Bloomberg and OpenMAMA


macrux
 

Hi there,

I have some doubts about OpenMAMA and Bloomberg. In first place, I'm wondering if it is possible to conect multiple subscriber applications to bloomberg (using the tick42blp middleware bridge), each one subscribed to the same source (the name space for the data, e.g. "BlpMktData"), but subscribed to a different symbols, something  like this:
 ___________     ___________    ___________
| subscriber-1 |    | subscriber-2 |  | subscriber-n |           
|___________|     |___________|  |___________|
_______|____________|_____________|_______ 
|                         openMAMA                            |
|________________________________________|
                    _______|________
                   | bloomberg bridge  |
                   |________________|

*subscriber-1, 2 and n are subscribed to diferent individual symbols.

In second place, is it possible to use openMAMDA to get the order books for each one of those subscribed symbols with the current available bridge from Tick42?

And that's all. Thank you for your help, I will really appreciate it, and other additional information or advices you want to give me.

Best regards,

Nestor.







Gary Molloy <g.molloy@...>
 

Hi Nestor,

 

Thanks for your email.

 

Could I ask you to clarify your scenario a bit more please?  For example when you say you have multiple subscribing applications, would these be separate instances of the application, or perhaps with the same process?  From an OpenMAMA perspective there shouldn’t be any problem with making multiple subscriptions to the same source via the same bridge.

 

For your second query, yes OpenMAMDA is capable handling orderbooks.

 

Thanks,

Gary

 

 

Gary Molloy – SR Labs

Adelaide Exchange | 24-26 Adelaide Street | Belfast | BT2 8GD

g.molloy@...

 

From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...] On Behalf Of Macrux
Sent: 28 May 2015 18:34
To: openmama-dev@...
Subject: [Openmama-dev] Bloomberg and OpenMAMA

 

Hi there,

I have some doubts about OpenMAMA and Bloomberg. In first place, I'm wondering if it is possible to conect multiple subscriber applications to bloomberg (using the tick42blp middleware bridge), each one subscribed to the same source (the name space for the data, e.g. "BlpMktData"), but subscribed to a different symbols, something  like this:
 ___________     ___________    ___________

| subscriber-1 |    | subscriber-2 |  | subscriber-n |           
|___________|     |___________|  |___________|
_______|____________|_____________|_______ 

|                         openMAMA                            |

|________________________________________|
                    _______|________

                   | bloomberg bridge  |
                   |________________|

*subscriber-1, 2 and n are subscribed to diferent individual symbols.

In second place, is it possible to use openMAMDA to get the order books for each one of those subscribed symbols with the current available bridge from Tick42?

And that's all. Thank you for your help, I will really appreciate it, and other additional information or advices you want to give me.

Best regards,

Nestor.

 





Tom Doust
 

Hi Nestor

 

Just to add to Gary’s reply. The Bloomberg API will support multiple connections on the same source. The number of different symbols you can subscribe to is limited only by what you are entitled to and by any subscription limits that Bloomberg may apply to your account.

 

Currently, the Tick42 blp  bridge does not generate mamda book messages. This is planned for a future version, but not yet scheduled

 

I hope this answers you questions, but please feel free to contact us if you need any further information.

 

Best regards

 

Tom Doust

 

 

From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...] On Behalf Of Gary Molloy
Sent: 08 June 2015 15:37
To: Macrux; openmama-dev@...
Subject: Re: [Openmama-dev] Bloomberg and OpenMAMA

 

Hi Nestor,

 

Thanks for your email.

 

Could I ask you to clarify your scenario a bit more please?  For example when you say you have multiple subscribing applications, would these be separate instances of the application, or perhaps with the same process?  From an OpenMAMA perspective there shouldn’t be any problem with making multiple subscriptions to the same source via the same bridge.

 

For your second query, yes OpenMAMDA is capable handling orderbooks.

 

Thanks,

Gary

 

 

Gary Molloy – SR Labs

Adelaide Exchange | 24-26 Adelaide Street | Belfast | BT2 8GD

g.molloy@...

 

From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...] On Behalf Of Macrux
Sent: 28 May 2015 18:34
To: openmama-dev@...
Subject: [Openmama-dev] Bloomberg and OpenMAMA

 

Hi there,

I have some doubts about OpenMAMA and Bloomberg. In first place, I'm wondering if it is possible to conect multiple subscriber applications to bloomberg (using the tick42blp middleware bridge), each one subscribed to the same source (the name space for the data, e.g. "BlpMktData"), but subscribed to a different symbols, something  like this:
 ___________     ___________    ___________

| subscriber-1 |    | subscriber-2 |  | subscriber-n |           
|___________|     |___________|  |___________|
_______|____________|_____________|_______ 

|                         openMAMA                            |

|________________________________________|
                    _______|________

                   | bloomberg bridge  |
                   |________________|

*subscriber-1, 2 and n are subscribed to diferent individual symbols.

In second place, is it possible to use openMAMDA to get the order books for each one of those subscribed symbols with the current available bridge from Tick42?

And that's all. Thank you for your help, I will really appreciate it, and other additional information or advices you want to give me.

Best regards,

Nestor.

