connector for trading. StockSharp

Assign, install and work with StockSharp Installer.

2020-09-01T08:41:16Z

The Installer allows you to:
- download and install Designer, Terminal, Hydra
- buy or install connectors MT 4, MT 5, MatLab
- buy and install additional software
- install the program together with bought connectors
- track the process of purchasing new programs
- download the API library and automatically tracks its updates.
- download the purchased training lessons, the Shell.

How to install the program:

1. Download stocksharp_setup.exe (.NET 6 will be installed automatically).

2. Start the installation file stocksharp_setup.exe and follow the instructions.
Sometimes Windows prevent the installation and pop up the warning like below:

In this case click More info in the warning window. You'll get the next one:

After clicking "Run anyway" button the installation begins.

3. After installation, open the program window.

How to work with Installer:

Installer allows you to:
- select programs available for download
- manage updates of downloaded programs
- purchase available paid programs

For the convenience of finding the necessary product in the program, you can choose the type of application.

To install the desired application, you need to:

1. Select the app, click install, agree to the license agreement, and click Continue.

2. After this you need to choose the installation path.
IMPORTANT! It is necessary that the folder where the program will be installed is empty.

3. After selecting the directory, click Continue.

4. Select Execute and the installation process begins.

5. After installation, you can use the program.

To delete the program, select delete and click Continue.

To repair, select repair and click Continue.

Installer independently tracks all software updates and updates itself automatically. Therefore, there is no need to delete it after installation.
Installer is not closed by clicking on the "X" in the program window, but is closed via the toolbar, select the menu (using the right mouse button) Close.

You can also check for updates by clicking the check for updates button in the right corner of the program window.

If updates are available, a notification will appear.

To purchase paid apps, select the software you need and click the Buy button.

Bitmex

2021-03-19T11:08:51Z

S#.Bitmex connector is developed and stands for communication and exchanging data between both Bitmex Crypto exchange and S# programs: S#.Data, S#.Terminal, S#.Designer, S#.Shell. It is fully compatible with our S#.API such as other custom software based on it.

Its features and functionality:

- Connection to Bitmex Crypto exchange and receiving all the data it needs for the trade such as price, volume, order book, etc.
- Portfolio Status Update
- Get historical data for cryptocurrencies
- Get the status of your order and its execution
- A list of functions provided by API

Try out the connectors!

2021-04-15T09:00:11Z

Dear friends,

we have really good news for you! 😉 And they are all about connectors!

Many of you seems very interested in our products and their use. We allow our clients to begin a trial period just for $1 a fully functioned version of a cryptoconnector!
So far, not all connectors are available for a trial period, so we wait your comment what products you would like to get and we'll make trial period!

Regards,
StockSharp team

Share your projects with us! And make it visible for the world!

2021-03-04T12:51:20Z

Dear friends!

Many of you have been using our platform for quite a long time and the programs built on it. With the help of S#.API library many of you created own applications, built connectors and utility which helping to solve your problems. But what if your application may help other users? Perhaps you want to share some of your pre-built projects with other members to contribute in a community?

Send us detailed description about your projects to info@stocksharp.com:
- Describe your application you willing to share with others
- Will you charge for your application or is it completely free?
- Explain about all essentials functions and features you consider important.

On the grounds of this, we will make the most interesting applications available to a wide range of users through S#.Installer. And of course, we will indicate that you are the author of the product! We are waiting for you! [happy]

In conclusion, the most interesting and advanced projects will be available through Installer for a broad audience. And of course, the author of the application will be shown and all rights will be reserved.

Free connectors on Github!

2020-12-03T14:31:39Z

Friends,

Don’t forget that all samples for FIX connectors and crypto-connectors are free and available!!

Go to GITHUB and check the source code! If you had some difficulties by developing it, then use them as a sample for creating your own connector and share your thoughts with other users!

Happy trading! [happy]

Regards,
StockSharp team

Do it! Your own connector!

2020-12-01T14:51:19Z

Dear friends,

Our free S#.API library for both beginners and advanced algo traders is very flexible and allows our users create your own connectors!

In addition, we updated our documentary section related to this topic!

We sincerely wish that there are some programmers will be keen to dig into since there is nothing easier than to write your own connector-adapter!

Regards,
StockSharp

StockSharp online store!

2020-11-19T12:47:28Z

Good news everyone!

