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Fidessa DQ Plug-in - Technical Reference

Introduction

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

View

Shows the result of the FIDESSA real-tme query.

Headline Legend

Name Description
Total_rejected_trades The total number of rows (rejected trades)displayed

Other fields depend on the actual query and the setting of the displayFields.

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

The following parameters can be configured for this plug-in:

dbScript

Defines the real-time query in TCL

Mandatory: Yes

keyField

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

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

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

: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.