 




macrux
 

Hi Gary, Tom,

I'm going to clarify the scenario:

I'm trying to build an Automatic Trading System on the OpenMAMA basis. The initial market data provider is Bloomberg (a normal subscription, not b-pipe). I want to run different algorithms where each one is a separated instance, like the figure shows:





Now, thinking about the Tom answer, right now it seems not to be possible to get the order book using the tick42 bridge, do you know how could I accomplish this requirement?

Do you have any suggestion about a better way to build this algorithmic trading system?

Thanks in advance and,

Kind regards,

On 10 June 2015 at 11:21, Tom Doust <tom.doust@...> wrote:

Hi Nestor

 

Just to add to Gary’s reply. The Bloomberg API will support multiple connections on the same source. The number of different symbols you can subscribe to is limited only by what you are entitled to and by any subscription limits that Bloomberg may apply to your account.

 

Currently, the Tick42 blp  bridge does not generate mamda book messages. This is planned for a future version, but not yet scheduled

 

I hope this answers you questions, but please feel free to contact us if you need any further information.

 

Best regards

 

Tom Doust

 

 

From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...] On Behalf Of Gary Molloy
Sent: 08 June 2015 15:37
To: Macrux; openmama-dev@...
Subject: Re: [Openmama-dev] Bloomberg and OpenMAMA

 

Hi Nestor,

 

Thanks for your email.

 

Could I ask you to clarify your scenario a bit more please?  For example when you say you have multiple subscribing applications, would these be separate instances of the application, or perhaps with the same process?  From an OpenMAMA perspective there shouldn’t be any problem with making multiple subscriptions to the same source via the same bridge.

 

For your second query, yes OpenMAMDA is capable handling orderbooks.

 

Thanks,

Gary

 

 

Gary Molloy – SR Labs

Adelaide Exchange | 24-26 Adelaide Street | Belfast | BT2 8GD

g.molloy@...

 

From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...] On Behalf Of Macrux
Sent: 28 May 2015 18:34
To: openmama-dev@...
Subject: [Openmama-dev] Bloomberg and OpenMAMA

 

Hi there,

I have some doubts about OpenMAMA and Bloomberg. In first place, I'm wondering if it is possible to conect multiple subscriber applications to bloomberg (using the tick42blp middleware bridge), each one subscribed to the same source (the name space for the data, e.g. "BlpMktData"), but subscribed to a different symbols, something  like this:
 ___________     ___________    ___________

| subscriber-1 |    | subscriber-2 |  | subscriber-n |           
|___________|     |___________|  |___________|
_______|____________|_____________|_______ 

|                         openMAMA                            |

|________________________________________|
                    _______|________

                   | bloomberg bridge  |
                   |________________|

*subscriber-1, 2 and n are subscribed to diferent individual symbols.

In second place, is it possible to use openMAMDA to get the order books for each one of those subscribed symbols with the current available bridge from Tick42?

And that's all. Thank you for your help, I will really appreciate it, and other additional information or advices you want to give me.

Best regards,

Nestor.

 





macrux
 

A link to the image, if you can't see it: image

On 11 June 2015 at 11:48, Macrux <kmacrux@...> wrote:
Hi Gary, Tom,

I'm going to clarify the scenario:

I'm trying to build an Automatic Trading System on the OpenMAMA basis. The initial market data provider is Bloomberg (a normal subscription, not b-pipe). I want to run different algorithms where each one is a separated instance, like the figure shows:





Now, thinking about the Tom answer, right now it seems not to be possible to get the order book using the tick42 bridge, do you know how could I accomplish this requirement?

Do you have any suggestion about a better way to build this algorithmic trading system?

Thanks in advance and,

Kind regards,

On 10 June 2015 at 11:21, Tom Doust <tom.doust@...> wrote:

Hi Nestor

 

Just to add to Gary’s reply. The Bloomberg API will support multiple connections on the same source. The number of different symbols you can subscribe to is limited only by what you are entitled to and by any subscription limits that Bloomberg may apply to your account.

 

Currently, the Tick42 blp  bridge does not generate mamda book messages. This is planned for a future version, but not yet scheduled

 

I hope this answers you questions, but please feel free to contact us if you need any further information.

 

Best regards

 

Tom Doust

 

 

From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...] On Behalf Of Gary Molloy
Sent: 08 June 2015 15:37
To: Macrux; openmama-dev@...
Subject: Re: [Openmama-dev] Bloomberg and OpenMAMA

 

Hi Nestor,

 

Thanks for your email.

 

Could I ask you to clarify your scenario a bit more please?  For example when you say you have multiple subscribing applications, would these be separate instances of the application, or perhaps with the same process?  From an OpenMAMA perspective there shouldn’t be any problem with making multiple subscriptions to the same source via the same bridge.

 

For your second query, yes OpenMAMDA is capable handling orderbooks.

 

Thanks,

Gary

 

 

Gary Molloy – SR Labs

Adelaide Exchange | 24-26 Adelaide Street | Belfast | BT2 8GD

g.molloy@...

