Saxo Trading Components Samples

Contents

About The Samples
Setup
Running The Market Data Sample in StreamBase Studio
Running The Previously Quoted Order Samples in StreamBase Studio
Importing This Sample into StreamBase Studio
Sample Location

About The Samples

This sample demonstrates using the Saxo Trading Components handlers to connect to and perform operations at that venue.

Setup

The SaxoMarketData.cfg and SaxoExecution.cfg files must be edited to include the correct credentials and logging information required to connect to the venue.

Please contact your venue support for them to give you these credentials and network connection information. Some information you will likely need:

  1. SenderCompID

  2. TargetCompID

  3. OnBehalfOfCompID

  4. SocketConnectHost

  5. SocketConnectPort

  6. Username

  7. Password

The SaxoInitialSubscriptions.txt file is used to determine the initial market data requests to be sent to the venue. Review this file to see what requests will be made when running the samples.

Running The Market Data Sample in StreamBase Studio

  1. In the Package Explorer, double-click to open the MarketData.sbapp. Make sure the application is the currently active tab in the EventFlow Editor.

  2. Click the Run button. This opens the SB Test/Debug perspective and starts the application.

  3. In the Application Output view, observe tuples emitted on the VenueStatus stream which gives details about the connection.

  4. In the Application Output view, observe tuples emitted on the TopOfBook and DepthOfBook output streams which is the market data being received.

  5. Select the tuple emitted from the DepthOfBook stream, then use the triangles next to the data fields displayed to analyse and understand their structure.

  6. A market data command SUB_CMD_UNSUBSCRIBE will automatically be sent to the venue after ${MaxMessagesReceived} TopOfBook quotes are received which is defaulted to 10.

  7. Press F9 or click the Stop Running Application button.

Running The Previously Quoted Order Samples in StreamBase Studio

  1. In the Package Explorer, double-click to open the PrevQuoteOrder.sbapp. Make sure the application is the currently active tab in the EventFlow Editor.

  2. Click the Run button. This opens the SB Test/Debug perspective and starts the application.

  3. In the Application Output view, observe tuples emitted on the MDVenueStatus and ExecVenueStatus streams which gives details about the connection.

  4. In the Application Output view, observe tuples emitted on the TopOfBook which after the first tuple will trigger an order to be placed.

  5. In the Application Output view, observe tuples emitted on the SentOrders stream which gives details about the order being sent to the venue.

  6. Select the tuple emitted from the ExecutionReport stream, then use the triangles next to the data fields displayed to analyse and understand their structure.

  7. Press F9 or click the Stop Running Application button.

Importing This Sample into StreamBase Studio

In StreamBase Studio, import this sample with the following steps:

  • From the top menu, select File → Load StreamBase Sample.

  • Select Saxo sample from the Trading Components category.

  • Click OK.

StreamBase Studio creates a single project containing the sample files.

Sample Location

When you load the sample into StreamBase Studio, Studio copies the sample project's files to your Studio workspace, which is normally part of your home directory, with full access rights.

Important

Load this sample in StreamBase Studio, and thereafter use the Studio workspace copy of the sample to run and test it, even when running from the command prompt.

Using the workspace copy of the sample avoids the permission problems that can occur when trying to work with the initially installed location of the sample. The default workspace location for this sample is: 

studio-workspace/sample_Frameworks_TradingComponents_saxo

See Default Installation Directories for the location of studio-workspace on your system.

In the default TIBCO StreamBase installation, this sample's files are initially installed in: 

streambase-install-dir/sample/Frameworks/TradingComponents/saxo

See Default Installation Directories for the location of streambase-install-dir on your system. This location may require administrator privileges for write access, depending on your platform.