Академический Документы
Профессиональный Документы
Культура Документы
Agenda
FIXatdl a brief overview and key benefits FIXatdl 1.0 to now (FIXatdl 1.1) FIXatdl 1.1
Key enhancements Normative Specification (Artifacts) Overall structure GUI Widget library
Timeline and next steps Screen Shots of actual FIXatdl implementations Q&A Live Demos as time permits
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Strategy
FIXatdl Schema
Broker creates a FIXatdl XML file describing its algorithms, parameters, FIX tag mappings, validation rules, and how the algorithms should be rendered in any 3rd party application
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OMS vendors parse these FIXatdl XML files & render them in their application eliminating the need for custom programming
XML Files are Machine Readable! OMS parses XML files on-the-fly and renders appropriate images on the screen XML file tells OMS which tag numbers to use Algorithms can be added or changed without custom programming Reduced need for QA and Certification Testing An OMS supporting FIXatdl can accept any FIXatdl-based XML file Analogy FIXatdl : OMS HTML : WebBrowser
End Result: Faster time-to-market for algo provider with less effort
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The beginning
Started with OMS vendor input (5 in-depth interviews), initial schema created 15 major brokers published XML file samples Brokers published XML files but no parsers/renders available to implement/test OMS vendors identified additional needs Identified numerous gaps and enhancements needed to actually use it
Decoupled data contract (Parameter) from GUI widget (Control) Enhanced GUI Library (generic, cross-platform functional description of control) Better aligned FIXatdl XML with FPL XML standards (Sexton report) Iterative feedback and continued implementation process, weekly WG meetings Developed narrative documentation (spec) in conjunction with XML Schema Finalized schema and narrative documentation submitting for approval/release
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Control@parameterRef, Parameter@wireValue, etc Parameter@enumID <-> Controls ListItem@enumID Specifying GUI details (Layout) is now entirely optional
Parameters can be validated at Strategy-level (StrategyEdit) Created FLOW to handle workflow and basic GUI event handling Controls visible, enabled, and value can be rule driven (StateRule) Support nested/cascading rules (StrategyEdit and StateRule) Strategy filtering enhanced (Regions/Country, SecurityTypes, Markets) Explicit support for multi-language features via UTF-8 Support for New Order List and New Order Multileg Enhanced GUI Library (generic, cross-platform description of widgets)
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Jim Northey: The combination of the FIXatdl narrative specification document and the FIXatdl XML Schema files represent the FIXatdl normative specification. Other documents are suggested, such as user's guides, implementation guides, how-to's, but these are not part of the officially approved normative specification." The normative specification should focus on trying to in as unambiguously as possible and as formally as possible terms define "What is". The "how to" should be kept outside the normative specification.
Data: describes the data content of the algorithm and the parameters Data: used to author rules applied to the parameter values as a validation check GUI: XML constructs describing how a parameter should be rendered within a UI GUI: provides the ability to dynamically affect the behavior of a GUI control
atdl-flow-1-1.xsd
atdl-layout-1-1.xsd
atdl-validation-1-1.xsd
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RadioButtonList TextField
SingleSpinner
DropDownList
SingleSelectList
CheckBoxList Label
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Friday Feb 5 - Presentation to GTC If approved, Public Comment Period - One Week Comments received and any necessary changes proposed by the WG Reviewed by the GTC Governance Board (expeditiously) GTC Governance Board voting - no more than one week Proposed public launch event (in person media conference run by Daniella Baker) Mar 23 at the FPL EMEA Conference in London Using FPLs JIRA system to track issues and enhancements Using FPLs Central Desktop system to manage milestones/tasks Coordinating launch and roll-out plan with FPLs marketing and management teams
Ongoing management
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Q&A / Demos
http://fixprotocol.org/FIXatdl
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