Welcome to our new online store! We've just opened a new online store which located in trading robot section and warmly welcome you!

From now on every of you can order any of our products and moreover you can publish and sell your products through our website, dear client!

Contact to our email info@stocksharp.com, we will reply your questions and will provide assistant with your products.

FAQ on FIX Protocol. Limit orders FOK and IOC (FAK).

2019-11-15T18:04:12Z

Earlier, we said that the FIX Protocol not only increased the speed of traders in the market, but also provided an opportunity for market participants to use limit orders, which reduced the risks of trading. Let's take a closer look at two types of limit orders.
Let's start with the FOK order.
Literally, its name stands for - 'Fill Or Kill'. The essence of this order is that it is executed immediately and in full at the stated price, or will not be executed at all, which eliminates the possibility of slippage. Thus, if your order cannot be executed in full, then the order is simply 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 the book contains only 19, so the order can not be executed completely, and the system cancels it.

The next type of limit orders are IOC orders.
The name 'Immediate OR Cancel' 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 'Fill And Kill', 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:

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.

FAQ on FIX Protocol. Limit orders when working through FIX Protocol.

2019-10-21T13:10:12Z

As mentioned earlier, an important advantage of working through FIX Protocol is the ability to use limit orders FOK ('Fill or Kill') and IOC ('Immediate Or Cancel'). Their advantage over simple market orders is the absence of price slippage. In fact, for arbitrage strategies, such as "Edward-Scissorhands" from StockSharp, this means almost zero risk. Consider how the orders FOK and IOC FIX Protocol on the example of comparing them with conventional orders.
Before making a trade, the trader has the opportunity to sell or buy the selected asset using a limit or market order. The option chosen by the trader determines the level of control over the execution price.
Thus, a market order determines its execution in the shortest possible time and at the best available price. [smile] For example, if you buy 100 units on a market order, the order will be executed entirely at the price that is available on the market. Accordingly, 50 units can be conditionally at a favorable price, and the rest at a price less favorable or completely unprofitable, in other words, the order will be executed at several different prices. At the same time, we have a situation with a large slippage. [laugh]

FIX Protocol allows the trader to set his own execution price, so it will be executed at the specified price or higher. This is the use of a limit order. For example, if a trader placed a limit order to sell an asset and set a strike price of $ 100, the order will not be executed until the price for the placed asset is equal to or above the set limit of $ 100.[nerd]

For this reason, we recommend using the FIX Protocol connection, and provide the opportunity to purchase connection connectors or develop connectors individually. The full range of our products can be found here.

The FIX Protocol. FIX message architecture.

2019-10-14T11:33:50Z

Today it is impossible to imagine stock trading without the use of FIX Protocol. However, it appeared relatively recently - in 1992.
The increase in speed and data volume has prompted the creation of a fundamentally new connection with high bandwidth and reliable connectivity.
Today, the fifth version of the FIX5 Protocol has been released, which should replace the previous FIX4. However, the most popular for use is still FIX4, which has proven itself as the optimal solution for data transmission.
The Protocol itself exists in two syntaxes, XML (second name FIXML) and Tag=Value. It is worth saying that the Protocol is divided into 3 levels - transport, session, application.

For a better understanding of the mechanism of the Protocol, consider each of the levels separately.
Let's start with the transport layer of the FIX Protocol.
This level describes the structure of the message transmitted through the FIX Protocol. Gives a description of how the message structure is constructed.
Considering it it is possible to tell the following that it is the usual line containing the cipher written by means of syntax of FIX of the Protocol. In fact , it is a cipher containing a message to be sent to the trading floor.

The example shows the message transport LAYER fix Protocol, which is directed to the exchange Lmax. This message conveys the information that the trader wants to log in to the trading system to make transactions.
At first glance, this message is a set of numbers and symbols, but let's analyze what information this message contains.
In our example, we see the syntax of type "Tag=Value". All messages consist of several components - fields, these fields are divided by vertical lines. Each field is divided into two parts by the sign "=". It turns out that to the left of the sign is equal-the "Tag", and to the right-the "Value". Tags are always positive and integers that indicate the name of the field. Each exchange provides a kind of documentation, according to which messages are encrypted and decrypted by the FIX Protocol. It specifies the names of the "Tags" that describe the data type and the description of the data itself.
Almost all fields are standardized, having the same meaning on all trading floors. However, it is worth saying that at the same time, not every exchange supports them. Messages sent via the FIX Protocol contain mandatory and optional fields, as well as conditionally required fields, the presence of which is conditioned by the presence of other fields. In the diagram below we can clearly see the division of the message into fields.
Let's look at an example of such a record.

