SIXP SIX Trader Information Protocol

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SIXPSIX Trader Information Protocol
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Introduction

• SIXP is the new way to get information from SIX
  Trader to your system. It consists of a server,
  a protocol, and client APIs.

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Presentation schedule

• Presenting the presentation schedule.
• Overview of SIXP.
• Protocol, data formats and naming convention.
• Current information structure.
• The Java API.
• The NT/COM API.
• Overview of the future.
• Summary.

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Overview of SIXP

• What is SIXP for?
• A server, a protocol and client APIs.
• Data organization.

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Overview of SIXP

• What is SIXP for?
• A server, a protocol and client APIs.
• Data organization.

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What is SIXP for?
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Overview of SIXP

• What is SIXP for?
• A server, a protocol and client APIs.
• Data organization

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Server, protocol, client APIs
SIXP Client
Tcp/ip
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Overview of SIXP

• What is SIXP for?
• A server, a protocol and client APIs.
• Data organization.

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Data organization

• Data in tables.
• Ex. stock quotes, news headlines
• Text pages.
• News articles

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SIXP - the Protocol

• Three layers.
• Requests responses.
• The request commands.
• Subscriptions.

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SIXP - the Protocol

• Three layers.
• Requests responses.
• The request commands.
• Subscriptions.

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Three layers
Application layer defines data types
API
Transport layer sends data to and from server
Network layer hides underlying network
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SIXP - the Protocol

• Three layers.
• Requests responses.
• The request commands.
• Subscriptions.

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Requests responses

• Establish session

• Send request

• Receive response

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SIXP - the Protocol

• Three layers.
• Requests responses.
• The request commands.
• Subscriptions.

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The request commands

• LOGIN
• User name and password
• LOGOUT
• GET
• The name of the item
• SUBSCRIBE
• Same as GET but subscribes to updates
• UNSUBSCRIBE

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SIXP - the Protocol

• Three layers.
• Requests responses.
• The request commands.
• Subscriptions.

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Subscriptions

• Send SUBSCRIPTION request

Maybe more unsolicited responses!

• Receive response

• Receive unsolicited responses

• Send UNSUBSCRIBE request

• Receive response

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Data formats

• Text pages.
• Ex. news articles
• Lines of text separated with ltcrlfgt
• Tables.
• Ex. stock quotes
• A number of columns and rows
• The columns are fixed by rows may come and go

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Naming convention

• SIXRL -SIX Resource Locator.
• rt/stock/quote?Mkt"SSE
• /rt/stock/order?Mkt"SSE"
• Meta information.
• rt/stock/quotefs

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The Java API

• A presentation by Rolf Brewitz.

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The NT/COM API

• Objects.
• Programming example.
• Programming details.

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The NT/COM API

• Objects.
• Programming example.
• Programming details.

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The NT/COM APIObject overview.
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The NT/COM APIObject dynamics.
Network layer
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The NT/COM APIObject dynamics subscribing.
Network layer
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The NT/COM APIObject event handling.
Outgoing interface/connection point
Response
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The NT/COM API

• Objects.
• Programming example.
• Programming details.

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The NT/COM APIProgramming example
ISIXPNl nl CreateObject(SIXP.SIXPNlTcp) nl.Add
ress sixpserver ISIXPTlDispatcher disp
CreateObject(SIXP.SIXPTlDispatcher) disp.Network
Layer nl disp.Start() ISIXPTlRequest req
disp.CreateRequest() req.Command LOGIN sixp
sixp 1.0 mycomputer req.Send(true) ISIXPTlRespons
e resp req.ResponseObject print resp.StatusCode
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The NT/COM API

• Objects.
• Programming example.
• Programming details.

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The NT/COM APIProgramming details.

• Threading model.
• both
• NTs alertable state.

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Overview of the future

• Full implementation of SIXP in server.
• News pages as xml.
• Access to SIX Trader History Collector database.
• Time series from Money Chart.
• NT API with support for OLE/DB and file monikers.

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Summary

• Find info at http//sixtrader.vinga.se