The Order Loader is a command-line utility which can accept orders and send them to a broker or exchange via DARE - Marketcetera's order routing engine.
There are several sample files included with the Order Loader. These files demonstrate the file format expected by the Order Loader.
The mode parameter, '-m', specifies the Order Loader mode. The mode indicates how you intend to describe the various fields. If you specify sys, this indicates to the Order Loader that you will be describing the column values in terms of the Marketcetera identifiers. Otherwise, specify a FIX version, e.g., 'FIX.4.2' to use FIX values from that version. Mode is not required and defaults to sys.
The broker parameter, '-b', specifies the broker to which to target the orders in the file. All orders are targeted to the same broker. The broker ID specified must correspond to a valid broker ID in the server to which the Order Loader connects to send the orders. The broker ID is not required. If omitted, the orders will be sent to the default broker as determined by the server configuration.
The credentials used by the Order Loader to load the orders into the Marketcetera Automated Trading Platform may be supplied in one of three ways (in precedence order):
- Command-line using '-u' and '-p'
The username and password are specified on the command line.
- Order Loader configuration files
The username and password are specified in orderloader/conf/orderloader_user.properties
- Console prompt
If neither of the above are provided, Order Loader will prompt for the username and password.
In any case, the username and password must correspond to a valid user as defined in the Order Routing System to which the Order Loader is connecting.
The file you pass as a parameter to the Order Loader contains one or more orders that you want to load into the Marketcetera Automated Trading Platform. The format of the file is CSV (comma-separated values). Lines that start with the '#' character are ignored.
The first non-comment line in the file defines the columns expected for each of the data rows. Each column represents a field in the order. Each data row must have an entry for every column, even if the column is entry for that row.
There are two types of columns: predefined and custom. Predefined columns (mandatory in bold) are:
Other fields are allowed by specifying the FIX field number (58, for Text, for example), as the column header.
Each data row represents an order. Data rows must have a column for every column in the header row.