Good afternoon. We continue to talk about StockSharp\u0027s products, and in past articles we have analyzed the S#.Designer trading robot constructor, as well as the S#.Shell graphical framework, which helps you create trading robots, including in C# using the S#.API library. The work of these programs is aimed at creating trading systems using programming languages or cubes, in which the lines of code are replaced with cubes for simplicity, performing trading operations or responsible for conditions and parameters. Creating trading robots would not be complete without testing the newly created trading strategy. To test and debug trading robots, before launching on real trading, you need to conduct testing on market data to make sure that they work correctly, consider possible \"thin spots\" or errorsthat occur during trading. Today, market data plays an important role not only for technical analysis of trading systems, but also for analysis of market behavior in General. Agree that having data on market behavior for the period of interest, under the appropriate conditions, you can accurately predict the behavior of the market, thus you can predict the development of events. Today, market data is the most valuable information for a trader, and its search is necessary for him, both for future trading and for analyzing the actions performed. The problem with getting market data is the small number of sources that provide information on favorable terms. There are always restrictions for teaching, either the data is paid, or it is limited to the period for which it is provided. Moreover, the trader receives data from only one source, and changing sources to get other data is quite an inconvenient procedure. Based on the needs of the trader inS#, we developed the S#.Data or just Hydra. What is she setting up? The S#.Data is a program for automatically loading market data. source-market-data.gif The user is provided with a huge Arsenal of functions: *- Select the source of market data (more than a hundred sources to download). -Selection of the necessary financial instrument that is of interest to the trader. Select data type: candles, tick deals and glasses An impressive selection of timeframes for downloading market data.* source-market-data-download.gif A huge advantage of Hydra is the ability to choose the data storage format. Thus, after downloading market data, the user saves it in a convenient format and can use it when testing their strategy on any platform. Data can be saved in two formats: in the special S#.Data (BIN) - binary format, which provides the maximum compression rate, or in CSV text format, which is convenient when analyzing data in other programs. market-data-download.gif All the user needs is to configure the source of market data, select the tool and the required period. In this case, you can configure the program to continuously save market data. The ability to use server mode allows you to save market data on the server and configure access from anywhere in the world, which allows you to create huge amounts of data for more detailed analysis or use in long-term auctions. At the same time, S#.Data can use both historical and real-time data sources (for example, connecting SmartCOM to get glasses). This is possible by using an extensible (plug-in) source model. Also, Hydra is a plugin that allows you to develop your own sources. The ability of the Analytics function allows you to analyze data according to various criteria without leaving the program. Plotting the data of stock quotes and indexes, make the downloaded data more visible and more convenient to use. A very important advantage that makes this program unique, in addition to a set of features that any other program can envy, is that the Hydra program is completely free. All these features are not the limit of functionality, only bright distinctive features that make Hydra an indispensable tool for any trader who is especially set up for profit.
Earlier, we said that the FIX Protocol not only increased thespeed of traders in the market, but also provided an opportunity for market participants to use limit orders, which reduced the risks of trading. Let\u0027s take a closer look at two types of limit orders. Let\u0027s start with the FOK order. Literally, its name stands for - \u0027Fill Or Kill\u0027. The essence of this order is that it isexecuted immediately and in full at the stated price, or will not be executed at all, which eliminates the possibility of slippage. Thus, if your ordercannot be executed in full, then the order issimply rejected, if the order can be executed in full, then the order is executed in full at the specified price. [nerd] This type of order is very convenient for scalping or arbitrage strategies, as they eliminate the risk of slippage. In fact, we can say that the \"Edward – Scissorhands\"arbitrage strategy from StockSharp eliminates risks. Below is an example of the rejection of the FOK order in the CME system, due to the fact that the order size is 20, and thebook contains only 19, so the order can not be executed completely, and the system cancels it. FOK-orde-FIX-protocol.jpg The next type of limit orders are IOC orders. The name *\u0027Immediate OR Cancel\u0027*means that the order is executed in whole or in part at the set price, otherwise the order will be canceled. For example, if the order size is 100 units, only 50 units can be sold at the set price. If we use an order of type FOK, the system will cancel it, as it can not be fully executed. When using the IOC limit order, the order will be executed for 50 units, and the remaining ones will be canceled. IOC also has another name FAK, which stands for \u0027Fill And Kill\u0027, executed and discarded the remainder.[nerd] For example, an IOC order will be partially executed (in the CME system, its name is FAK). If we buy 15, and the book contains only 10, then we buy 10, and the remaining 5 are rejected, so this order can be called partially executable: IOK-order-FIX-protocol.jpg Limit orders when working through the FIX Protocol allow the trader to reduce risks, and in some cases, especially when working with arbitrage strategies to reduce them to zero. Our company provides a range of programs to work in the market through FIX connect, such as: designer trading strategies Designer, trading program Terminal. We also provide a full range of connectors for connection to trades, including FIX. Flexible system of discounts and reliability of connection, makes us one of leaders in the market. The full range of connectors and software can be found on our website.