages for sending market data are called MarketDataSnapshot FullRefresh and MarketDataIncrementalRefresh. The FIX Spec Volume 3 describes them in detail. I am afraid this does not answer your question, i.e. you probably need to give more context.

Dear Guys,

I want to implement a system using Fix protocol which enables me to send realtime stock market data.

It would work like this, I will get data every second and I would send that data to my web server using fix protocol. Then my program can download that data from my webserver. My program is written in vb.net.

How will the program request and download data every second ?

Can anyone help me out.

Thank you,

Cheers,
Saurabh

Hi,

All I need is a way to send realtime data to my server so that my program (developed in vb.net) can download it. For e.g. if you are using my program and you open it and locate company google. Now if you want to see data of google, my program has to pass request to server that google’s data is needed, from x date to y date. And my server should pass that data to me. Once I get data, current values at real time.

How will fix protocol help me? My main goal is market data and not trading messages.

7

QuickFIX is an open source implementation of FIX which is a specification. Use QuickFIX or a commercial FIX engine if you want to communicate with external parties. I cannot help you with respect to sending messages from one of your systems to another. You must be receiving the realtime data from somewhere else in order to be able to send it to your program. Suggest to leave the format unchanged from the source and simply forward it to your program. However, this is the wrong forum for asking questions about middleware technology. Have a look at www.amqp.org (Advanced Message Queuing Protocol) which is equally open but seems to be more what you are looking for.

Hi, I appreciate your help. In order to establish a system whereby I can send realtime data and my program can receive it, what should I do? Please help me out here. Is FIX or QuickFix the solution or what do you suggest I do ? I am having a look at quickfix but still I am open to get more info.

8

Hi, There has be an easier method to implement the same. I did look at the site you mentioned but I couldnt really figure out how to go about it. One option is to use php & ajax. I could pass a request to php that I need that data, php could print it and my app could download it. Plus ajax could refresh the contents with new data every second.

QuickFIX is an open source implementation of FIX which is a
specification. Use QuickFIX or a commercial FIX engine if you want to communicate with external parties. I cannot help you with respect to sending messages from one of your systems to another. You must be receiving the realtime data from somewhere else in order to be able to send it to your program. Suggest to leave the format unchanged from the source and simply forward it to your program. However, this is the wrong forum for asking questions about middleware technology. Have a look at www.amqp.org (Advanced Message Queuing Protocol) which is equally open but seems to be more what you are looking for.

Hi, I appreciate your help. In order to establish a system whereby I can send realtime data and my program can receive it, what should I do? Please help me out here. Is FIX or QuickFix the solution or what do you suggest I do ? I am having a look at quickfix but still I am open to get more info.

9

could you share your source code for php?