Marketcetera Platform Configuration

Marketcetera Platform consists of the following modules:

• ORS - an Order Routing Server for accepting orders from GUI or Order Loader and routing them to an exchange or broker.
• Order Loader - for batch loading of multiple of orders.
• Photon - an end-user application for entering orders.
• Tradebase - a web-based reporting application

This guide outlines the configuration of the ORS and OrderLoader. For more information on installing the Photon client, see the Photon installation and configuration guide.

ORS Configuration

The configuration files for the ORS are located in the conf directory of your install. Here's the list of files and what they mean:

ors_user.properties	Main ORS user-modifiable configuration file.	Modify to change sender and targetCompIDs, destination of outgoing FIX messages (i.e. exchange simulator)
ors_default.properties	Default ORS properties	Example of default properties, copy these to ors_user.properties with modifications
ors.xml	ORS-specific JMS and FIX configuration	Modify to change JMS queue/topic names,
quickfixj.xml	default QuickFIX engine configuration	Modify to change FIX message logging or to enable SSL Connecitivity
order-limits.xml	Order Limits	Modify to add or remove order limits
message-modifiers.xml	Default FIX fields and routes	Modify to add default header/message/trailer fields, and setup routes
ors_login.xml	Authentication configuration	Should not be modified unless you are changing authentication methods
broker.xml	Embedded JMS Queue	Should not be modified, unless you have a port conflict
ors-shared.xml	Internal ORS configuration file	Should not be modified

ors_user.properties

This is the main configuration file that needs to be modified by the user. It contains key=value pairs for all the FIX destination configuration parameters. For example, the following modifies the FIX senderCompID, targetCompID, FIX destination port and hosts to point at the Marketcetera Exchange Simulator

quickfix.senderCompId=your-sender-comp-id
quickfix.targetCompId=MRKTC-EXCH
quickfix.destination=exchange.marketcetera.com
quickfix.port=7001

ors.xml

See the discussion of ORS workflow for information on the flow of messages in and out of ORS.
In addition, some of the more advanced ORS configuration settings (such as message modifiers) are configured in ors-shared.xml file.

FIX Version

The version of the FIX protocol the ORS starts up with is set by modifying the following bean. Make sure to have Photon version match the ORS version. Also, our exchange simulator currently only supports version FIX42.

    <bean id="fixVersionEnum" class="org.springframework.beans.factory.config.FieldRetrievingFactoryBean">
      <property name="staticField" value="org.marketcetera.quickfix.FIXVersion.FIX42"/>
    </bean>

To use a different version, just change FIX42. Your options are FIX40 through FIX44

OrderLoader

The OrderLoader configuration directory is laid out similar to the ORS, with similar files. The main file to modify is orderloader_user.properties, where you can specify the location of the machine running the ORS.

orderloader_user.properties

If the ORS is running on a different machine, point the OrderLoader to it:

activemq.brokerUrl=tcp://<ors_machine>:61616

The OrderLoader can either use internal-generated order ids, or it can pull them out of a common ID database brokered by the Tradebase application. If you are running the Tradebase on a non-standard setup, you need to modify that as well:

tradebase.host=<tradebase_machine>

FIX Version

FIX version is specified similarly to the ORS by modifying the following bean in the orderloader.xml file:

    <bean id="fixVersionEnum" class="org.springframework.beans.factory.config.FieldRetrievingFactoryBean">
      <property name="staticField" value="org.marketcetera.quickfix.FIXVersion.FIX42"/>
    </bean>