Fidessa DQ
Introduction Copied
The FIDESSA Knowledge Module allows for monitoring of FIDESSA Trading Systems. It comprises two Plug-ins FIDESSA and FIDESSA-DQ.
GENEOS FIDESSA-DQ (Database Query) Plug-in monitors the data in FIDESSA’s real-time database.
It is intended for monitoring failed trades in the FTS module, but could easily be used for any other real-time database query based monitoring.
The current GENEOS TRADEWATCH version can only handle one instance of FIDESSA-DQ plug-in per Netprobe.
Views Copied
Shows the result of the FIDESSA real-tme query.
Headline Legend
Other fields depend on the actual query and the setting of the displayFields.
| Name | Description |
|---|---|
| Total_rejected_trades | The total number of rows (rejected trades)displayed |
The real-time database query, as defined in dbScript, may return a large number of rows and columns. The keyField, keywords and displayFieldsparameters are used to customise the display to User preference.
Plug-in Configuration Copied
The following parameters can be configured for this plug-in:
dbScript Copied
Defines the real-time query in TCL
Mandatory: Yes
keyField Copied
Defines the field name that will be searched for KEYWORDS
If not set ALL rows are displayed.
Typically set to FAILURE_REASON
Mandatory: Yes
keywords Copied
Defines one or more keywords to search for in the column defined by keyField.
Only rows that match will be displayed
Typically set to ERROR
Mandatory: No
displayFields Copied
Defines the columns to display, so that unnecessary columns are suppressed.
If not set then ALL columns are displayed.
Warning
If the added field does not match the log file or data from Fidessa, the dataview displays “Bad field”.
Mandatory: No
Example TCL scripts Copied
:download:`script <examples/DaqFtrFailedTrades.tcl>`
DaqFtrFailedTrades.tcl
This communicates with the FTS_DAQFTR FIDESSA process that provides FAILED_TRADES query. (Used for FIDESSA pre-version 4.3.)
:download:`script <examples/DqaAlertFailedTrades.tcl>`
DqaAlertFailedTrades.tcl
This communicates with the FTS_DAQALERT FIDESSA process that provides FAILED_TRADES query (FIDESSA version 4.3 and above).
This query provides failed orders that do not come from OMAR.
:download:`script <examples/DaqAlertFailedOrderExecs.tcl>`
DaqAlertFailedOrderExecs.tcl
This communicates with the FTS_DAQALERT FIDESSA process that provides FAILED_ORDER_EXECUTIONS query (FIDESSA version 4.3 and above)
This query provides failed orders that come from OMAR.
:download:`script <examples/FblFailedTrades.tcl>`
FblFailedTrades.tcl
This communicates with the FBL_QRY FIDESSA process that provides INF_ACTIVE_FAILED_TXNS_DS query (FIDESSA version 5 and above).
This query provides failed orders that do not come from OMAR.
:download:`script <examples/OmarDs1ActiveFailedOrders.tcl>`
OmarDs1ActiveFailedOrders.tcl
This communicates with the OMAR_DS1_QRY FIDESSA process that provides ACTIVE_FAILED_ORDERS query (FIDESSA version 5 and above)
This query provides failed orders that come from OMAR.