The separation of fields occurs by means of the SOH symbol, which stands for-Start of Heading, and belongs to the ASCII encoding method. In this case, this symbol is not displayed as an abbreviation, but is conditionally indicated by a vertical line and from the point of view of the UNICODE format has the value “\u0001”.
The same is worth noting that the message is built from three parts. Conventionally, they are shown in different colors:
- Green-header
- Pink-body
- Lilac - checksum
Let's take a closer look at what each of the parts is.
The message header can contain a different number of fields, consider the main ones that must be in the FIX message:
- 8 = FIX.4.4-this field indicates the Protocol version, it is always the first.
- 9 = 123-this field indicates the size of the FIX message, it is the second message size, always the second in a row
- 35 = V-this field means the name of the operation to be performed, in this case V-market data query, this field is always the third.
- 34 = 2-denotes which account message is calculated for the current session.
- 49 = FIXtest1 – this field means the sender user ID, which is assigned by the exchange.
- 54 = 20120924-14:05:44.952 is the current time of sending the message.
- 56 = LMXBDM-this field is the value of the identifier that is assigned to the recipient by the exchange.
Considering the body of the FIX message, we can say that this is a list of fields that correspond to each of the types of requests. The practice of using a set of fields or groups that contain the same tags is also used.
Let's assume we need to request information on a list of tools. In this case, each of them will have the same tag, and differ only in content. We list the necessary tools, using a separate field for each. This type of record is called a group or set of fields. They will all have the same tag or data type, and differ only in content.
Consider the checksum. The calculation is performed in accordance with a special algorithm, the calculation takes the header and body. In the beginning, the length of the "header plus body" is calculated, then divide the length by 256 and get the remainder. The checksum consists of three characters. If in the remainder of the division we got 20, then forward we add 0, and get 020. As a result, the checksum in our case will have the form " 10 = 020|".
Now consider the session-level Protocol. This FIX message Protocol regulates the mechanism of establishing/disconnecting the connection, maintaining the connection, reporting missing data. It consists of a number of messages:
1. Logon (35=A) - by means of this message, the user is authenticated by the server. It is sent first, and serves as a signal to the beginning of the data transfer session. On successful startup, a response message is received, on error-a message about the error occurred.
2. Logout (35=5) - this message indicates a disconnection from the server.
3. Heartbeat (35=0) - this message notifies the readiness of counterparties, is sent to both parties, another name is the message "pulse". The frequency of sending the pulse is set by the user in the First logon message.
4. Test Request (35=1) - this message is a test message and is sent when the counterparty has not sent a pulse message within the specified period. The session will be closed if this message remains unanswered.
5. Resend Request (35=2) is a request message that is directed to send a repeated message. Resend Request, for example, can repeat to give a signal that the exchange would repeat the missed information.
6. Reject (35=3) – the message is sent in response if the previous one is incorrectly formed.
7. Sequence Reset (35=4) - this message can take two forms.
- in the field GapFillFlag (tag 123) is the value " Y”, used to ignore administrative messages, if there is a repetition of their sending.
- in the second case, it is used To reset the MsgSeNum counter.
The last level of FIX messages is applied.
This level has the most capacious description, this is due to the fact that this level contains information that is necessary to work with the trading platform.
Let's look at the main messages of this level:
1. Market Data Request (35=V) - the message sends a signal that the user subscribes to the stream of transmitted data on quotes in the current time period. The user can unsubscribe from receiving data through a similar request, specifying the ID of the previous message. In this case, he will receive a message MarketDataSnapshotFullRefresh (35=W).
2. New Order Single (35=D) – a message about the user's desire to place an order in the system. The user has the ability to set their own ID, this simplifies the process of tracking the execution, partial execution or cancellation of the order.
3. Execution Report (35=8) – execution report message that provides information on the status of the order executed or canceled, and for what reasons. This report is specified as Exec Type (Tag 150).
4. OrderCancelRequest (35=F) - message about the request to cancel the placed order.

