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Overview

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.

Windows:

C:\Program Files\Marketcetera\METC-2.4.0\orderloader>bin\orderloader.bat
Copyright (c) 2006-2014 Marketcetera, Inc.
Orderloader version '2.4.0' (build 506 16892 20140514T234509902Z)
The input file is missing.
Usage: 'runOrderloader [-m {sys|fix_version_num}] [-b brokerID] [-u user] [-p password] csv_file_path'
The file format should be: OrderType,Price,Quantity,Side,Symbol,TimeInForce,SecurityType,Account,OrderCapacity,PositionEffect
Order Loading Options:
-m: Specifies parsing mode: 'sys' for system orders. One of 'FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4' for raw FIX Orders.
-b: Specifies brokerID to which the orders should be sent.
Authentication options:
Spring framework (overriding context)
 Set 'metc.client.user' to username in properties file
 Set 'metc.client.password' to password in properties file
Command-line options (overriding context)
 -u or -user followed by username
 -p or -password followed by password
Console terminal
 Type username when prompted
 Type password when prompted (password won't echo)

Linux:

$ bin/orderloader.sh 
Copyright (c) 2006-2014 Marketcetera, Inc.
Orderloader version '2.4.0' (build 506 16892 20140514T234509902Z)
The input file is missing.
Usage: 'runOrderloader [-m {sys|fix_version_num}] [-b brokerID] [-u user] [-p password] csv_file_path'
The file format should be: OrderType,Price,Quantity,Side,Symbol,TimeInForce,SecurityType,Account,OrderCapacity,PositionEffect
Order Loading Options:
-m: Specifies parsing mode: 'sys' for system orders. One of 'FIX.4.0, FIX.4.1, FIX.4.2, FIX.4.3, FIX.4.4' for raw FIX Orders.
-b: Specifies brokerID to which the orders should be sent.
Authentication options:
Spring framework (overriding context)
 Set 'metc.client.user' to username in properties file
 Set 'metc.client.password' to password in properties file
Command-line options (overriding context)
 -u or -user followed by username
 -p or -password followed by password
Console terminal
 Type username when prompted
 Type password when prompted (password won't echo)

There are several sample files included with the Order Loader. These files demonstrate the file format expected by the Order Loader.

Mode

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.

Broker ID

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.

Credentials

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):

  1. Command-line using '-u' and '-p'
    The username and password are specified on the command line.
  2. Order Loader configuration files
     The username and password are specified in orderloader/conf/orderloader_user.properties
  3. 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. 

File Format

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.

Header Row

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:

  • Symbol
  • OrderType
  • Quantity
  • Side
  • Account
  • OrderCapacity
  • PositionEffect
  • Price
  • TimeInForce

Other fields are allowed by specifying the FIX field number (58, for Text, for example), as the column header.

Data Rows

Each data row represents an order. Data rows must have a column for every column in the header row.

Sample

Symbol,Side,Quantity,Price,OrderType,TimeInForce,Account
SUNW,Buy,3000,4.23,Limit,Day,TOLI
SUNW,SellShort,4000,4.26,Limit,Day,TOLI
GOOG,Buy,2000,408.1,Limit,Day,TOLI
GOOG,SellShort,4000,408.18,Limit,Day,TOLI
MSFT,Buy,3000,22.8,Limit,Day,TOLI
MSFT,SellShort,2000,22.81,Limit,Day,TOLI
IBM,Buy,5000,77.65,Limit,Day,TOLI
IBM,SellShort,1000,77.73,Limit,Day,TOLI
T,Buy,2000,27.5,Limit,Day,TOLI
T,SellShort,3000,27.55,Limit,Day,TOLI
FRO,Buy,1000,37.68,Limit,Day,TOLI
FRO,SellShort,2000,37.75,Limit,Day,TOLI
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