 

From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...] On Behalf Of Macrux
Sent: 28 May 2015 18:34
To: openmama-dev@...
Subject: [Openmama-dev] Bloomberg and OpenMAMA

 

Hi there,

I have some doubts about OpenMAMA and Bloomberg. In first place, I'm wondering if it is possible to conect multiple subscriber applications to bloomberg (using the tick42blp middleware bridge), each one subscribed to the same source (the name space for the data, e.g. "BlpMktData"), but subscribed to a different symbols, something  like this:
 ___________     ___________    ___________

| subscriber-1 |    | subscriber-2 |  | subscriber-n |           
|___________|     |___________|  |___________|
_______|____________|_____________|_______ 

|                         openMAMA                            |

|________________________________________|
                    _______|________

                   | bloomberg bridge  |
                   |________________|

*subscriber-1, 2 and n are subscribed to diferent individual symbols.

In second place, is it possible to use openMAMDA to get the order books for each one of those subscribed symbols with the current available bridge from Tick42?

And that's all. Thank you for your help, I will really appreciate it, and other additional information or advices you want to give me.

Best regards,

Nestor.

 






Sanjeev Wahi <wahi@...>
 

Hi Nestor, I did something similar (Making a Proto-Type of arca-order-book/algo-trading & QuantLib www.quantlib.org ) for a retail client in the past (using MAMDA/Wombat when it was owned by NYSE). (I did not use Tick42, so I cannot speak for Tick42 but with Wombat it works like following)

 

I developed few generic-utility templates using C/C++ OpenMAMA/OpenMAMDA API.

 

The data-flow works like following:

 

 

 

 

 

 

For details refer page # 22 of the attached OpenMAMDA doc.

 

Hope that helps,

 

-Best Regards,

Sanjeev

 

 

 

 

 

From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...] On Behalf Of Macrux
Sent: Thursday, June 11, 2015 12:53 PM
To: Tom Doust
Cc: openmama-dev@...
Subject: Re: [Openmama-dev] Bloomberg and OpenMAMA

 

A link to the image, if you can't see it: image

 

On 11 June 2015 at 11:48, Macrux <kmacrux@...> wrote:

Hi Gary, Tom,

I'm going to clarify the scenario:

I'm trying to build an Automatic Trading System on the OpenMAMA basis. The initial market data provider is Bloomberg (a normal subscription, not b-pipe). I want to run different algorithms where each one is a separated instance, like the figure shows:




Now, thinking about the Tom answer, right now it seems not to be possible to get the order book using the tick42 bridge, do you know how could I accomplish this requirement?

Do you have any suggestion about a better way to build this algorithmic trading system?

Thanks in advance and,

Kind regards,

 

On 10 June 2015 at 11:21, Tom Doust <tom.doust@...> wrote:

Hi Nestor

 

Just to add to Gary’s reply. The Bloomberg API will support multiple connections on the same source. The number of different symbols you can subscribe to is limited only by what you are entitled to and by any subscription limits that Bloomberg may apply to your account.

 

Currently, the Tick42 blp  bridge does not generate mamda book messages. This is planned for a future version, but not yet scheduled

 

I hope this answers you questions, but please feel free to contact us if you need any further information.

 

Best regards

 

Tom Doust

 

 

From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...] On Behalf Of Gary Molloy
Sent: 08 June 2015 15:37
To: Macrux; openmama-dev@...
Subject: Re: [Openmama-dev] Bloomberg and OpenMAMA

 

Hi Nestor,

 

Thanks for your email.

 

Could I ask you to clarify your scenario a bit more please?  For example when you say you have multiple subscribing applications, would these be separate instances of the application, or perhaps with the same process?  From an OpenMAMA perspective there shouldn’t be any problem with making multiple subscriptions to the same source via the same bridge.

 

For your second query, yes OpenMAMDA is capable handling orderbooks.

 

Thanks,

Gary

 

 

Gary Molloy – SR Labs

Adelaide Exchange | 24-26 Adelaide Street | Belfast | BT2 8GD

g.molloy@...

 

From: openmama-dev-bounces@... [mailto:openmama-dev-bounces@...] On Behalf Of Macrux
Sent: 28 May 2015 18:34
To: openmama-dev@...
Subject: [Openmama-dev] Bloomberg and OpenMAMA

 

Hi there,

I have some doubts about OpenMAMA and Bloomberg. In first place, I'm wondering if it is possible to conect multiple subscriber applications to bloomberg (using the tick42blp middleware bridge), each one subscribed to the same source (the name space for the data, e.g. "BlpMktData"), but subscribed to a different symbols, something  like this:
 ___________     ___________    ___________

| subscriber-1 |    | subscriber-2 |  | subscriber-n |           
|___________|     |___________|  |___________|
_______|____________|_____________|_______ 

|                         openMAMA                            |

|________________________________________|
                    _______|________

                   | bloomberg bridge  |
                   |________________|

*subscriber-1, 2 and n are subscribed to diferent individual symbols.

In second place, is it possible to use openMAMDA to get the order books for each one of those subscribed symbols with the current available bridge from Tick42?

And that's all. Thank you for your help, I will really appreciate it, and other additional information or advices you want to give me.

Best regards,

Nestor.