We have analyzed the main aspects of working with messages transmitted by means of FIX Protocol. The number of such messages and query options is huge, and every year the possibilities and tools for working with FIX Protocol are growing. The specification of such messages is regulated by the exchange, leaving a standardized form for recording requests.
Let me remind you that the transmission of such messages takes place directly when directly connected to the trading floor, through FIX connectors. The cost of such connectors and their name are different, more information about the specification of connectors can be found on our website.

FAQ on FIX Protocol. FIX message transmission system

2019-10-07T15:40:35Z

FIX Protocol is a mechanism of trade data exchange. The system itself consists of two data streams: incoming and outgoing, presented in the form of messages (administrative and user).

The process of interaction between the dealer and the end broker is carried out in the extranet, in which the two information systems exchange FIX messages [nerd]. According to the FIX Protocol, messages are processed, followed by their transfer to the order management system, from which they become available to the broker.
Scheme of interaction of two information systems by means of FIX

The trader connects to the exchange via the Internet. To create a connection , the trader and the exchange exchange information about IP addresses and ports through which data is exchanged, as well as add exceptions to the firewall.
The FIX message itself contains the name of the party receiving the message and the party transmitting it, so there is no possible substitution or tracking of messages.
To guarantee the confidentiality of the transmitted information, use SSL / TSL encryption.

This type of encryption allows you to use the simplest way to decrypt the Laugh data that comes on the FIX Protocol and sent it

Using this method of data transmission, not only speeds up the work and increases the amount of data transmitted [laugh], but guarantees the safety of work. Our company offers connectors for high-frequency trading, which provide both of these parameters, allowing trouble-free operation in the market. Detailed description and cost of connectors is presented on our page.

FAQ on FIX Protocol. Scope of FIX Protocol.

2019-09-28T19:15:24Z

FIX Protocol has found great application among traders, let's look at why.
Financial Information Exchange, it stands as an abbreviation FIX.

That translates to sharing financial information.
It is designed for financial markets, for the purpose of high-speed transmission of a huge amount of data. Today it is used by most of the participants of the financial market, establishing communication between information systems, is the standard of interaction in the financial market.[nerd]

FIX API or FIX Protocol has a number of indisputable advantages:

- the simplicity of the Protocol architecture allows a high frequency and a small time interval to transfer a large amount of data;
- since the FIX Protocol is one, the connection between the participants on it does not require a large amount of time;
- the Protocol provides a trader with its own trading system to be anonymous to those who are available operations;
- the Protocol has a large number of specialized tools, in particular-a standardized language in which market participants communicate.
- if you have FIX API, you can use limit orders FOK and IOC. To avoid slippage, the deal is either opened at your price, or simply does not open, the price does not slide.

FIX API allows you to design your trading systems, such as the "black box" of algorithmic trading, they are able to receive a huge amount of information from a huge number of different resources, making decisions based on the received information[laugh]. All this allows the process of obtaining and analyzing information, as well as placing orders on the market via FIX API to take milliseconds.
StockSharp company has long been providing the opportunity to purchase FIX connector at a favorable offer, providing flexibility when buying a package of connectors. More information about offers and discounts can be found on our page.

FAQ on FIX Protocol. History of creation

2019-09-19T20:41:41Z

The creation of the FIX Protocol, in 1992 , revolutionized the world of stock trading. The purpose of its creation was to make a convenient high-speed method of transmitting and receiving exchange information of large volume, between trading participants, as a replacement for trading via the phone, prevailing at the time.
To date, the FIX Protocol is supported by most of the largest exchanges in the world.

Since the creation of the FIX Protocol, a lot of time has passed, and during this period the information trading network is constantly improved, along with it and improved the Protocol itself.[nerd]

Throughout this time, new functionality was added to the FIX Protocol, support for new tool classes appeared.

Now the most widely used Protocol is FIX 4.4, but the latest version of the Protocol is FIX 5.0. the Protocol itself exists in two syntaxes, XML (second name FIXML) and key - value. It should be said that the Protocol is divided into 3 levels - transport, session, application.

The company StockSharp for a long time provides the opportunity to purchase access via the FIX Protocol to famous trading platforms, providing a complete list of connectors for trading. Buying connectors through our company, you can be sure of full reliability and stability of access , as well as the possibility of technical support.

You can learn more about connection methods on our page.